Information for Fall 2022 MAE 288A
General information for Fall 2022 MAE 288A:
The course syllabus may be found here
in
pdf format.
Time and Location: T/Th 12:301:50, EBU2, 305.
Contact:
TA: Francis Doctolero
 Problem session/office hour: M 45:30pm, EBU 2, 270.
 Problem session/office hour: W 45:30pm, EBU 2, 270 (or contact Mr. Doctolero to set up a time).
 Email: fdoctole@ucsd.edu
Instructor: Prof. William McEneaney
 Office hour: Th 2:453:30, 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 classparticipation contributions and the takehome final.
TakeHome Final:
The takehome final may be found
here
in pdf format.
Homework Assignments:

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.
Topics:
Probability Review
 Probability spaces, sigmaalgebras, distribution and density
functions.
 Normal random variables.
 GaussMarkov sequences.
Discretetime, continuousspace, stochastic control.
 Finitetime horizon problem definition.
 Dynamic programming principle.
 Dynamic programming equation (discretetime).
 Linearquadratic gaussian regulator case.
 Infinitetime horizon problem definitions.
 Convexity.
 Value iteration.
 Policy iteration.
 Nonlinear example.
Discretetime, discretespace, stochastic control.
 Markov chains.
 Finite and infinite timehorizon problem definitions.
 Value iteration and example.
 Policy iteration and example.
Continuoustime, continuousspace, determinstic control.
 Finitetime horizon problem definition.
 Dynamic programming equation (a.k.a. HamiltonJacobiBellman PDE).
 Viscosity solution definition and examples.
 Computational example.
Back to my homepage
Email me at wmceneaney@ucsd.edu