Textbook cover for 6.231 Electrical Engineering and Computer Science. (Courtesy of D. P. Bertsekas, Dynamic Programming and Optimal Control, Athena Scientific, 2000, 2nd edition.)
Course Highlights
This course features a full set of
lecture notes and
homework solutions, in addition to quizzes and other materials used by students in the course. The materials are largely based on the textbook, Dynamic Programming and Optimal Control, written by Professor Dimitri Bertsekas (see
http://www.athenasc.com/dpbook.html for more information).
Course Description
This course covers the basic models and solution techniques for problems of sequential decision making under uncertainty (stochastic control). Approximation methods for problems involving large state spaces are also presented and discussed.
*Some translations represent previous versions of courses.