Dynamic programming provides a road map at each point in time for optimal spending and asset allocation, which have been determined by first considering optimal future behavior stemming from today ...

This note deals with the manner in which dynamic problems, involving probabilistic constraints, may be tackled using the ideas of Lagrange multipliers and efficient solutions. Both the infinite and ...

The Dynamic Programming and Optimal Control class focuses on optimal path planning and solving optimal control problems for dynamic systems. It stands out for several reasons: It is multidisciplinary, ...