2011-2012 University Catalog 
  
2011-2012 University Catalog

OR 774 - Advanced Dynamic Programming

Credits: 3 (NR)
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.

Prerequisite(s): OR674/SYST674 or permission of instructor.