Markov decision processes: dynamic programming and applications
ENSTA Course SOD312 & 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 2023, Lectures 1-5 are common to ENSTA course and M2 course, and necessary to validate the ENSTA course and the M2 course.
Lectures 6-9 are necessary to validate the M2 course. ENSTA students may attend these lectures.