CEE 6680
Last Updated
- Schedule of Classes - December 1, 2024 7:42PM EST
- Course Catalog - December 1, 2024 7:07PM EST
Classes
CEE 6680
Course Description
Course information provided by the Courses of Study 2024-2025.
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.
Regular Academic Session. Combined with: SYSEN 5680, SYSEN 6680
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Credits and Grading Basis
3 Credits Graded(Letter grades only)
Regular Academic Session. Combined with: SYSEN 5680, SYSEN 6680
-
Credits and Grading Basis
3 Credits Graded(Letter grades only)
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