# 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 12:30-1:50, EBU2, 305.

### Contact:

• #### 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 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, sigma-algebras, distribution and density functions.
• Normal random variables.
• Gauss-Markov sequences.

• #### Discrete-time, continuous-space, stochastic control.

• Finite-time horizon problem definition.
• Dynamic programming principle.
• Dynamic programming equation (discrete-time).
• Infinite-time horizon problem definitions.
• Convexity.
• Value iteration.
• Policy iteration.
• Nonlinear example.

• #### 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.

Email me at wmceneaney@ucsd.edu