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"Dynamic Programming and Stochastic Control, Fall 2008"
(Complete Item 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."
- Subject:
- Science and Technology
- Grade Level:
- Post-secondary
- Collection:
- MIT OpenCourseWare
