SYSEN 5680

Last Updated

  • Schedule of Classes - May 11, 2025 7:20PM EDT
  • Course Catalog - May 11, 2025 7:07PM EDT

SYSEN 5680
Optimal Control and Decision Theory

Course information provided by the Courses of Study 2024-2025. The Catalog/Courses of Study 2025-2026 is scheduled to publish mid-June.

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:

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

  • 3 Credits Graded

  • 19592 SYSEN 5680   LEC 001

  •  
    • MW
    • Aug 25 - Dec 8, 2025

    • Malikopoulos, A

  • Instruction Mode: In Person
    Enrollment limited to: graduate students; undergraduates by permission of department. To request a permission number, contact Nicholas Wagner (nw346).

Syllabi: none

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

  • 3 Credits Graded

  • 19593 SYSEN 5680   LEC 002

  •  
    • TBA
    • Aug 25 - Dec 8, 2025

    • Malikopoulos, A

  • Instruction Mode: Distance Learning-Asynchronous
    Enrollment limited to: distance learning graduate students.