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Graduate Seminar - 1/31, 12:00PM Duncan Hall 1064

David Mildebrath

"Markov Decision Processes: A Tutorial"

We present one of the most popular models in Operations Research: the Markov Decision Process (MDP). We begin with basic definitions, an outline of the MDP framework, and several examples, before proceeding to Bellman's optimality conditions and a brief discussion of solution techniques. Time permitting, we will discuss some applications of MDPs to my current research.

Department of Computational and Applied Mathematics
6100 Main MS-134   Houston, TX 77005   713.348.4805

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