Summary: EE 618 Spring 2009
Dynamic Programming and Optimal Control
MWF, 1:30pm2:20pm, Holmes 248
This is a fundamental graduate-level course on optimal sequential decision making. It builds on an in-
troductory undergraduate course in probability, and emphasizes Dynamic Programming to obtain optimal
sequence of decision rules. Some familiarity with dynamic systems would enhance appreciation, but the
necessary material will be reviewed during the course. The sequential decision making model we consider
encompasses a wide range of applications. Inventory control, communication models, scheduling, asset sell-
ing, queueing applications, search problems, auction algorithm, Kalman filtering, shortest path problems,
resource allocation, finance, routing, sequential hypothesis testing are just to name few.
Instructor: Gurdal Arslan, Holmes 440, Phone: 9563432, E-mail: firstname.lastname@example.org
Office Hours: anytime
Text: Dynamic Programming and Optimal Control by Bertsekas, Volume 1
Webpage: Follow the links from http://www2.hawaii.edu/gurdal/
Site of announcements, handouts, homeworks, etc.
Grading: Homework 25% + Mid-term I 25% + Mid-term II 25% + Final Exam 25%, or
Homework 25% + Final Exam 75%, whichever is higher.
Exam Dates: Mid-term I: Monday, February 16, 2009, in class.
Mid-term II: Monday, March 23, 2009, in class.