Markov Decision Processes: Theory and Applications

In this course:

  • Students will learn how to formulate finite and infinite horizon Markov decision processes (MDPs) under various objectives.
  • Students will understand the concept of a structured policy and deriving sufficient conditions for its existence.
  • Students will implement various MDP solution techniques (backward induction, value iteration, policy iteration, modified policy iteration, linear programming).
  • Students will be exposed to the concepts of continuous time MDPs and partially observed MDPs (POMDPs).
  • Students will be able to read and appreciate recent MDP publications in top journals.

For more detailed information on the course and the course program please read the course description.

Course Details:

Date: 27-28 September, 9-10 November 2017
Time: Precise schedule to be determined (per block, start at 10:00 on the first day, end at 16.00 on second day)
Location: Eindhoven University of Technology
Course leader: Prof. Lisa Maillart
Days: 4
ECTS: 1 (attendance) / 4 (attendance & assignment)
Course fee: Free for TRAIL/Beta/OML members; others please contact the TRAIL office
Registration:  via registration form


This course is part of the GP-OML program (