Open Course Space

Decision Making in Large Scale Systems

Massachusetts Institute of TechnologyUnited States2.997
Free, no sign-up neededFall 2009English
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This course is an introduction to the theory and application of large-scale dynamic programming. Topics include Markov decision processes, dynamic programming algorithms, simulation-based algorithms, theory and algorithms for value function approximation, and policy search methods. The course examines games and applications in areas such as dynamic resource allocation, finance and queueing networks.

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