Dynamic Programming and Stochastic Control
ENG ME 710
Undergraduate Prerequisites: (CASMA381 OR ENGEK500 OR ENGME308) and ENGEC402, ENGEC501 or ENGME510 - 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. Same as ENG EC 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 EC710 & ENG SE710. Please use the MyBU waitlist. Students are subject to being removed from a course if not they do not meet the pre-req / co-req requirement, or if they're not considered a primary cohort (senior standing, registered concentration, etc.) |
Note that this information may change at any time. Please visit the MyBU Student Portal for the most up-to-date course information.