6.262 | Spring 2011 | Graduate

Discrete Stochastic Processes

Video Lectures

Lecture 9: Markov Rewards and Dynamic Programming

Description: This lecture covers rewards for Markov chains, expected first passage time, and aggregate rewards with a final reward. The professor then moves on to discuss dynamic programming and the dynamic programming algorithm.

Instructor: Prof. Robert Gallager

Markov Rewards and Dynamic Programming (PDF)

Course Info

As Taught In
Spring 2011
Level
Learning Resource Types
Exams with Solutions
Open Textbooks
Lecture Videos
Problem Sets
Problem Set Solutions