MA 359: Stochastic Dynamic Optimization

Credits: 3:0

Prerequisite courses: MA 361, MA 221, MA 231

The topic covered will be the control of discrete-time infinite state-space Markovian systems. These techniques appear frequently in the analysis and optimization of stochastic systems e.g. control of queues, resource allocation problems in networks, machine learning, reinforcement learning, operations research, etc. The course is aimed at students who work in applied probability, stochastic control, machine learning, networking. Course is divided into the following three parts:

All Courses

Contact: +91 (80) 2293 2711, +91 (80) 2293 2265 ;     E-mail: chair.math[at]iisc[dot]ac[dot]in
Last updated: 17 May 2024