6.231 Dynamic Programming and Stochastic Control, Fall 2011
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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| Format: | Learning Object |
| Language: | en-US |
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2011
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| Online Access: | http://hdl.handle.net/1721.1/101677 |