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Jun 03, 2023
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DISC 8373 - Dynamic ProgrammingCr. 3. (3-0)
Prerequisite: graduate standing, DISC 7371 , and DISC 8370 or approval of chair. Sequential decisions under uncertainty with emphasis on Discrete-time Markov decision processes. Finitestage models; Discount and average optimality criteria for infinite-stage models; methods of successive approximation; policy improvement and linear programming for solving sequential decision problems in business and management.
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