2009-2010 University Catalog 
  
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2009-2010 University Catalog

IT 774 - Advanced Dynamic Programming

Credits: 3
Cross-Listed with OR 774

This course covers advanced topics on the theory and practice of dynamic programming, i.e., optimal sequential decision making over time in the presence of uncertainties. The course will stress the mathematical foundations and will introduce the theory, computational aspect, and applications of dynamic programming for deterministic and stochastic problems.

Prerequisites
OR 674/SYST 674 or permission of the instructor.