George Mason University
George Mason University Mason
George Mason University

OR 674: Dynamic Programming

Instructor Information

Section Information

Course on the theory and practice of dynamic programming, i.e., optimal sequential decision making over time in the presence of uncertainties. Stresses intuition, the mathematical foundations being for the most part elementary. Introduces the theory, applications (finance, engineering, and biology), and computational aspects of dynamic programming for deterministic and stochastic problems.

Course Information from University Catalog

Not Repeatable


Course on the theory and practice of dynamic programming, i.e., optimal sequential decision making over time in the presence of uncertainties. Stresses intuition, the mathematical foundations being for the most part elementary. Introduces the theory, applications (finance, engineering, and biology), and computational aspects of dynamic programming for deterministic and stochastic problems.

Hours of Lecture or Seminar per week: 3

Equivalent to SYST 674

Credits: 3

Prerequisites:

OR 442 or OR 542 or permission of instructor.

Instructor Information
Expertise