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6.231 Dynamic Programming and Stochastic Control, Fall 2002

Textbook cover for 6.231 Electrical Engineering and Computer Science.
Textbook cover for 6.231 Electrical Engineering and Computer Science. (Courtesy of D. P. Bertsekas, Dynamic Programming and Optimal Control, Athena Scientific, 2000, 2nd edition.)

Highlights of this Course

This course features a full set of lecture notes and homework solutions, in addition to quizzes and other materials used by students in the course. The materials are largely based on the textbook, Dynamic Programming and Optimal Control, written by Professor Dimitri Bertsekas (see http://www.athenasc.com/dpbook.html for more information).

Course Description

This course covers the basic models and solution techniques for problems of sequential decision making under uncertainty (stochastic control). Approximation methods for problems involving large state spaces are also presented and discussed.

 

Staff

Instructor:
Prof. Dimitri Bertsekas

Course Meeting Times

Lectures:
One session / week
2 hours / session

Level

Graduate

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