Courses

K605

Dynamic Programming

  • 15-weeks
  • 1.5 credits
  • Prerequisite: None

This course provides an introduction to the formulation and analysis of dynamic optimization problems. Topics include, convexity and concavity, K-convexity, stochastic dominance, dimensionality reduction in dynamic programs, and Lippman’s transformation.

Kelley School of Business

Faculty & Research