OR 674: Dynamic Programming
Course Information from University Catalog
Course on the theory and practice of dynamic programming, i.e., optimal sequential decision making over time in the presence of uncertainties. Stresses intuition, the mathematical foundations being for the most part elementary. Introduces the theory, applications (finance, engineering, and biology), and computational aspects of dynamic programming for deterministic and stochastic problems.
Hours of Lecture or Seminar per week: 3
Equivalent to SYST 674
1 Course Sections Scheduled for Spring 2018
OR 674 - 001: |
M; 7:20 pm - 10:00 pm