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Certainty Equivalent Control of Markov Processes with Average Reward Functional

Offered By: Banach Center via YouTube

Tags

Probability Theory Courses Mathematical Modeling Courses Dynamic programming Courses Decision Theory Courses

Course Description

Overview

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Explore the concept of certainty equivalent control in Markov processes with average reward functional in this 33-minute lecture presented by Łukasz Stettner from the Institute of Mathematics of the Polish Academy of Sciences at the 51st Conference on Applications of Mathematics. Delve into the mathematical intricacies of this advanced topic, gaining insights into the intersection of control theory, Markov processes, and reward systems. Enhance your understanding of stochastic control methods and their applications in various fields of mathematics and engineering.

Syllabus

Certainty equivalent control of Markov processes with average reward functional


Taught by

Banach Center

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