MTHE 337 Intro. To Operations Research Units: 3.00
Topics include Markov chains, Introduction to dynamic programming and Markov Decision Processes, simulation, queuing theory, inventory theory, and introduction to reinforcement learning.
(Lec: 3, Lab: 0, Tut: 0)
(Lec: 3, Lab: 0, Tut: 0)
Requirements: Prerequisites: MTHE 351 or permission of the instructor
Corequisites:
Exclusions:
Offering Term: W
CEAB Units:
Mathematics 18
Natural Sciences 0
Complementary Studies 0
Engineering Science 9
Engineering Design 9
Offering Faculty: Faculty of Arts and Science
Course Learning Outcomes:
- Compute optimal policies via dynamic programming in applications such as inventory control.
- Understand stability of queuing models.
- Establish optimal decision and planning via various methods.
- Rigorously prove results in Markov chains and optimal planning/control using tools from mathematical analysis.