Course Catalog

IE 515 Dynamic Programming 3 Credits
Dynamic programming (DP) is a general mathematical technique used for making a sequence of interrelated decisions and may be regarded as an implicit scheme for enumerating the various combinations of decisions in order to identify an optimal policy. It is a widely applied methodology in both deterministic and stochastic optimization. Topics include but may not be limited to the DP modeling and the DP algorithm, deterministic systems and the shortest path problem, problems with perfect state information, problems with imperfect state information, infinite horizon problems, infinite horizon discounted problems, and stochastic shortest path problems.
Last Offered Terms Course Name SU Credit
Fall 2021-2022 Dynamic Programming 3
Fall 2020-2021 Dynamic Programming 3
Fall 2019-2020 Dynamic Programming 3
Fall 2018-2019 Dynamic Programming 3
Fall 2017-2018 Dynamic Programming 3
Fall 2015-2016 Dynamic Programming 3
Prerequisite: __
Corequisite: __
ECTS Credit: 10 ECTS (10 ECTS for students admitted before 2013-14 Academic Year)
General Requirements: