Dynamic Programming and Optimal Control

Great book needed it for class

Indispensable for my research in grad school.

I've read the textbook dealing with DP up to chapter 6. Since this book is approached mathematically, I think it is very well made except a few typos. A bit of unsatisfactoriness for me is the style of the book. I prefer the style introducing the general result first, and then proves why they are derived and where they are derived from. And then, many examples are very helpful for readers like me. However, this book introduces examples first, and then constructs the general form from and using the examples. I am sure that everybody has different styles. My word is just not my type. Nevertheless, the contents that textbook handles are wonderful.

This set of two books is just an absolute archive of knowledge. Everything you need to know on Optimal Control and Dynamic programming from beginner level to advanced intermediate is here. Plus worked examples are great. They aren't boring examples as well.This set pairs well with Simulation-Based Optimization by Abhijit Gosavi.I guess the point is, this book should be the central framework of any graduate course in optimal control and operations research.

Prof. Bertsekas is definitely the top-level researcher in this domain. It is a good start to study reinforcement learning and its beyond.