個案資料
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Note on Dynamic Optimization
內容大綱
The purpose of this note is to give a brief introduction to dynamic programming. The note introduces dynamic programming terminology and notation and provides motivation for why these problems are difficult to solve. Five examples illustrate how dynamic programming can be applied in a variety of settings.
學習目標
The objective is to provide a brief introduction to dynamic programming. This note would be suitable as a first reading in a unit on the topic or as a supplemental reading in a course that covers many topics. It may be useful to supplement classes on inventory management, revenue management or sports analytics.