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This course is an introduction to the theory and application of large-scale dynamic programming. Topics include Markov decision processes, dynamic programming algorithms, simulation-based algorithms, theory and algorithms for value function approximation, and policy search methods. The course examines games and applications in areas such as dynamic resource allocation, finance and queueing networks.
- Subject:
- Applied Science
- Computer Science
- Engineering
- Information Science
- Mathematics
- Social Science
- Material Type:
- Full Course
- Provider:
- MIT
- Provider Set:
- MIT OpenCourseWare
- Author:
- De Farias, Daniela
- Date Added:
- 02/01/2004