6.231 Dynamic Programming and Stochastic Control, Fall 2002

Sequential decision-making via dynamic programming. Unified approach to optimal control of stochastic dynamic systems and Markovian decision problems. Applications in linear-quadratic control, inventory control, and resource allocation models. Optimal decision making under perfect and imperfect stat...

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Bibliographic Details
Main Author: Bertsekas, Dimitri P.
Published: 2002
Online Access:http://hdl.handle.net/1721.1/46352

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