EC ENGR M237

Main Course

Dynamic Programming

Description

(Same as Mechanical and Aerospace Engineering M276.) Lecture, four hours; outside study, eight hours. Recommended requisite: course 232A or 236A or 236B. Introduction to mathematical analysis of sequential decision processes. Finite horizon model in both deterministic and stochastic cases. Finite-state infinite horizon model. Methods of solution. Examples from inventory theory, finance, optimal control and estimation, Markov decision processes, combinatorial optimization, communications. Letter grading.