Dynamic Programming. 3 credits

Catalog description

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 in finance and engineering, and computational aspects of dynamic programming for deterministic and stochastic problems. Offered by Systems Engr & Operations Rsch . May not be repeated for credit. Equivalent to SYST 674 .