search give now about ocw help & faqs contact us
6.231 | Fall 2015 | Graduate
Dynamic Programming and Stochastic Control

Download

file_download Download course
This package contains the same content as the online version of the course, except for the audio/video materials. These can be downloaded below. For help downloading and using course materials, read our FAQs.

Lecture Videos
6.231 Fall 2015 Complete Lecture Notes
6.231 Fall 2015 Lecture 1: Introduction to Dynamic Programming, Examples of Dynamic Programming, Significance of Feedback
6.231 Fall 2015 Lecture 10: Infinite Horizon Problems, Stochastic Shortest Path (SSP) Problems, Bellman’s Equation, Dynamic Programming – Value Iteration, Discounted Problems as a Special Case of SSP
6.231 Fall 2015 Lecture 11: Review of Stochastic Shortest Path Problems, Computation Methods for SSP, Computational Methods for Discounted Problems
6.231 Fall 2015 Lecture 12: Average Cost Per Stage Problems, Connection With Stochastic Shortest Path Problems, Bellman’s Equation, Value Iteration, Policy Iteration
6.231 Fall 2015 Lecture 13: Control of Continuous-Time Markov Chains: Semi-Markov Problems, Problem Formulation: Equivalence to Discrete-Time Problems, Problem Formulation: Equivalence to Discrete-Time Problems, Average Cost Problems
6.231 Fall 2015 Lecture 14: Introduction to Advanced Infinite Horizon Dynamic Programming and Approximation Methods
6.231 Fall 2015 Lecture 15: Review of Basic Theory of Discounted Problems, Monotonicity of Contraction Properties, Contraction Mappings in Dynamic Programming, Discounted Problems: Countable State Space with Unbounded Costs, Generalized Discounted Dynamic Programming, An Introduction to Abstract Dynamic Programming
6.231 Fall 2015 Lecture 16: Review of Computational Theory of Discounted Problems, Value Iteration (VI), Optimistic PI, Computational Methods for Generalized Discounted Dynamic Programming, Asynchronous Algorithms
6.231 Fall 2015 Lecture 17: Undiscounted Problems, Stochastic Shortest Path Problems, Proper and Improper Policies, Analysis and Computational Methods for SSP, Pathologies of SSP, SSP Under Weak Conditions
Course Info
Departments
As Taught In
Fall 2015
Level
Graduate
Topics
Learning Resource Types
grading Exams with Solutions
notes Lecture Notes
theaters Other Video
assignment Problem Sets
Download Course
MIT Open Learning
Over 2,500 courses & materials
Freely sharing knowledge with learners and educators around the world. Learn more
© 2001–2023 Massachusetts Institute of Technology
Accessibility
Creative Commons License
Terms and Conditions
Proud member of:
© 2001–2023 Massachusetts Institute of Technology