Search Results (1)

View
Selected filters:
  • Experts Algorithm
Decision Making in Large Scale Systems, Spring 2004
Conditions of Use:
Remix and Share
Rating

Introduction to the theory and application of large-scale dynamic programming. Markov decision ...

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.

Subject:
Finance
Science and Technology
Material Type:
Activities and Labs
Full Course
Homework and Assignments
Lecture Notes
Syllabi
Provider:
M.I.T.
Provider Set:
M.I.T. OpenCourseWare
Author:
Pucci De Farias, Daniela