Bellman's Principle. Necessary Conditions For Optimality. Computational Aspects. Methods of Successive Approximation and Policy Iterations. Markovian Decision Processes. The Maximum Principle Of Pontryagin. Reduction in Dimensionality By Use of Lagrange Multipliers. Variable Stage Stochastic Problems. Dynamic Programming Techniques in Solving# Transportation, Inventory, Reliability, Equipment Replacement and Maintenance Problems.

Faculty: Data and Decision Sciences
|Undergraduate Studies |Graduate Studies
Pre-required courses

94313 - Deterministic Models in Oper.research

Course with no extra credit

98332