Richard Bellman on the Birth of Dynamic Programming

Abstract

W follows concerns events from the summer of 1949, when Richard Bellman first became interested in multistage decision problems, until 1955. Although Bellman died on March 19, 1984, the story will be told in his own words since he left behind an entertaining and informative autobiography, Eye of the Hurricane (World Scientific Publishing Company, Singapore, 1984), whose publisher has generously approved extensive excerpting. During the summer of 1949 Bellman, a tenured associate professor of mathematics at Stanford University with a developing interest in analytic number theory, was consulting for the second summer at the RAND Corporation in Santa Monica. He had received his Ph.D. from Princeton in 1946 at the age of 25, despite various war-related activities during World War II—including being assigned by the Army to the Manhattan Project in Los Alamos. He had already exhibited outstanding ability both in pure mathematics and in solving applied problems arising from the physical world. Assured of a successful conventional academic career, Bellman, during the period under consideration, cast his lot instead with the kind of applied mathematics later to be known as operations research. In those days applied practitioners were regarded as distinctly second-class citizens of the mathematical fraternity. Always one to enjoy controversy, when invited to speak at various university mathematics department seminars, Bellman delighted in justifying his choice of applied over pure mathematics as being motivated by the real world’s greater challenges and mathematical demands. Following are excerpts, taken chronologically from Richard Bellman’s autobiography. The page numbers are given after each. The excerpt section titles are mine. These excerpts are far more serious than most of the book, which is full of entertaining anecdotes and outrageous behaviors by an exceptionally human being.