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 

credit

Robert Gallager and MIT OpenCourseWare

license

OpenCourseWare