Now showing items 1-2 of 2

    • 6.041 / 6.431 Probabilistic Systems Analysis and Applied Probability, Fall 2002 

      Medard, Muriel; Tsitsiklis, John N.; Bertsekas, Dimitri P.; Abou Faycal, Ibrahim C. (Ibrahim Chafik) (2002-12)
      Modeling, quantification, and analysis of uncertainty. Formulation and solution in sample space. Random variables, transform techniques, simple random processes and their probability distributions, Markov processes, limit ...
    • 6.231 Dynamic Programming and Stochastic Control, Fall 2002 

      Bertsekas, Dimitri P. (2002-12)
      Sequential decision-making via dynamic programming. Unified approach to optimal control of stochastic dynamic systems and Markovian decision problems. Applications in linear-quadratic control, inventory control, and resource ...