Information for Fall 2022 MAE 288A

The course syllabus may be found here in pdf format.

Time and Location: T/Th 12:30-1:50, EBU2, 305.

TA: Francis Doctolero
- Problem session/office hour: M 4-5:30pm, EBU 2, 270.
- Problem session/office hour: W 4-5:30pm, EBU 2, 270 (or contact Mr. Doctolero to set up a time).
- Email: fdoctole@ucsd.edu

Instructor: Prof. William McEneaney
- Office hour: Th 2:45--3:30, 1809 EBU1 (or contact me to set up a time).
- Office: 1809 EBU 1.
- Email: wmceneaney@ucsd.edu

The course grade will be obtained from the grades on the homework assignments, any class-participation contributions and the take-home final.

Homework Assignment #1 may be found here in pdf format. Solutions for Assignment #1 may be found here in pdf format.
Homework Assignment #2 may be found here in pdf format. Solutions for Assignment #2 may be found here in pdf format.
Homework Assignment #3 may be found here in pdf format. Solutions for Assignment #3 may be found here in pdf format.
Homework Assignment #4 may be found here in pdf format. Solutions for Assignment #4 may be found here in pdf format.
Homework Assignment #5 may be found here in pdf format. Solutions for Assignment #5 may be found here in pdf format.
Homework Assignment #6 may be found here in pdf format. Solutions for Assignment #6 may be found here in pdf format.

Probability Review
- Probability spaces, sigma-algebras, distribution and density functions.
- Normal random variables.
- Gauss-Markov sequences.

Discrete-time, discrete-space, stochastic control.
- Markov chains.
- Finite and infinite time-horizon problem definitions.
- Value iteration and example.
- Policy iteration and example.

Continuous-time, continuous-space, determinstic control.
- Finite-time horizon problem definition.
- Dynamic programming equation (a.k.a. Hamilton-Jacobi-Bellman PDE).
- Viscosity solution definition and examples.
- Computational example.