Dynamic Programming and Stochastic Control

ENG EC 710

Undergraduate Prerequisites: (ENGEK500) ENGEK381 and ENG EC402 or ENG EC501. - 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. Same as ENG ME 710 and ENG SE 710. Students may not receive credits for both.

SPRG 2025 Schedule

Section Instructor Location Schedule Notes
A1 Olshevsky EMB 105 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 MyBU Student Portal for the most up-to-date course information.