MS-E2148 - Dynamic optimization, 16.01.2019-09.04.2019
Kurssiasetusten perusteella kurssi on päättynyt 09.04.2019 Etsi kursseja: MS-E2148
Lecture 7 - DP: Applications, B2.1-2.2,4.4
Suorituksen vaatimukset
Inventory control with continuous state, DP algorithm and first-order condition
Deterministic, finite state space
Applications:
- Shortest path problem
- Critical path analysis, find activities that are critical (delay the whole project)comparing DNA (or any string) sequences, find how similar the sequences are using DP
- Stopping problems
Sections from the book: Bertsekas 2.1-2.2, 4.4