Discipline: 
Mathematics
Status: 
Available
Level: 
PhD Project
Level: 
Masters Project
Level: 
Honours Project
Supervisor(s): 
Dr Michael Bulmer, Dr Michael Forbes

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.