This is a very frank and detailed account by a leading and very active mathematician of the past decades whose contributions have had an important impact in those fields where mathematics is now an integral part. It starts from his early childhood just after the First World War to his present-day positions as professor of mathematics, electrical engineering and medicine at the USC, which in itself reflects on the diversity of interests and experiences gained through the turbulent years when American mathematics and sciences established themselves on the forefront. The story traces the tortuous path Bellman followed from Brooklyn College; the University of Wisconsin to Princeton during the war years; more than a decade with the RAND Corporation; with frequent views of more than just the academic circles, including his experiences at Los Alamos on the A-bomb project. Bellman gives highly personalised views of key personalities in mathematics, physics and other areas, and his motivations and the forces that helped shape dynamic programming and other new areas which emerged as consequences of fruitful applications of mathematics.