Course

ENG-651: Dynamic programming and optimal control

Summary

This course provides an introduction to stochastic optimal control and dynamic programming (DP), with a variety of engineering applications. The course focuses on the DP principle of optimality, and its utility in deriving and approximating solutions to an optimal control problem. ...

Lectures

Official source

https://edu.epfl.ch/coursebook/en/dynamic-programming-and-optimal-control-ENG-651

Moodle Page

http://go.epfl.ch/ENG-651

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