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Course Info
Dynamic Programming and Stochastic Control

Resources

Assignments

6.231 Homework 8, Fall 2015
6.231 Homework Solution 1, Fall 2015
6.231 Homework Solution 2, Fall 2015
6.231 Homework Solution 3, Fall 2015
6.231 Homework Solution 4, Fall 2015
6.231 Homework Solution 5, Fall 2015
6.231 Homework Solution 6, Fall 2015
6.231 Homework Solution 7, Fall 2015
6.231 Homework Solution 8, Fall 2015

Exams

6.231 Dynamic Programming and Stochastic Control, Fall 2008 Midterm and Solutions
6.231 Dynamic Programming and Stochastic Control, Fall 2009 Midterm
6.231 Dynamic Programming and Stochastic Control, Fall 2009 Solutions
6.231 Dynamic Programming and Stochastic Control, Fall 2011 Midterm and Solutions
6.231 Dynamic Programming and Stochastic Control, Fall 2015 Midterm
6.231 Dynamic Programming and Stochastic Control, Fall 2015 Solutions

Lecture Notes

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

Lecture Videos

6.231 Dynamic Programming and Stochastic Control, Complete Supplemental Notes
6.231 Dynamic Programming and Stochastic Control, Supplemental Lecture 1
6.231 Dynamic Programming and Stochastic Control, Supplemental Lecture 2
6.231 Dynamic Programming and Stochastic Control, Supplemental Lecture 3
6.231 Dynamic Programming and Stochastic Control, Supplemental Lecture 4
6.231 Dynamic Programming and Stochastic Control, Supplemental Lecture 5
6.231 Dynamic Programming and Stochastic Control, Supplemental Lecture 6
Approximate Dynamic Programming, Lecture 1
Approximate Dynamic Programming, Lecture 1, Part 1
Approximate Dynamic Programming, Lecture 1, Part 2

Projects

6.231 Fall 2015 Project Topics and References

Course Info

Topics

Learning Resource Types

grading Exams with Solutions
notes Lecture Notes
theaters Other Video
assignment Problem Sets