DYNAMIC PROGRAMMING AND ASSOCIATED TOPICS
General and special techniques of dynamic programming developed by means of examples. Shortest-path algorithms. Deterministic equipment replacement models. Resource allocation problem. Traveling-salesman problem. Knapsack problem. Analysis of inventory systems. General stochastic formulations. Markovian decision processes. Students are strongly encouraged to have knowledge of mathematical optimization (e.g.,COMP SCI/I SY E/MATH/STAT 525,I SY E 623,COMP SCI/I SY E/MATH/STAT 726), knowledge of analysis (e.g.,MATH/STAT 431or521) and programming ability (e.g.,COMP SCI 200or 301)
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