

List of topics to be covered and time spent on each:
Dynamic Programming 9 hours Stochastic Stability 9 hours Markovian Learning 9 hours Stochastic Approximation 9 hours Simulated Annealing 6 hours
Ημ/νία τελευταίας τροποποίησης: Wednesday, July 22, 2009



Course readings, papers, projects, outofclass activities, etc:
For each part a bibliography is provided. For each part we cover in class, the following material is also distributed in class.
1. Dynamic Programing Reference 13: Chapters 1,2,3,7
2. Stochastic Stability References 3,4,5 3. Markovian Learning Reference 4: Chapters 1,2,3
4. Stochastic Approximation Reference 1: Chapters 1,2,3,6 References 1,2,4 (papers) 5. Simulated Annealing References 1,4,5,9
Several problems from the material distributed in class are assigned as homework. The students also have to make a final presentation in class of some paper which addresses an application and uses the ideas and methodologies covered in class. The papers to be presented are chosen by me and the student, and are related to the student’s area of specialization.
Ημ/νία τελευταίας τροποποίησης: Wednesday, July 22, 2009
