Teaching

Business Decision Analytics Under Uncertainty, Fall 2019.

These are my notes based on Prof. Jonathan Eckstein's handwritten notes.

1. Intro to BDAuU
2. Decision Trees
3. Bayes' Rule
4. Bayes' Rule for multiple events
5. Utility functions
6. critical fractile analysis
7. Intro to Dynamic Programming
8. Knapsack problem and inventory management
9. Intro to stochastic dynamic programming
10. stochastic DP by hand and allowing shortages
11. DP with present values and Bernoulli processes
12. Poisson Distribution and its use in Inventory Management
13. Curse of Dimensionality in DP, Intro to Simulation Methods