Materials Warren B. Powell; Approximate Dynamic Programming: Solving the Courses of Dimensionality; John Wiley & Sons, 2007. [topics 5 and 6 not in the textbook] prerequisites Basic knowledge of ...

Dan A. Iancu, Mayank Sharma, Maxim Sviridenko, Supermodularity and Affine Policies in Dynamic Robust Optimization, Operations Research, Vol. 61, No. 4 (July-August 2013), pp. 941-956 ...

In this course we introduce the fundamentals of Deep Reinforcement Learning from scratch starting from its roots in Dynamic Programming and optimal control, and ending with some of the most popular ...

Kelly J. Bryant, James W. Mjelde, Ronald D. Lacewell, An Intraseasonal Dynamic Optimization Model to Allocate Irrigation Water between Crops, American Journal of ...