MIT 6.262 Discrete Stochastic Processes - Lecture 9: Markov Rewards and Dynamic Programming
Lecture 9: Markov Rewards and Dynamic Programming
Instructor: Prof. Robert Gallager
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.
View the complete course: http://ocw.mit.edu/6-262S11
Robert Gallager and MIT OpenCourseWare