Detailed information |
Original study plan |
Bachelor's programme Technical Mathematics 2023W |
Objectives |
Support to achieve the goals of the corresponding course.
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Subject |
- Markov-chain with a discrete time
- Controlled Markov-chain
- Iterative solution for sequential decision processes
- The policy-iteration for the solution of sequential decision processes
- Applications of the policy-iteration algorithm
- The policy-iteration algorithm for the processes with several ergodic classes
- The sequential decision processes with discounting
- Continuous-time Markov-chains
- The controllable continuous-time Markov-chains
- The continuous decision problems
- The continuous decision problems with discounting
- Conclusion
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Criteria for evaluation |
The evaluation consists of attendance, number of examples ticked and blackboard performance.
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Methods |
Preparation of homework to be presented at the blackboard.
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Language |
English and French |
Changing subject? |
No |
Earlier variants |
They also cover the requirements of the curriculum (from - to) TM1WCUEMARK: UE Markov chains (2004S-2022S)
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