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6.231 Dynamic Programming and Stochastic Control, Fall 2011

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dc.contributor.author Bertsekas, Dimitri en_US
dc.coverage.temporal Fall 2011 en_US
dc.date.issued 2011-12
dc.identifier 6.231-Fall2011
dc.identifier local: 6.231
dc.identifier local: IMSCP-MD5-790c6f8f173f8a939a6f849836a249c6
dc.identifier.uri http://hdl.handle.net/1721.1/101677
dc.description.abstract 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. en_US
dc.language en-US en_US
dc.relation en_US
dc.rights.uri Usage Restrictions: This site (c) Massachusetts Institute of Technology 2016. Content within individual courses is (c) by the individual authors unless otherwise noted. The Massachusetts Institute of Technology is providing this Work (as defined below) under the terms of this Creative Commons public license ("CCPL" or "license") unless otherwise noted. The Work is protected by copyright and/or other applicable law. Any use of the work other than as authorized under this license is prohibited. By exercising any of the rights to the Work provided here, You (as defined below) accept and agree to be bound by the terms of this license. The Licensor, the Massachusetts Institute of Technology, grants You the rights contained here in consideration of Your acceptance of such terms and conditions. en_US
dc.rights.uri Usage Restrictions: Attribution-NonCommercial-ShareAlike 3.0 Unported en_US
dc.rights.uri http://creativecommons.org/licenses/by-nc-sa/3.0/ en_US
dc.subject dynamic programming en_US
dc.subject stochastic control en_US
dc.subject algorithms en_US
dc.subject finite-state en_US
dc.subject continuous-time en_US
dc.subject imperfect state information en_US
dc.subject suboptimal control en_US
dc.subject finite horizon en_US
dc.subject infinite horizon en_US
dc.subject discounted problems en_US
dc.subject stochastic shortest path en_US
dc.subject approximate dynamic programming en_US
dc.title 6.231 Dynamic Programming and Stochastic Control, Fall 2011 en_US
dc.title.alternative Dynamic Programming and Stochastic Control en_US


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