This is an archived course. A more recent version may be available at ocw.mit.edu.

Calendar

LEC # TOPICS KEY DATES
Finite Horizon Problems
1 The DP algorithm  
2 The DP algorithm (cont.) Problem set 1 out
3 Deterministic finite-state problems  
4 Deterministic continuous-time problems

Problem set 1 due

Problem set 2 out
5 Stochastic DP problems  
6 Stochastic DP problems (cont.)

Problem set 2 due

Problem set 3 out
7 Imperfect state information problems  
8 Imperfect state information problems (cont.) Problem set 3 due
9 Suboptimal control Problem set 4 out
10 Suboptimal control (cont.)  
Infinite Horizon Problems—Simple
11 Infinite horizon problems

Problem set 4 due

Problem set 5 out
12 Infinite horizon problems (cont.)  
13 Infinite horizon problems (cont.) Problem set 5 due
  Quiz 1  
Infinite Horizon Problems—Advanced
14 Discounted problems: computational methods  
15 Discounted problems: computational methods (cont.) Problem set 6 out
16 Discounted problems: computational methods (cont.)  
17 Stochastic shortest path problems

Problem set 6 due

Problem set 7 out
18 Approximate DP  
19 Approximate DP (cont.)

Problem set 7 due

Problem set 8 out

Project proposal due
20 Approximate DP (cont.)

Problem set 8 due

Problem set 9 out
21 Approximate DP (cont.) Problem set 9 due
  Quiz 2  
22 Approximate DP (cont.)  
23 Approximate DP (cont.)  
24 Project presentations Project paper due