2015-2016 University Catalog 
  
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2015-2016 University Catalog

OR 774 - Advanced Dynamic Programming

Credits: 3
Not Repeatable
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.

Hours of Lecture or Seminar per week: 3
Hours of Lab or Studio per week: 0