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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:
| 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. | ||||||||||||||||||||||
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| Prerequisite: __ | ||||||||||||||||||||||
| Corequisite: __ | ||||||||||||||||||||||
| ECTS Credit: 10 ECTS (10 ECTS for students admitted before 2013-14 Academic Year) | ||||||||||||||||||||||
| General Requirements: | ||||||||||||||||||||||