Dynamic Programming and Stochastic Control, Fall 2002

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Author:

Bertsekas, Dimitri P.

Subject:

Science and Technology

Institution Name:

M.I.T.

Collection:

MIT OpenCourseWare

Grade Level:

Post-secondary

Abstract:

Sequential decision-making via dynamic programming. Unified approach to optimal control of stochastic dynamic systems and Markovian decision problems. Applications in linear-quadratic control, inventory control, and resource allocation models. Optimal decision making under perfect and imperfect state information. Certainty equivalent and open loop-feedback control, and self-tuning controllers. Infinite horizon problems, successive approximation, and policy iteration. Discounted problems, stochastic shortest path problems, and average cost problems. Optimal stopping, scheduling, and control of queues. Approximations and neurodynamic programming.

Languages:

English

Material Type:

Assessments, Full Course, Homework and Assignments, Lecture Notes, Syllabi

Media Format:

Text/HTML, Downloadable docs

Conditions of Use:

Creative Commons Attribution-Noncommercial-Share Alike 3.0