Reinforcement Learning with Operations Research Applications

Catalog description

The ongoing information revolution and the advent of the big data era make quantitative methods in the business context indispensable. This course introduces reinforcement learning, decision-making under uncertainty, and related algorithms through the lens of OR applications. Examples will be drawn from real-world problems in operations, revenue management, queuing, finance, transportation, healthcare, and other areas of interest. The course will cover modeling and applications, basic theory, and algorithms.