Dynamic Programming Volume II: General States - Dynamic Programming Volume II: General States

This book covers the theory of dynamic programming with general state spaces. It is organized as follows:

Front Matter

Prelude

Prelude: Examples of Dynamic Programs — Examples of Dynamic Programs

Part I: General Theory

Abstract Decision Processes — Abstract Decision Processes
ADPs on Pospace — ADPs on Pospace
ADPs on Banach Space — ADPs on Banach Space
ADP Transformations — ADP Transformations

Part II: Models and Applications

Linear Decision Processes — Linear Decision Processes
Recursive Decision Processes — Recursive Decision Processes
Additional Applications — Additional Applications
Approximation and Learning — Approximation and Learning

Appendices

Mathematical Background — Mathematical Background
Solutions — Solutions

How to cite¶

Please cite the Cambridge University Press editions, including when working from the free PDFs or online editions.

Sargent, Thomas J. and John Stachurski (forthcoming, 2027). Dynamic Programming: General States. Cambridge University Press.

@book{sargent_stachurski_2027,
  author    = {Sargent, Thomas J. and Stachurski, John},
  title     = {Dynamic Programming: General States},
  publisher = {Cambridge University Press},
  address   = {Cambridge},
  year      = {2027},
  note      = {Forthcoming},
  url       = {https://dp.quantecon.org/}
}

Download dp2.bib, or dp.bib for both volumes. Volume I is Sargent, Thomas J. and John Stachurski (2025). Dynamic Programming: Finite States. Cambridge University Press. doi:10.1017/9781009540780