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 ...

Mathematical Background: We expect that the student is comfortable with basic mathematics at the level of a U.S. first-year college STEM student. This includes basic notions such as sets and functions ...

In this paper we develop a discretized version of the dynamic programming algorithm and study its convergence and stability properties. We show that the computed value function converges quadratically ...

Management Science, Vol. 31, No. 4 (Apr., 1985), pp. 422-434 (13 pages) A model for measuring the economic benefits of irrigation system development over a depleting aquifer is presented, along with ...