"Dynamic Programming and Stochastic Control, Fall 2008"

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Author:

Bertsekas, Dimitri

Subject:

Science and Technology

Institution Name:

M.I.T.

Collection:

MIT OpenCourseWare

Grade Level:

Post-secondary

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."

Languages:

English

Material Type:

Activities and Labs, Assessments, Full Course, Homework and Assignments, Lecture Notes, Training Materials

Media Format:

Text/HTML, Downloadable docs

Conditions of Use:

Creative Commons Attribution-Noncommercial-Share Alike 3.0
Creative Commons Attribution-NonCommercial-ShareAlike 3.0