Remembering Dimitri Bertsekas
On what true scholarship looks like
In this post, I write a bit about Dimitri Bertsekas at Arizona who recently passed away. He is well known in engineering and control circles, but I’d like to point out that he’s also been influential in dynamic economics too.
He taught my advisor John Rust in the 1980s, who passed on that influnce to me and he also had a direct influence of my research when I was reading his paper in the 2020s. How is this even possible?
His work is building on the work of classical dynamic programming (DP), which defines the optimal way to deal with sequential problem i.e. problems that involve thinking about the future state of the world.
Dynamic programming offers us a way to solve the problem if we have a perfect model of how the world evolves in a sequence. Prof Bertsekas’s work was about expanding the domain to cases where we do not have a perfect model of the environment and which must be learnt as we go.
This is called Model Predictive Control (MPC). We model the world, then make a prediction about where it will go if we take certain actions and then we do “Control” which is taking actions that give us the best possible world.
MPC is used widely in various industries from chemical plants to oil refineries, from data cooling centers to autonomous vehicles. It can be applied to advertising budget management, finance and other areas too.
Bertesekas also contributed to Reinforcement Learning (RL) which is mainly focused on learning without a model of the world and simply through trial and error. He was able to show that landmark progress in RL (e.g. AlphaZero) are deeply connected to MPC, and both are connected to DP.
Bertesekas was able to give us this powerful connection:
MPC = RL = DP
This is the closest we are to a grand and unified theory of solving dynamic problems from finance, economics to engineering. This essentially unifies planning and learning as fundamental solution methods to dynamic problems. He also taught a generation of students from 1980s right up to 2025, and that is 55 years of creating and motivating minds.
That is a hallmark of a true scholar and truely exceptional mind, and I want to take time to cherish this. I’m so glad that I educated myself enough to be able to see the value of this work.
Physics shows us that there is deep beauty in the universe, and now we see that there is a beauty to “solutions” to dynamic problems as well, they all follow the same “rhyme and rhythms”.
As we continue to work on problems that involve learning and planning, we cherish the work of Dimitri Bertsekas.