6.231 Dynamic Programming and Stochastic Control, Fall 2011

6.231 Dynamic Programming and Stochastic Control, Fall 2011

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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 stat...

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Bibliographic Details
Main Author: Bertsekas, Dimitri
Language:en-US
Published: 2011
Subjects:
dynamic programming
stochastic control
algorithms
finite-state
continuous-time
imperfect state information
suboptimal control
finite horizon
infinite horizon
discounted problems
stochastic shortest path
approximate dynamic programming
Online Access:http://hdl.handle.net/1721.1/101677

Internet

http://hdl.handle.net/1721.1/101677

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