MATH 8521 - ADP Stoch Optim & Control

(3) Basic concepts and mathematical foundations of neural networks, learning, nonlinear optimization and control. Exact and approximate optimization of the utility function. Bellman equation, approximate Bellman equation for solving multivariate optimization problems in real time. Partially observable variables, with random noise and tactical objectives varying in time. PREREQUISITE(S): MKTG 3010.