IE 598 XCD

IE 598 XCD - Dynamic Optimization

Spring 2018

TitleRubricSectionCRNTypeHoursTimesDaysLocationInstructor
Dynamic OptimizationIE598XCD64238LCD41700 - 1820 T R  204 Transportation Building Xin Chen

Official Description

Subject offerings of new and developing areas of knowledge in industrial engineering intended to augment the existing curriculum. See Class Schedule or departmental course information for topics and prerequisites. Course Information: Approved for letter and S/U grading. May be repeated in the same or separate terms if topics vary.

Section Description

Prerequisites: IE 411, IE 410 or equivalent courses on stochastic processes and deterministic optimization. The course covers the bsic modeling and solution techniques for sequential decision making problems under uncertainty including dynamic programming and stochastic programming modeling, theory, algorithms and approximations. Applications are drawn from economics, finance, operations management and engineering.