CEE 6680

Last Updated

  • Schedule of Classes - May 19, 2024 7:32PM EDT
  • Course Catalog - May 19, 2024 7:07PM EDT

CEE 6680
Optimal Control and Decision Theory

Course information provided by the Courses of Study 2023-2024.

Covers the basic models and solution approaches for individual and team decision-making problems under uncertainty and provide a unified mathematical treatment of the subject, suitable for a broad engineering audience. The material will consider optimal decision-making of systems over a finite- and an infinite-time horizon. Topics include: (1) Stochastic optimization: finite- and infinite-horizon problems with complete or partial state information, separation principle, dual control; (2) Team Theory: mathematical framework of cooperating members in which all members have the same objective yet different information; (3) Reinforcement learning:  approximate dynamic programming, forward references to the approximate dynamic programming formalism, learning policies.

When Offered Spring.

Permission Note Primarily for: graduate students.

Comments Knowledge of linear algebra, real analysis, and probability, especially conditional distributions, and expectations.

View Enrollment Information

Syllabi:

  •   Regular Academic Session.  Combined with: SYSEN 5680, SYSEN 6680

  • 3 Credits Graded

  • 19367 CEE 6680   LEC 001

  •  
    • MW Hollister Hall 366
    • Jan 22 - May 7, 2024

    • Malikopoulos, A

  • Instruction Mode: In Person
    Enrollment restricted to graduate students. Undergraduates may only enroll with permission from the instructor.

Syllabi: none

  •   Regular Academic Session.  Combined with: SYSEN 5680, SYSEN 6680

  • 3 Credits Graded

  • 19649 CEE 6680   LEC 002

  • Instruction Mode: Distance Learning-Asynchronous
    Enrollment limited to: Engineering Management distance learning students only.

    Department Consent Required (Add)