This first-rate text concerns the theory and methodology of systems engineering as they relate to the evaluation of alternative courses of action and associated decision making. Topics include psychological value measurements, classical decision analysis, vector optimization theory, and noninteractive and interactive methods. 1983 edition. Reprint of the North-Holland, Amsterdam, 1983 edition.
Dynamic Programming: Models and Applications by Eric V. Denardo Introduction to sequential decision processes covers use of dynamic programming in studying models of resource allocation, methods for approximating solutions of control problems in continuous time, production control, more. 1982 edition.
Dynamic Programming by Richard Bellman Introduction to mathematical theory of multistage decision processes takes a "functional equation" approach. Topics include existence and uniqueness theorems, optimal inventory equation, bottleneck problems, multistage games, Markovian decision processes and more. 1957 edition.
