T12

14 Maio 2018, 17:00 • António José Lopes Rodrigues

The discounted cost criterion.

Markov decision processes adopting the viewpoint of Probabilistic Dynamic Programming.

Finite-period MDPs and the Method of Successive Approximations

TP11

7 Maio 2018, 19:00 • António José Lopes Rodrigues

Exercises 24,25,26 (variants to betting example; investing problem): modelling and formulation

T11

7 Maio 2018, 17:00 • António José Lopes Rodrigues

Sequential decision making in stochastic multi-stage problems. Decision trees.

Probabilistic Dynamic Programming: main characteristics; evaluation functions

Application example: a betting problem.

TP10

30 Abril 2018, 19:00 • António José Lopes Rodrigues

Exercises 21,22,23 (formulation and interpretation of results in Dynamic Programming applications)

T10

30 Abril 2018, 17:00 • António José Lopes Rodrigues

Sequential decision making in deterministic multi-stage problems.

Dynamic Programming: main characteristics; evaluation functions

Application example 1: a shortest path problem

Application example 2: a distribution of effort problem