6.231: Dynamic Programming and Stochastic Control - Fall 2006

General Information

Handouts and Announcements:

Instructor: Prof. Munther A. Dahleh (dahleh[at]mit[dot]edu), Room 32-D732, x3-3892

Teaching Assistant: Sleiman Itani (ssolomon[at]mit[dot]edu) and Ilan lobel (lobel[at]mit[dot]edu), Room 32-D740

Office hours: Monday 3-4 and Tuesday 10-11. 32-D600 lounge.

Grader: Michael Rinehart (mdrine[at]mit[dot]edu)

Secretary: Ms. Fifa Monserrate (fifa[at]mit[dot]edu), Room 32-D733, x3-2184

Lecture: Mondays and Wednesdays, 11:00-12:30, 36-112

Recitation: Friday 11-12.

Textbook: D. P. Bertsekas, Dynamic Programming and Optimal Control, Athena Scientific, 2005 (3rd edition).

Homework: Generally handed out every Wednesday, and due in class a week later (except as noted on schedule), at which time solutions will be handed out.

Test: There will be one take home exam on the week of November 15.

Grading

The course grade will depend on: (a) your involvement in the subject (30%), as evidenced mainly by your homework, but also by your interaction with the TA and instructor; (b) your performance on the take-home test (40%), and the final project (30%).

Homework policy

The homeworks are not intended as tests, but as vehicles for learning, complemented by the homework solutions that we hand out, and by any discussions that you have about the problems. Moderate collaboration on homework with your classmates is permitted. Discussions with the TA and instructor are encouraged. There is no harm in seeking minor assistance from others who are knowledgeable but not involved in the class, although we would much prefer that your discussions be with those in the class.

We expect each of you to put in enough time alone to understand the specific difficulties and issues raised by each homework problem. We also expect that you will independently write up the actual solutions that you turn in, and not give us direct copies of a classmate's solutions! You should note on your solutions the names of those you have collaborated with or obtained help from.

We will feel free to use problems from previous terms. For obvious reasons, any use of written solutions from previous terms is strongly prohibited -- you will gain very little in the short run, and you will lose significantly on the opportunity to genuinely master the material.

Computer Use

It is important that you give us an email address for yourself, and important that you check it daily, as there will quite likely be administrative and other messages sent out from time to time by the 6.231 teaching staff.

Course material will be posted on the course website.

Homeworks this term may make some use of Matlab, a package for numerical linear algebra that is available on Athena. You should start familiarizing yourself with Matlab right away, if you have not worked with it before. You can get an introductory overview by typing add matlab and hitting the return key at the Athena prompt, then matlab & and return. Once in Matlab you can type demo and return, then use the menu. Type quit and return to get out of Matlab. You can also find an interactive tutorial and useful links to other tutorials at http://web.mit.edu/matlab/www/home.html.