OPIM 934 - Dynamic Programming and Stochastic Models

Institution:

University of Pennsylvania

Subject:

Description:

Staff. Reviews the theoretical foundations of dynamic programming, stochastic control,and Markov decision processes. Applications in the area of production and inventory, finance, and marketing will be explored. Course requirements include homework, exercises and a research paper.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.upenn.edu

Phone Number:

(215) 898-5000

Regional Accreditation:

Middle States Association of Colleges and Schools

Calendar System:

Semester

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