Markov decision processes: dynamic programming and applications
ENSTA Course 5OD2A/B & M2 ``Optimization, Games, and Control'' (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 2026, 6 lectures of 3 hours (on Tuesday Mornings from September 8 to October 13) 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 Tuesday Mornings and Wednesday afternoons from October 14 to November 3) are necessary to validate the M2 course. ENSTA students may attend these lectures.