Information for Spring 2024 MAE 288A
Do not attempt to take this course unless you are either
a PhD student, or a student that is highly trained in mathematics and in possession of an
unhealthy desire for further exploration.
General information:
The course syllabus may be found here
in
pdf format.
Time and Location: T/Th 56:20pm, 105 EBU2.
Contact:
TA: Yifei Zheng
 Office: 1601 EBU1.
 Email: yiz152@ucsd.edu
 Problem session/office hour: W, 22:50, 105 EBU2.
 Problem session/office hour: M, 11:50, Zoom:
https://ucsd.zoom.us/j/97128199593
(or contact Yifei to set up a time).
Instructor: Prof. William McEneaney
 Office hour: T 23, 1809 EBU1 (or contact me to set up a time).
 Office: 1809 EBU1.
 Email: wmceneaney@ucsd.edu
Piazza: https://piazza.com/ucsd/spring2024/mae288a
Gradescope entry code: 7DYZPG
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.

Homework Assignment #2 may be found
here in pdf format.

Homework Assignment #3 may be found
here in pdf format.

Homework Assignment #4 may be found
here in pdf format.
Lectures:
The video of Lecture 18 may be found
here in mp4 format.
(Btw, the sound doesn't kick in for about 30 seconds on my machine.)
The postlecture form of the slides 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