SYSEN 5680

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  • Schedule of Classes - September 10, 2024 10:17AM EDT
  • Course Catalog - September 10, 2024 9:19AM EDT
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SYSEN 5680
Optimal Control and Decision Theory

Course information provided by the Courses of Study 2023-2024.

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.

View Enrollment Information

Syllabi: none

  •   Regular Academic Session.  Combined with: CEE 6680, SYSEN 6680

  • 3 Credits Graded

  • 19368 SYSEN 5680   LEC 001

  •  
    • MW Hollister Hall 366
    • Jan 22 - May 7, 2024

    • Malikopoulos, A

  • Enrollment restricted to graduate students. Undergraduates may only enroll with permission from the instructor.

Syllabi: none

  •   Regular Academic Session.  Combined with: CEE 6680, SYSEN 6680

  • 3 Credits Graded

  • 19650 SYSEN 5680   LEC 002

  • Instruction Mode: Distance Learning-Asynchronous
    This section is reserved for distance learning graduate students. To enroll in this class contact the department at jd648@cornell.edu to request a PIN number.

    Department Consent Required (Add)