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6.231 Dynamic Programming and Stochastic Control, Fall 2008

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dc.contributor.author Bertsekas, Dimitri en_US
dc.coverage.temporal Fall 2008 en_US
dc.date.issued 2008-12
dc.identifier 6.231-Fall2008
dc.identifier local: 6.231
dc.identifier local: IMSCP-MD5-5c25e9035021832542e5f35f56b312cc
dc.identifier.uri http://hdl.handle.net/1721.1/75813
dc.description.abstract 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. en_US
dc.language en-US en_US
dc.relation en_US
dc.rights.uri Usage Restrictions: This site (c) Massachusetts Institute of Technology 2012. 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.subject dynamic programming en_US
dc.subject stochastic control en_US
dc.subject decision making en_US
dc.subject uncertainty en_US
dc.subject sequential decision making en_US
dc.subject finite horizon en_US
dc.subject infinite horizon en_US
dc.subject approximation methods en_US
dc.subject state space en_US
dc.subject large state space en_US
dc.subject optimal control en_US
dc.subject dynamical system en_US
dc.subject dynamic programming and optimal control en_US
dc.subject deterministic systems en_US
dc.subject shortest path en_US
dc.subject state information en_US
dc.subject rollout 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 2008 en_US
dc.title.alternative Dynamic Programming and Stochastic Control en_US


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