2009-2010 University Catalog 
  
2009-2010 University Catalog

OR 774 - Advanced Dynamic Programming

Credits: 3
Cross-Listed with IT 774

Covers advanced topics on the theory and practice of dynamic programming, i.e., optimal sequential decision making over time in the presence of uncertainties. Stresses the mathematical foundations and introduces the theory, computational aspect, and applications of dynamic programming for deterministic and stochastic problems.

Prerequisites
OR674/SYST674 or permission of instructor.