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
Learning Resource Types
Problem Sets with Solutions
Exams with Solutions
Online Textbook
Lecture Videos