Richard E. Bellman Bücher

Historically and technically important papers range from early work in mathematical control theory to studies in adaptive control processes. Contributors include J. C. Maxwell, H. Nyquist, H. W. Bode, other experts. 1964 edition.

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.

This is a very frank and detailed account by a leading and very active mathematician of the past decades whose contributions have had an important impact in those fields where mathematics is now an integral part. It starts from his early childhood just after the First World War to his present-day positions as professor of mathematics, electrical engineering and medicine at the USC, which in itself reflects on the diversity of interests and experiences gained through the turbulent years when American mathematics and sciences established themselves on the forefront. The story traces the tortuous path Bellman followed from Brooklyn College; the University of Wisconsin to Princeton during the war years; more than a decade with the RAND Corporation; with frequent views of more than just the academic circles, including his experiences at Los Alamos on the A-bomb project. Bellman gives highly personalised views of key personalities in mathematics, physics and other areas, and his motivations and the forces that helped shape dynamic programming and other new areas which emerged as consequences of fruitful applications of mathematics.

Long considered to be a classic in its field, this was the first book in English to include three basic fields of the analysis of matrices -- symmetric matrices and quadratic forms, matrices and differential equations, and positive matrices and their use in probability theory and mathematical economics. Written in lucid, concise terms, this volume covers all the key aspects of matrix analysis and presents a variety of fundamental methods. Originally published in 1970, this book replaces the first edition previously published by SIAM in the Classics series. Here you will find a basic guide to operations with matrices and the theory of symmetric matrices, plus an understanding of general square matrices, origins of Markov matrices and non-negative matrices in general, minimum- maximum characterization of characteristic roots, Krnoecker products, functions of matrices, and much more. These ideas and methods will serve as powerful analytical tools.

Focusing on a unified approach to control theory, this work explores deterministic, stochastic, and adaptive processes through the lens of dynamic programming. Mr. Bellman emphasizes the transition from problem recognition to computational solution, making complex issues accessible for numerical treatment by digital computers. The text is designed for both pure and applied mathematicians as well as control engineers, highlighting its broad applicability and conceptual depth in the field.

Originally published: New York: Rinehart and Winston, 1961.