Decision Making in Large Scale Systems

Diagram of the game Tetris.

Tetris game strategies can be analyzed using the value function approximation techniques described in this course -- see lecture session 10. (Illustration courtesy of MIT OpenCourseWare.)


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Spring 2004



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Course Description

This course is an introduction to the theory and application of large-scale dynamic programming. Topics include Markov decision processes, dynamic programming algorithms, simulation-based algorithms, theory and algorithms for value function approximation, and policy search methods. The course examines games and applications in areas such as dynamic resource allocation, finance and queueing networks.

De Farias, Daniela. 2.997 Decision Making in Large Scale Systems, Spring 2004. (MIT OpenCourseWare: Massachusetts Institute of Technology), (Accessed). License: Creative Commons BY-NC-SA

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