|
|
 |
|
|
教學大綱提供這課程的概觀、必要先修、形式安排與方針。這方針是為了要帶領選修這門課程的學生。
6.231動態規劃與隨機控制，2002秋。
必要先修： 參與過良好的機率概要的課程（包括Markov chains的基本了解）以及完善的數學能力。
教科書： D. P. Bertsekas著，《動態規劃與最佳化控制》，Athena Scientific，2000，第二版
 
要求:
- 作業，大概每星期都有（30%），少部分作業將包括計算機構成。
- 兩次小考（分別佔35%）
課程概要：
這門課涵蓋了不確定情況下（隨機控制）連續決策組合問題的基本模型與解題技巧。我們也將討論一些涉及大型狀態空間的近似解法。
作業指南：
- 在唯一特殊的情況下，遲交作業將可以接受，而且可能有懲處。
- 你們可以分成每組2-3人為一小組進行作業問題。然而；你們必須是各自寫自己的解答。同樣地，你們可以使用參考文獻或其他資料來幫助你解決作業問題，但是你必須寫下你自己的解答並且舉出你的參考資料。無告知地複製來自其他學生或任何其它的資料全部或部分的解答或法規，將被視為學術上的不誠實。
This syllabus provides an overview, prerequisites, format, and policies for the course. The policies are intended to guide students enrolled in the course.
6.231: Dynamic Programming and Stochastic Control - Fall 2002
Prerequisites: A good introductory probability course (including basic knowledge of Markov chains) and mathematical maturity.
Textbook: D. P. Bertsekas, Dynamic Programming and Optimal Control, Athena Scientific, 2000 (2nd edition).
Requirements:
- Homework, approximately every week (30%). A small number of homeworks will include a computational component.
- Two quizzes (35% each)
Course Overview:
The course covers the basic models and solution techniques for problems of sequential decision making under uncertainty (stochastic control). We will also discuss some approximation methods for problems involving large state spaces.
Homework Policy:
- Late homeworks will be accepted only in extraordinary circumstances, and may in any case be penalized.
- You may work on homework problems in groups of 2-3 people. However you must always write up the solutions on your own. Similarly, you may use references or other sources to help solve homework problems, but you must write up the solution on your own and cite your sources. Copying solutions or code, in whole or in part, from other students or any other source without acknowledgment will be considered a case of academic dishonesty.
|
|
|
|
 |
|
