Study guide of JKU Linz
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KUSSS
Auwea NG
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Technical Mathematics
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Probability theory and mathematical statistics
Inhalt
[
201WTMSMACU22
]
UE
Markov Chains
Versionsauswahl
Version
2025W
2023W
2022W
2012W
Es ist eine neuere Version
2025W
dieser LV im Curriculum Master's programme Artificial Intelligence 2025W vorhanden.
Workload
Education level
Study areas
Responsible person
Hours per week
Coordinating university
1,5 ECTS
B3 - Bachelor's programme 3. year
Mathematics
Dmitry Efrosinin
1 hpw
Johannes Kepler University Linz
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)
On-site course
Maximum number of participants
25
Assignment procedure
Direct assignment