Decision Making in Large Scale Systems, Spring 2004

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Author:

Pucci De Farias, Daniela

Subject:

Science and Technology

Institution Name:

M.I.T.

Collection:

MIT OpenCourseWare

Grade Level:

Post-secondary

Abstract:

Introduction to the theory and application of large-scale dynamic programming. Markov decision processes. Dynamic programming algorithms. Simulation-based algorithms. Theory and algorithms for value function approximation. Policy search methods. Games. Applications in areas such as dynamic resource allocation, finance and queueing networks, among others.

Languages:

English

Material Type:

Activities and Labs, Full Course, Homework and Assignments, Lecture Notes, Syllabi

Media Format:

Text/HTML, Downloadable docs

Conditions of Use:

Creative Commons Attribution-Noncommercial-Share Alike 3.0