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. Same as ENG EC 710 and ENG ME 710. Students may not receive credits for both.
SPRG 2024 Schedule
Section | Instructor | Location | Schedule | Notes |
---|---|---|---|---|
A1 | Caramanis | EMB 105 | MW 10:10 am-11:55 am | 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.