Textbook cover for 6.231 Electrical Engineering and Computer Science. (Courtesy of D. P. Bertsekas, Dynamic Programming and Optimal Control, Athena Scientific, 2000, 2nd edition.)
This course features a full set of lecture notes
and homework solutions
, in addition to quizzes and other materials used by students in the course. The materials are largely based on the textbook, Dynamic Programming and Optimal Control, written by Professor Dimitri Bertsekas (see http://www.athenasc.com/dpbook.html
for more information).
This course covers the basic models and solution techniques for problems of sequential decision making under uncertainty (stochastic control). Approximation methods for problems involving large state spaces are also presented and discussed.
*Some translations represent previous versions of courses.