ENG-639 / 1 crédit

Enseignant: Summers Tyler

Langue: Anglais

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

Dans les plans d'études

  • Forme de l'examen: Rapport de TP (session libre)
  • Matière examinée: Dynamic programming and optimal control
  • Cours: 15 Heure(s)

Semaine de référence