Aug 06, 2026  
2021-2022 Graduate Bulletin 
    
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2021-2022 Graduate Bulletin [ARCHIVED CATALOG]

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OR 617 - MARKOVIAN DECISION PROBLEMS

College of Arts & Sciences

Credits: 3

dynamic programming inventory theory. Computational approaches to control of Markov chains. State space methods: modelling of engineering and economic systems by linear stochastic difference equations. The discrete-time matrix Riccati equations, Kalman filtering. Optimal control of linear stochastic difference equations with complete or incomplete state information and with quadratic cost criterion.

Prerequisite(s):
Prereq: STA 624 .


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