SYS 7052 - Sequential Decision Processes

Institution:

University of Virginia-Main Campus

Subject:

Systems and Information Engineering

Description:

Topics include stochastic sequential decision models and their applications; stochastic control theory; dynamic programming; finite horizon, infinite horizon models; discounted, undiscounted, and average cost models; Markov decision processes, including stochastic shortest path problems; problems with imperfect state information; stochastic games; computational aspects and suboptimal control, including neuro-dynamic programming; examples: inventory control, maintenance, portfolio selection, optimal stopping, water resource management, and sensor management.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.virginia.edu/

Phone Number:

(434) 924-0311

Regional Accreditation:

Southern Association of Colleges and Schools

Calendar System:

Semester

The Course Profile information is provided and updated by third parties including the respective institutions. While the institutions are able to update their information at any time, the information is not independently validated, and no party associated with this website can accept responsibility for its accuracy.