週次 |
日期 |
單元主題 |
第1週 |
9/19 |
Introduction, forward and backward induction, optimality equation |
第2週 |
9/26 |
Principle of Optimality, fixing and reaching |
第3週 |
10/03 |
Reduction of computation effort, label correction, knapsack problems |
第4週 |
10/10 |
Key parts of a decision process, curse of dimensionality |
第5週 |
10/17 |
Inventory policies (order-up-to policy) |
第6週 |
10/24 |
Implement in Excel |
第8週 |
11/07 |
Implement in Visual Basic |
第9週 |
11/14 |
Midterm examination |
第10週 |
11/21 |
K-convexity and s-S policy |
第11週 |
11/28 |
Optimal stopping (asset selling, order acceptance) |
第12週 |
12/05 |
Finite horizon evaluation, secretary problem |
第13週 |
12/12 |
Introduction: infinite horizon problems |
第15週 |
12/26 |
Discounted Markov decision problems: value iteration |
第16週 |
1/02 |
Discounted Markov decision problems: policy Iteration |
第17週 |
1/09 |
Final Examination, Project Presentation |