Course Catalog and Schedule
Foundations of Managerial Economics II: Dynamic Decision Models (MECS-460-2)
This course provides a rigorous introduction to dynamic optimization techniques used in discrete and continuous time stochastic optimization problems. Topics covered in the course include discrete time discounted dynamic programming, stochastic zero sum games, envelope theorems, multi-armed bandit problems, negative dynamic programming, optimal stopping, positive dynamic programming, optimal gambling strategies, bold and timid play, as well as, continuous time calculus of variations and optimal control.
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Foundations of Managerial Economics II: Dynamic Decision Models
Tue 03:30 PM - 06:30 PM
Kellogg School of Management
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