COURSE SYLLABUS

DYNAMIC PROGRAMMING

1	Course Title:	DYNAMIC PROGRAMMING
2	Course Code:	END6105
3	Type of Course:	Optional
4	Level of Course:	Third Cycle
5	Year of Study:	1
6	Semester:	1
7	ECTS Credits Allocated:	7,5
8	Theoretical (hour/week):	3
9	Practice (hour/week) :	0
10	Laboratory (hour/week) :	0
11	Prerequisites:	Linear Algebra, Mathematical Programming, Probability, Computer Programming
12	Recommended optional programme components:	None
13	Language:	Turkish
14	Mode of Delivery:	Face to face
15	Course Coordinator:	Prof. Dr. Fatih ÇAVDUR
16	Course Lecturers:
17	Contactinformation of the Course Coordinator:	e-posta: fatihcavdur@uludag.edu.tr, Telefon: + 90 (224) 294 20 77 Adres: Uludağ Üniversitesi, Mühendislik-Mimarlık Fakültesi, Endüstri Mühendisliği Bölümü, Görükle Kampüsü, 16059 Nilüfer, Bursa
18	Website:
19	Objective of the Course:	Learning basic concepts of deterministic and stochastic dynamic programming.
20	Contribution of the Course to Professional Development	Being able to develop advanced solution approaches

Learning Outcomes:

1	Being able to understand the basics of dynamic programming.;
2	Being able to model and solve problems using dynamic programming.;
3	Being able to consider computational efficiency for the implementation of dynamic programming methodologies.;

22	Course Content:

Week	Theoretical	Practical
1	Elementary Path Problems -Dynamic Programming Solution of a Simple Path Problem -Introduction to Dynamic Programming Terminology -Computational Efficiency -Other Path Problems and Dynamic Programming Solutions
2	Equipment Replacement Problems -Dynamic Programming Solution of Equipment Replacement Problem -Shortest Path Representation of the Problem
3	Resource Allocation -Dynamic Programming Solution of the Resource Allocation Problem -Numerical Solution of the Problem -Adding More Constraints
4	Path Problems -Shortest Path Problem -Travelling Salesman Problem
5	Problems with Linear Dynamics and Quadratic Criteria -Problem Definition -Dynamic Programming Solution
6	Discrete Time Optimal Control Problems -Necessary Condition for the Simplest Problem -Gradient Method for Numerical Solution
7	Stochastic Path Problems -A Simple Path Problem -Optimal Stopping Strategy
8	Stochastic Path Problems -Problems with Delay
9	Applications -Stochastic Inspection and Replacement Problems -Dynamic Inventory Systems
10	Stochastic Problems with Linear Dynamics and Quadratic Criteria -Certainty Equivalence -More General Models
11	Optimization Problems and Learning -Introduction -Bayes’ Law -A Shortest Path Problem with Learning
12	Markov Decision Processes -Optimal Policy -Computational Approaches
13	Markov Decision Processes (cont.) -Finite Horizon Markov Decision Processes -Infinite Horizon Markov Decision Processes
14	Student Project Presentations

23	Textbooks, References and/or Other Materials:	1. Dynamic Programming and Optimal Control; Dimitri P. Bertsekas; 3rd Edition, Athena Scientific 2. Linear Programming and Network Flows, S.M. Bazaraa, J.J. Jarvis and H.D. Sherali; 2nd Edition; Wiley 3. Dynamic Programming; R Bellman , PrincetonUniversity Press 4. Linear Algebra and Its Applications, G. Strang; 3rd Edition, Saunders HBJ
24	Assesment

TERM LEARNING ACTIVITIES	NUMBER	PERCENT
Midterm Exam	1	25
Quiz	0	0
Homeworks, Performances	1	25
Final Exam	1	50
Total	3	100
Contribution of Term (Year) Learning Activities to Success Grade		50
Contribution of Final Exam to Success Grade		50
Total		100
Measurement and Evaluation Techniques Used in the Course	Exam and Presenatition
Information

ECTS / WORK LOAD TABLE

CONTRIBUTION OF LEARNING OUTCOMES TO PROGRAMME QUALIFICATIONS

LO: Learning Objectives

PQ: Program Qualifications

Contribution Level:

1 Very Low

2 Low

3 Medium

4 High

5 Very High