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6.231 Dynamic Programming and Reinforcement Learning

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Prereq: 18.600 or 6.041
Units: 4-0-8
http://web.mit.edu/6.231/www/6231.html
Subject Cancelled

Dynamic programming as a unifying framework for sequential decision-making under uncertainty, Markov decision problems, and stochastic control. Perfect and imperfect state information models. Finite horizon and infinite horizon problems, including discounted and average cost formulations. Value and policy iteration. Suboptimal methods. Approximate dynamic programming for large-scale problems, and reinforcement learning. Applications and examples drawn from diverse domains. While an analysis prerequisite is not required, mathematical maturity is necessary.
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