Dynamic programming algorithms are developed for optimal capital allocation subject to budget constraints. We extend the work of Weingartner [17] and Weingartner and Ness [19] by including multilevel ...

This note deals with the manner in which dynamic problems, involving probabilistic constraints, may be tackled using the ideas of Lagrange multipliers and efficient solutions. Both the infinite and ...

This course covers reinforcement learning aka dynamic programming, which is a modeling principle capturing dynamic environments and stochastic nature of events. The main goal is to learn dynamic ...

Start working toward program admission and requirements right away. Work you complete in the non-credit experience will transfer to the for-credit experience when you ...