Dynamic Programming

Description: (Same as Electrical and Computer Engineering M237.) Lecture, four hours; outside study, eight hours. Recommended requisite: Electrical and Computer Engineering 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.

Units: 4.0
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