Skip to main content
MyCourses
  • Home
  • Schools
    School of Arts, Design, and Architecture (ARTS)
    School of Business (BIZ)
    School of Chemical Engineering (CHEM)
    School of Electrical Engineering (ELEC)
    School of Engineering (ENG)
    School of Science (SCI)
    Language Centre
    Open University
    Library
    Aalto university pedagogical training programme
    UNI (exams)
    Sandbox
  • Course feedback
  • Service Links
    ALLWELL? -Study Skills - Guidance and support for students - Starting Point of Wellbeing - About AllWell? study well-being questionnaire
    MyCourses - MyCourses instructions for Teachers - MyCourses instructions for Students - Teacher book your online session with a specialist - Digital tools for teaching - Personal data protection instructions for teachers - Workspace for thesis supervision - Course feedback instructions
    Sisu
    Student guide
    Courses.aalto.fi
    Metacampus - About Metacampus learning environment and Unite! alliance
    Library Services - Resourcesguides - Imagoa / Open science and images
    IT Services
    Campus maps - Search spaces and see opening hours
    Restaurants in Otaniemi
    ASU Aalto Student Union
    Aalto Marketplace
  • Intelliboard
    Learner Metrics Teacher Metrics
    IntelliBoard system raport (admin only)
  • More
Close

Close
Search courses also: Sisu or Courses.aalto.fi
Toggle search input
English (en)
English (en) suomi (fi) svenska (sv)
Hi guest!
Log in
MyCourses
Home Schools Collapse Expand
School of Arts, Design, and Architecture (ARTS) School of Business (BIZ) School of Chemical Engineering (CHEM) School of Electrical Engineering (ELEC) School of Engineering (ENG) School of Science (SCI) Language Centre Open University Library Aalto university pedagogical training programme UNI (exams) Sandbox
Course feedback Service Links Collapse Expand
ALLWELL? -Study Skills - Guidance and support for students - Starting Point of Wellbeing - About AllWell? study well-being questionnaire MyCourses - MyCourses instructions for Teachers - MyCourses instructions for Students - Teacher book your online session with a specialist - Digital tools for teaching - Personal data protection instructions for teachers - Workspace for thesis supervision - Course feedback instructions Sisu Student guide Courses.aalto.fi Metacampus - About Metacampus learning environment and Unite! alliance Library Services - Resourcesguides - Imagoa / Open science and images IT Services Campus maps - Search spaces and see opening hours Restaurants in Otaniemi ASU Aalto Student Union Aalto Marketplace
Intelliboard Collapse Expand
Learner Metrics Teacher Metrics IntelliBoard system raport (admin only)
Expand all Collapse all

MS-E2148 - Dynamic optimization, 16.01.2019-09.04.2019

This course space end date is set to 09.04.2019   Search Courses: MS-E2148

Syllabus
  1. Home
  2. Courses
  3. school ...
  4. departm...
  5. ms-e214...
  6. Sections
  7. Materials
  8. lecture...

Lecture 11 - Summary

Completion requirements

Two kinds of problems:

  • Discrete time problems
  • Continuous time problems

Two approaches:

  • Dynamic Programming
  • Calculus of variations

HJB equation is DP algorithm in continuous time problems

Bellman equation is DP algorithm for infinite horizon discounted, stationary problem

Calculus of variations was used in deriving necessary conditions for the control problem

Stochastics was only considered in discrete time problems

Previous activity
◄ Lecture 10 - Continuous time problem, HJB equation, B3.1-3.2,K3.11
Next activity
Electronic submits ►
MyCourses support for students

multilang logo

FacebookTwitterYoutube

Students

  • MyCourses instructions for students
  • Support form for students

Teachers

  • MyCourses help
  • MyTeaching Support

About service

  • MyCourses protection of privacy
  • Privacy notice
  • Service description
  • Accessibility summary
Hi guest! (Log in)