MS-E2148 - Dynamic optimization, 16.01.2019-09.04.2019
This course space end date is set to 09.04.2019 Search Courses: MS-E2148
Lecture 8 - DP: Imperfect state information, B4.2-4.3,5.1
Completion requirements
Imperfect state information, noisy observations, information vector, machine repair
Applications:
- Inventory control continued, inventory and shortage costs, convexity
- Portfolio problem
Sections from the book: Bertsekas 4.2-4.3, 5.1