| Detailed information |
| Original study plan |
Bachelor's programme Technical Mathematics 2023W |
| Objectives |
Support to achieve the goals of the corresponding course.
|
| 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
|
| Criteria for evaluation |
The evaluation consists of attendance, number of examples ticked and blackboard performance.
|
| Methods |
Preparation of homework to be presented at the blackboard.
|
| 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)
|
