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Course Info

  • Course Number / Code:
  • 6.231 (Fall 2002) 
  • Course Title:
  • Dynamic Programming and Stochastic Control 
  • Course Level:
  • Graduate 
  • Offered by :
  • Massachusetts Institute of Technology (MIT)
    Massachusetts, United States  
  • Department:
  • Electrical Engineering and Computer Science 
  • Course Instructor(s):
  • Prof. Dimitri Bertsekas

     
  • Course Introduction:
  •  


  • 6.231 Dynamic Programming and Stochastic Control



    Fall 2002




    Course Highlights


    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.


    *Some translations represent previous versions of courses.

     

ACKNOWLEDGEMENT:
This course content is a redistribution of MIT Open Courses. Access to the course materials is free to all users.






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