6.231 | Fall 2015 | Graduate

Dynamic Programming and Stochastic Control

Assignments

Unless otherwise indicated, homework problems were taken from the course textbook:

Bertsekas, Dimitri P. Dynamic Programming and Optimal Control, Volume I. 3rd ed. Athena Scientific, 2005. ISBN: 9781886529267.

Bertsekas, Dimitri P. Dynamic Programming and Optimal Control, Volume II: Approximate Dynamic Programming. 4th ed. Athena Scientific, 2012. ISBN: 9781886529441.

The two volumes can also be purchased as a set. ISBN: 9781886529083.

Errata (PDF)

SES # PROBLEMS SOLUTIONS
1 Volume I, Problems 1.2, 1.3, 1.22, 2.1, 2.7, and 2.9 Problem Set 1 Solutions (PDF)
2 Volume I, Problems 4.1, 4.2, 4.29, 4.33, and 4.34 Problem Set 2 Solutions (PDF)
3 Volume I, Problem 5.2(a), 5.7, and 5.14 Problem Set 3 Solutions (PDF)
4 Volume I, Problem 6.2 (Ignore first two sentences), 6.10, 6.16, and 6.20 Problem Set 4 Solutions (PDF)
5 Volume I, Problem 7.2 Problem Set 5 Solutions (PDF)
6 Volume I, Problems 7.3, 7.5, 7.7, 7.8a, 7.10, and 7.11 Problem Set 6 Solutions (PDF)
7 Volume I, 7.20, 7.22, 7.23, 7.24, 7.25, and 7.26 Problem Set 7 Solutions (PDF)
8 Homework 8 (PDF) Problem Set 8 Solutions (PDF)
9 Volume II: Problems 4.12 and 4.17 solutions not available

Course Info

As Taught In
Fall 2015
Level