Dynamic Programming (IE 515)

2021 Fall
Faculty of Engineering and Natural Sciences
Industrial Engineering(IE)
3
10.00
Hans Frenk frenk@sabanciuniv.edu,
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Doctoral, Master
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CONTENT

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.