AMATH 517 - Optimization Under Uncertainty

Institution:

University of Washington-Seattle Campus

Subject:

Applied Mathematics

Description:

Sequential optimization problems involving random variables. Dynamic programming, stochastic programming. Control of uncertain dynamic systems in finite, discrete time. Risk, feedback, adaptivity. Problems with imperfect state information. Applications to optimal stopping, inventory control, resource management. Offered: jointly with MATH 517.

Credits:

3.00

Credit Hours:

Prerequisites:

AMATH 506 (or an introduction to basic concepts of probability such as STAT 390 or 394, 395), MATH 308 and 324

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.washington.edu

Phone Number:

(206) 543-2100

Regional Accreditation:

Northwest Commission on Colleges and Universities

Calendar System:

Quarter

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.