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Published by: Massachusetts Institute of Technology | Language: English
Published by: Massachusetts Institute of Technology | Language: English
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This course covers the basic models and solution techniques for problems of sequential decision making under uncertainty (stochastic control). We will consider optimal control of a dynamical system over both a finite and an infinite number of stages (finite and infinite horizon). We will also discuss some approximation methods for problems
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- electrical engineering and computer science
- dynamic programming
- stochastic control
- decision making
- uncertainty
- sequential decision making
- finite horizon
- infinite horizon
- approximation methods
- state space
- large state space
- optimal control
- dynamical system
- dynamic programming and optimal control
- deterministic systems
- shortest path
- state information
- rollout
- stochastic s
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