Prof. Daniela Pucci De Farias
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), http://ocw.mit.edu/courses/mechanical-engineering/2-997-decision-making-in-large-scale-systems-spring-2004 (Accessed). License: Creative Commons BY-NC-SA