SYSEN 5680

Last Updated

  • Schedule of Classes - December 25, 2024 7:31PM EST
  • Course Catalog - December 25, 2024 7:07PM EST

SYSEN 5680
Optimal Control and Decision Theory

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.

View Enrollment Information

Syllabi:

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

  • 3 Credits Graded

  • 10745 SYSEN 5680   LEC 001

  •  
    • MW
    • Jan 21 - May 6, 2025

    • Malikopoulos, A

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

Syllabi: none

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

  • 3 Credits Graded

  • 10935 SYSEN 5680   LEC 002

    • TBA
    • Jan 21 - May 6, 2025

    • Malikopoulos, A

  • Instruction Mode: Distance Learning-Asynchronous
    Enrollment limited to: distance learning students. To enroll in this class contact the department at jd648@cornell.edu to request a personal identification number (PIN) number.

    Department Consent Required (Add)