2011-2012 University Catalog 
  
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2011-2012 University Catalog

OR 674 - Dynamic Programming

Credits: 3 (NR)
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.

Equivalent to SYST 674

Prerequisite(s): OR 442 or OR 542 or permission of instructor.

Hours of Lecture or Seminar per week: 3
Hours of Lab or Studio per week: 0