Fall 2009 PHD Course

B9801-008: (PhD) Dynamic Programming

R - Full Term, 01:30PM to 04:00PM

Location: WJW 415

Instructor: Awi Federgruen

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This is a Ph.D. level course on Dynamic Programming (DP). DP is a method for optimizing dynamic decisions, i.e. decisions that are contingent upon information to be revealed in the future. It is a powerful technical tool utilized in many fields of Engineering, Science and Management Science, including Supply Chain Management, Revenue Management and Finance. The course will focus on stochastic, discrete time optimization both in finite and infinite horizon, and will also cover some approximate dynamic programming techniques along with a variety of applications.

Awi Federgruen

Charles E. Exley Professor of ManagementAwi Federgruen is the Charles E. Exley Professor of Management and Chair of the Decision, Risk and Operations (DRO) Division of the Graduate School of Business at Columbia University, at which school he served as Senior Vice Dean from 1997-2002. Professor Federgruen also served for many years as the Chair of the DRO division, most recently from 2004-2010. Professor Federgruen joined the Columbia University faculty...

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