@Book{bellman57a,
  author =	 {Richard Ernest Bellman},
  title =	 {Dynamic Programming},
  publisher =	 {Courier Dover Publications},
  year =	 1957,
  abstract =	 {An introduction to the mathematical theory of
                  multistage decision processes, this text takes a
                  "functional equation" approach to the discovery of
                  optimum policies. Written by a leading developer of
                  such policies, it presents a series of methods,
                  uniqueness and existence theorems, and examples for
                  solving the relevant equations. The text examines
                  existence and uniqueness theorems, the optimal
                  inventory equation, bottleneck problems in
                  multistage production processes, a new formalism in
                  the calculus of variation, strategies behind
                  multistage games, and Markovian decision
                  processes. Each chapter concludes with a problem set
                  that Eric V. Denardo of Yale University, in his
                  informative new introduction, calls "a rich lode of
                  applications and research topics." 1957 edition. 37
                  figures.},
  keywords =     {math},
  isbn = 	 {0486428095},
  googleprint =  {fyVtp3EMxasC},
  googleid = 	 {C9W8yXBu_iYJ:scholar.google.com/},
  cluster = 	 {2809804648225756427},
}