Volgenau School of Engineering
George Mason University
George Mason University Mason
George Mason University

SYST 674: Dynamic Programming

Course Information from University Catalog

Not Repeatable


Theory and practice of dynamic programming, i.e., optimal sequential decision making over time in the presence of uncertainties is covered. Stresses intuition, the mathematical foundations being for the most part elementary. It will introduce 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 OR 674

Credits: 3

Prerequisites:

OR 442 or OR 542 or permission of instructor.

1 Course Sections Scheduled for Spring 2018