Applications of Approximate Dynamic Programming

Project level: PhD, Masters, Honours

Approximate Dynamic Programming (ADP) is an emerging area within Operations Research.  Projects could investigate the application of ADP to a specific difficult stochastic optimisation problem, especially in a domain where the candidate has experience.  Candidates should have completed MATH4202 or be familiar with "Approximate Dynamic Programming: Solving the Curses of Dimensionality, 2nd Edition" by Warren B. Powell.