Richard M. Karp, Michael Held, Finite-State Processes and Dynamic Programming, SIAM Journal on Applied Mathematics, Vol. 15, No. 3 (May, 1967), pp. 693-718 ...

Many sequential decision problems can be formulated as Markov decision processes (MDPs) where the optimal value function (or cost-to-go function) can be shown to satisfy a monotone structure in some ...

Dynamic Programming and Optimal Control is offered within DMAVT and attracts in excess of 300 students per year from a wide variety of disciplines. It is an integral part of the Robotics, System and ...