2009-2010 University Catalog 
  
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2009-2010 University Catalog

SYST 674 - Dynamic Programming

Credits: 3
Cross-Listed with OR 674

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.

Prerequisites
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