SYSEN 5680

Optimal Control and Decision Theory

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.

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