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History and development of dynamic programming

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2 Author(s)
R. Bellman ; University of Southern California, Los Angeles, CA, USA ; E. Lee

The development of DP (dynamic programming) is presented in a chronological order. Although it seems awkward, it does show that science never develops in a correct and straightforward fashion. It is only afterwards that a scientific development can be made logical and rational. The emphasis is placed on the actual development of DP and its interconnections with other basic areas, such as invariant imbedding. Another area of emphasis is the possible future research directions. Most of the detailed derivations and equations are omitted.

Published in:

IEEE Control Systems Magazine  (Volume:4 ,  Issue: 4 )