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George Mason University

2016-2017 University Catalog

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2016-2017 University Catalog

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OR 674 - Dynamic Programming

Credits: 3
Not Repeatable for Credit
Offered by Systems Engineering and Operations Research

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.
Schedule Type: LEC
Hours of Lecture or Seminar per week: 3
Hours of Lab or Studio per week: 0

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OR 674 - Dynamic Programming