UT Dallas 2021 Graduate Catalog

MECH6326 - Optimal Control and Dynamic Programming

MECH 6326 Optimal Control and Dynamic Programming (3 semester credit hours) Introduction to stochastic control, with applications taken from a variety of areas, including automatic control, engineering, supply-chain management, resource allocations, finance, etc. Markov chains and Markov decision processes, optimal policies and value functions with full state information for finite-horizon, infinite-horizon discounted, and average stage cost problems. Dynamic programming and Bellman equation, value iteration, policy iteration. Linear quadratic stochastic control. Approximate dynamic programming and model predictive control. Prerequisite: MECH 6300 or instructor consent required. (3-0) R