Under construction. This area is a framework being built: most courses have no teaching material yet, and things may change or break. Private self-study. Not an official programme and not recognised by any ministry or school. No qualification, mark or document is issued, and “years 1 to 3” and “advanced” are names of study paths only.
A17 Stochastic & optimal control
Advanced pathA: Advanced appliedplannedabout 180 h (planning estimate)
Planned: syllabus only, no teaching material yet. Nothing on this page can be studied; it describes what the course would cover.
Named in: Advanced applied mathematics pathway
Why this course
Dynamic programming and optimal control, deterministic and stochastic.
Prerequisites
- Required
- A05 Control theory, A07 Stochastic calculus & modelling, A02 Convex & numerical optimization
- Recommended
- none
- Can be taken at the same time
- none
- Everything required, transitively (24 courses)
- A02, A05, A07, B01, B02, B03, B04, B05, B06, B07, B08, B09, B11, B12, B13, B15, B19, B20, F01, F02, F03, G01, G03, U07
- Courses that require this one
- E15
Concept-level units
Units follow the syllabus order, as a recommended sequence rather than a gate.
- Dynamic programming
- Bellman equations
- Stochastic control
- Hamilton-Jacobi-Bellman equations
- Policy evaluation
- Numerical case study
Assessable outcome
Derive and solve a controlled decision model with explicit assumptions.
Assessment design
- deeper problem sets
- reconstruction of an unfamiliar argument
- advanced source reading
- cumulative examination or substantial project
cumulative; uses spaced retrieval
Resources
Every title here is candidate, unverified unless marked verified. Titles were suggested while planning. Nobody has checked that they exist, what they cost or how they are licensed.
- Bertsekas · Dynamic Programming and Optimal Control
Content record
- Version
- 0.0.0
- Review
- no review of any kind
- Provenance
- catalogue imported from the owner brief of 29 Oct 2026; no teaching content authored
- Known issues
- none recorded
- Type
- course
Bridges and laboratories
No bridge or laboratory is attached to this course yet.
You and this course
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