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Dynamic Programming

Author: Richard Bellman Publisher: Princeton University Press, Princeton and Oxford Introduction by: Stuart Dreyfus

About This Book​

This book presents the foundational theory of dynamic programming, a mathematical optimization method developed by Richard Bellman.

Reading Notes​

The Principle of Optimality​

The core insight necessary to grasp the top-down (functional equation) approach is the realization that a sequential problem should be decomposed based on the state achieved rather than treated as a single massive set of decisions. This is formalized in the Principle of Optimality.