No, most (non-pedantic) Asimov fans refer to the first three books (F, F&E, SF - which yes are technically collections of short stories glued together as one) as "the Foundation Trilogy". I do recommend reading the Foundation's Edge and Foundation and Earth, they're worthy sequels to the "trilogy". The Robot novels are also a top read and tie in with the later Foundation books in a satisfying way: - The Caves of Steel - The Naked Sun - The Robots of Dawn - Robots and Empire
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