Markov decision processes: dynamic programming and applications
ENSTA Course 5OD2A/B & M2 Optimization (IP Paris and Paris-Saclay University)
The aim of this course is to introduce different stochastic control models and to present dynamic programming as a tool for solving them.
In 2025, 6 lectures of 3 hours (on Tuesday Mornings from September 9 to October 14) are common to ENSTA course and M2 course, and necessary to validate the ENSTA course and the M2 course.
4 additional lectures of 3 hours (on Wednesday afternoon from October 8 to 22 and on Tuesday morning 21) are necessary to validate the M2 course. ENSTA students may attend these lectures.