Courses:

Course Info

• Course Number / Code:
• 2.997 (Spring 2004) 
• Course Title:
• Decision Making in Large Scale Systems 
• Course Level:
• Graduate 
• Offered by :
• Massachusetts Institute of Technology (MIT)
  Massachusetts, United States  
• Department:
• Mechanical Engineering 
• Course Instructor(s):
• Prof. Daniela Pucci De Farias 
• Course Introduction:
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  2.997 Decision Making in Large Scale Systems
  
  
  
  

  Spring 2004

  
  
  

  
  
  

  Course Highlights

  
  
  

  This course features extensive lecture notes and readings, plus selected examples of student projects.

  
  
  

  Course Description

  
  
  

  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.

  
  
  

  Technical Requirements

  
  
  

  Postscript viewer software, such as  Ghostscript/Ghostview, can be used to view the .ps files found on this course site.