Dynamic Programming and Stochastic Control
ENG ME 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 operations 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 ENGEC710 and ENGSE710. Students may not receive credit for both.
SPRG 2018 Schedule
|A1||Caramanis||MW 10:10 am-11:55 am||Mts w/ENG EC710
Mts w/ENG SE710