6.231: Dynamic Programming and Stochastic Control - Fall 2006


Problem Sets:
1. Problems 1.3, 1.6, 1.7, and 1.8 Due Wed. 13

Note: You might not be able to solve some of the problems before Monday's Lecture. Don't Worry about that.

2. Problems 4.1 ,4.2, 4.19, 4.21 + matlab problem below Due Wed. 20

Matlab Problem: Consider the following travelling salesman problem. Within a square area whose sides are each of length 10 units, there are N cities. The "cost" of travelling from one city to another is given by the Euclidean distance between the two. The salesman must visit each city at least once. Using Matlab, generate randomly N such cities, then find the order in which to visit cities that minimizes the total distance travelled. Let N = 10, perform 5 trials, and please tell us the average (of your 5 trials) optimal distance travelled.

3. Problems 4.17, 4.34, 6.13. Due Fri. 29
4. Problems 6.20, 7.3, 7.4, 7.5 Due Wed. 4
5. Problems 7.16 (volume 1), 1.1* , 1.3 and 1.11 (volume 2) Due Thur. 12

* Compute directly and using value iteration with error bounds, do alpha = 0.9 only.

6. Problems 7.1, 7.6, Vol II 2.8 Due Wed. 18
7. Vol II Problems 2.2, 3.16 + Additional Problem Due Wed. 25
8. Problems 7.28, Vol II 2.7 Due Wed. 1
9. Problems 5.2, 5.14, 7.17 Due Thu. 9