Open Course Space

Dynamic Programming and Stochastic Control

Massachusetts Institute of TechnologyUnited States6.231
Free, no sign-up neededFall 2015English
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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 an infinite number of stages. This includes systems with finite or infinite state spaces, as well as perfectly or imperfectly observed systems. We will also discuss approximation methods for problems involving large state spaces.

Description from MIT OpenCourseWare.

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