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(PhD) Dynamic Programming

Fall 2009 PHD Course

B9801-008: (PhD) Dynamic Programming

R - Full Term, 01:30PM to 04:00PM
Location: WJW 415

Instructor: Awi Federgruen

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.