Dynamic Programming and Stochastic Control

ENG SE 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 ENGME710. Students may not receive credit for both.

SPRG 2015 Schedule

Section Instructor Location Schedule Notes
A1 Caramanis MW 10:00 am-12:00 pm Mts w/ENG EC710
Mts w/ENG ME710

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