During the this semester I am teaching the course “Markov decision theory” at the Department of Mathematics. The course presents the algorithmic aspects of Markov decision theory and illustrates the wide applicability of this theory to a variety of realistic problems. First, the course consider the Poisson process followed by Renewal/Reward Processes. Next we study the theory of Markov chains. Then follows a thorough presentation of the theory of Markov Decision Processes, including some applications. Finally, further applications are discussed based on reports made by the students. A course plan is given here.
You may also like
From September to December 2005 I am teaching in a course “Advanced Management Science” (Videregående Erhvervsøkonomi på HA) at Aarhus School of […]
Just finished my last Management Science lecture for this semester. This is the first time I theach this introductory course to Business […]
During the past months I have been participating in a course about supervision. The course, which runs over several days, covers master, […]
Often when I teach students at our Business School they have a hard time understanding compact linear programming (LP) formulations. So here […]