SYSEN 6680

Last Updated

  • Schedule of Classes - September 10, 2024 10:17AM EDT
  • Course Catalog - September 10, 2024 9:19AM EDT
Global toggle of class tabs

Links for textbooks and Cornell Store open in new tab.

SYSEN 6680
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 5680

  • 3 Credits Graded

  • 19369 SYSEN 6680   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 5680

  • 3 Credits Graded

  • 19651 SYSEN 6680   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)