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6.231 Dynamic Programming and Stochastic Control, Fall 2002
(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 ...
6.041 / 6.431 Probabilistic Systems Analysis and Applied Probability, Fall 2002
(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 ...