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6.231 Dynamic Programming and Stochastic Control, Fall 2008

dc.contributor.authorBertsekas, Dimitrien_US
dc.coverage.temporalFall 2008en_US
dc.date.issued2008-12
dc.identifier6.231-Fall2008
dc.identifierlocal: 6.231
dc.identifierlocal: IMSCP-MD5-5c25e9035021832542e5f35f56b312cc
dc.identifier.urihttp://hdl.handle.net/1721.1/75813
dc.description.abstractThis 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.languageen-USen_US
dc.relationen_US
dc.rights.uriUsage 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.subjectdynamic programmingen_US
dc.subjectstochastic controlen_US
dc.subjectdecision makingen_US
dc.subjectuncertaintyen_US
dc.subjectsequential decision makingen_US
dc.subjectfinite horizonen_US
dc.subjectinfinite horizonen_US
dc.subjectapproximation methodsen_US
dc.subjectstate spaceen_US
dc.subjectlarge state spaceen_US
dc.subjectoptimal controlen_US
dc.subjectdynamical systemen_US
dc.subjectdynamic programming and optimal controlen_US
dc.subjectdeterministic systemsen_US
dc.subjectshortest pathen_US
dc.subjectstate informationen_US
dc.subjectrollouten_US
dc.subjectstochastic shortest pathen_US
dc.subjectapproximate dynamic programmingen_US
dc.title6.231 Dynamic Programming and Stochastic Control, Fall 2008en_US
dc.title.alternativeDynamic Programming and Stochastic Controlen_US
dc.typeLearning Object
dc.contributor.departmentMassachusetts Institute of Technology. Department of Electrical Engineering and Computer Science


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