图 书 馆
6.231动态规划与随机控制（麻省理工）6.231 Dynamic Programming and Stochastic Control (MIT) |
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| 课程网址: | http://ocw.mit.edu/courses/electrical-engineering-and-computer-sc... |
| 主讲教师: | Prof. Dimitri Bertsekas |
| 开课单位: | 麻省理工学院 |
| 开课时间: | 2002-07-15 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | The course covers the basic models and solution techniques for problems of sequential decision making under uncertainty (stochastic control). We will consider optimal control of a dynamical system over both a finite and an infinite number of stages. This includes systems with finite or infinite state spaces, as well as perfectly or imperfectly observed systems. We will also discuss approximation methods for problems involving large state spaces. Applications of dynamic programming in a variety of fields will be covered in recitations. |
| 关 键 词: | 随机控制; 动力系统; 最优控制; 观测系统; 动态规划; 大型状态空间问题 |
| 课程来源: | MIT Course |
| 最后编审: | 2020-05-30：王勇彬(课程编辑志愿者) |
| 阅读次数: | 596 |