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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. 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.Subjects

dynamic programming | dynamic programming | | stochastic control | | stochastic control | | mathematics | optimization | | | mathematics | optimization | | algorithms | | algorithms | | probability | | probability | | Markov chains | | Markov chains | | optimal control | optimal control | stochastic control | stochastic control | mathematics | mathematics | optimization | optimization | algorithms | algorithms | probability | probability | Markov chains | Markov chainsLicense

Content within individual OCW courses is (c) by the individual authors unless otherwise noted. MIT OpenCourseWare materials are licensed by the Massachusetts Institute of Technology under a Creative Commons License (Attribution-NonCommercial-ShareAlike). For further information see http://ocw.mit.edu/terms/index.htmSite sourced from

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See all metadata6.231 Dynamic Programming and Stochastic Control (MIT)

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.Subjects

dynamic programming | | stochastic control | | mathematics | optimization | | algorithms | | probability | | Markov chains | | optimal control | stochastic control | mathematics | optimization | algorithms | probability | Markov chainsLicense

Content within individual OCW courses is (c) by the individual authors unless otherwise noted. MIT OpenCourseWare materials are licensed by the Massachusetts Institute of Technology under a Creative Commons License (Attribution-NonCommercial-ShareAlike). For further information see https://ocw.mit.edu/terms/index.htmSite sourced from

https://ocw.mit.edu/rss/all/mit-allarchivedcourses.xmlAttribution

Click to get HTML | Click to get attribution | Click to get URLAll metadata

See all metadata