(ECE 271C) Dynamic Programming - Fall, 2017

This course will cover the fundamentals of dynamic programming which is a method for solving complex problems by breaking them down into simpler subproblems. Topics include deterministic and stochastic formulation of the principle of optimality, value and policy iteration, introduction to finite state Markov chains, partial state information problems, stochastic shortest path problems, infinite horizon problems, and introduction to approximate dynamic programming. Applications include inventory control, finance, routing, and sequential hypothesis testing.

Term: FAll Quarter, 2017
Lecture: Monday and Wednesday, 4:00-5:50, Phelps 1437
Office Hours: HFH 5161, Wednesday 1:00 -- 2:00, Friday 2:00 -- 2:50, or by email appointment
Text: Dynamic Programming and Optimal Control, Bertsekas, 3rd Edition, Volumes 1 and 2
Syllabus: [pdf]