Stochastic Optimization: Dynamic Models
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Overview
Subject area
ODA
Catalog Number
75200
Course Title
Stochastic Optimization: Dynamic Models
Department(s)
Description
The course concerns the optimization of stochastic models of sequential decision processes. It is a overview of Markov Decision Processes (MDP), Multi Armed Bandit (MAB) formulations, and stochastic programming applications. The course also introduces several sequential stochastic optimization solution methods including exact and approximate stochastic dynamic programming. Application areas include operations management (various manufacturing and service settings including retail, healthcare, supply chains), computer science (networks), Economics (marketplaces).
Typically Offered
Fall, Spring
Academic Career
Graduate School Graduate
Liberal Arts
Yes
Credits
Minimum Units
3
Maximum Units
3
Academic Progress Units
3
Repeat For Credit
No
Components
Name
Seminar
Hours
3
Requisites
031726