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6.231 Dynamic Programming and Stochastic Control, Fall 2011
The 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 ...
6.253 Convex Analysis and Optimization, Spring 2010
This course will focus on fundamental subjects in (deterministic) optimization, connected through the themes of convexity, geometric multipliers, and duality. The aim is to develop the core analytical and computational ...