MIT OpenCourseWare: New Courses in Electrical Engineering and Computer Science: 6.231 Dynamic Programming and Stochastic Control (MIT)
MIT OpenCourseWare: New Courses in Electrical Engineering and Computer Science
New courses in Electrical Engineering and Computer Science from MIT OpenCourseWare, provider of free and open MIT course materials.
6.231 Dynamic Programming and Stochastic Control (MIT) Nov 7th 2012, 10:57
The course covers the basic models and solution techniques for problems of sequential decision making under uncertainty (stochastic control). We will consider optimal control of a dynamical system over both a finite and an infinite number of stages. This includes systems with finite or infinite state spaces, as well as perfectly or imperfectly observed systems. We will also discuss approximation methods for problems involving large state spaces. Applications of dynamic programming in a variety of fields will be covered in recitations.
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