ENG-639 / 1 credit

Teacher: Summers Tyler

Language: English

Remark: October 5-13 2022


Frequency

Every 2 years

Summary

This course provides an introduction to stochastic optimal control and dynamic programming (DP), with a variety of engineering applications. The course focuses on the DP principle of optimality, and its utility in deriving and approximating solutions to an optimal control problem.

Content

Learning Prerequisites

Recommended courses

linear algebra, probability theory, optimization, sufficient mathematical maturity

In the programs

  • Exam form: Project report (session free)
  • Subject examined: Dynamic programming and optimal control
  • Lecture: 15 Hour(s)

Reference week