Lecture 9: Markov Rewards and Dynamic Programming

author: Robert G. Gallager, Center for Future Civic Media, Massachusetts Institute of Technology, MIT
recorded by: Massachusetts Institute of Technology, MIT
published: Feb. 11, 2013,   recorded: February 2011,   views: 2386
released under terms of: Creative Commons Attribution Non-Commercial Share Alike (CC-BY-NC-SA)
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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.

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