Label correcting methods for shortest paths. See Lecture 3 for more information. (Figure by MIT OpenCourseWare, adapted from course notes by Prof. Dimitri Bertsekas.)
Instructor(s)
Prof. Dimitri Bertsekas
MIT Course Number
6.231
As Taught In
Fall 2015
Level
Graduate
Course Description
Course Features
Course Description
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.
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