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Dynamic Programming (OPIM703)

Course description

This course covers the theory and application of dynamic programming (DP), i.e. optimal sequential decision making in the presence of uncertainty. It is intended for students who are interested in applying dynamic programming in the research.  This course will lay the mathematical foundations for dynamic programming, introduce the theory, and explore applications drawn from inventory management, revenue management, supply chain management, commodity storage management, retail operations, etc....


Pre-requisites

Seminar Required

Graded, 1.0 Credit Units


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