Teaching
Business Decision Analytics Under Uncertainty, Fall 2019.
These are my notes based on Prof. Jonathan Eckstein's handwritten notes.
- Intro to BDAuU
- Decision Trees
- Bayes' Rule
- Bayes' Rule for multiple events
- Utility functions
- critical fractile analysis
- Intro to Dynamic Programming
- Knapsack problem and inventory management
- Intro to stochastic dynamic programming
- stochastic DP by hand and allowing shortages
- DP with present values and Bernoulli processes
- Poisson Distribution and its use in Inventory Management
- Curse of Dimensionality in DP, Intro to Simulation Methods