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This is an archived course. A more recent version may be available at ocw.mit.edu.
Label correcting methods for shortest paths. See lecture 4 for more information. (Figure by MIT OpenCourseWare, adapted from course notes by Prof. Dimitri Bertsekas.)
Prof. Dimitri Bertsekas
6.231
Fall 2008
Graduate
This 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 (finite and infinite horizon). We will also discuss some 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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