Es ist eine neuere Version 2025W dieser LV im Curriculum Masterstudium Artificial Intelligence 2025W vorhanden.
(*) Leider ist diese Information in Deutsch nicht verfügbar.
Workload
Ausbildungslevel
Studienfachbereich
VerantwortlicheR
Semesterstunden
Anbietende Uni
3 ECTS
B3 - Bachelor 3. Jahr
Mathematik
Dmitry Efrosinin
2 SSt
Johannes Kepler Universität Linz
Detailinformationen
Quellcurriculum
Bachelorstudium Technische Mathematik 2023W
Ziele
(*)A Markov chain is a mathematical model that is useful in the study of complex systems. The basic concepts of a Markov chain are the state of a system and the transition from one state to another. It is said that a system is in a certain state when random variables that fully describe the system take on the values assigned to that state. A transition of the system from one state to another occurs when the variables that describe the system change their values accordingly. The purpose of this course is to give an analytical structure to a Markov decision problem which at the same time describes the system sufficiently well and is still computationally usable.
Lehrinhalte
(*)
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
Beurteilungskriterien
(*)Written exam
Lehrmethoden
(*)Slides and blackboard presentation
Abhaltungssprache
English
Literatur
(*)
Lecture notes
Howard R., Dynamic programming and Markov processes. Wiley Series, 1960.
Puterman M., L. Markov decision process. Wiley series in Probability and Mathematical Statistics, 1994.
Lehrinhalte wechselnd?
Nein
Frühere Varianten
Decken ebenfalls die Anforderungen des Curriculums ab (von - bis) TM1WCVOMARK: VO Markov-Ketten (2000S-2022S)
