| 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 |
