Dynamic Programming and Stochastic Control

ENG EC 710

Introduction to sequential decision making via dynamic programming. The principle of optimality as a unified approach to optimal control of dynamic systems and Markovian decision problems. Applications from control theory and operation research include linear-quadratic problems, the discrete Kalman Filter, inventory control, network, investment, and resource allocation models. Adaptive control and numerical solutions through successive approximation and policy iteration, suboptimal control, and neural network applications involving functional approximations and learning. Meets with ENGME710 and ENGSE710. Students may not receive credit for both.

SPRG 2018 Schedule

Section Instructor Location Schedule Notes
A1 Caramanis PHO 202 MW 10:10 am-11:55 am Mts w/ENG ME710
Mts w/ENG SE710

Note that this information may change at any time. Please visit the Student Link for the most up-to-date course information.