Lecture Notes

Course Notes

Readings are from the course textbook:

Buy at Amazon Bertsekas, Dimitri P. Dynamic Programming and Optimal Control, Volume I. 3rd ed. Athena Scientific, 2005. ISBN: 9781886529267.

Buy at Amazon ———. Dynamic Programming and Optimal Control, Volume II: Approximate Dynamic Programming. 4th ed. Athena Scientific, 2012. ISBN: 9781886529441.

Complete course notes (PDF - 1.4MB)