Infinite-Horizon Problems: Formulation & Complexity

In course

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Description

This lecture covers infinite-horizon problems in Applied Probability and Stochastic Processes, focusing on the formulation and algorithm complexity. It discusses a two-state discounted Markov decision process and explores the policy iteration algorithm to find an optimal policy.

Official source

https://mediaspace.epfl.ch/media/0_f3u21sqs

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Ontological neighbourhood

Mathematics

Analysis: Differential anaysis, Numerical analysis

Theoretical computer science

Theory of computation: Computational complexity theory

Politics

Political science: Topics in political science

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