Markov Decision Processes
Discuss the theory and application of Markov decision processes. Examine finite horizon models, average-cost and discounted-cost infinite horizon problems, discrete-time and continuous-time frameworks. Explore approximate dynamic programming, reinforcement learning, and stochastic bandit problems. Operations Research and Industrial Engineering 390D (Topic 5) and 390R (Topic 16) may not both be counted.
Prerequisites & course information
Discuss the theory and application of Markov decision processes. Examine finite horizon models, average-cost and discounted-cost infinite horizon problems, discrete-time and continuous-time frameworks. Explore approximate dynamic programming, reinforcement learning, and stochastic bandit problems. Operations Research and Industrial Engineering 390D (Topic 5) and 390R (Topic 16) may not both be counted.
Sources
- Course catalogue ↗2026-2027