Advanced Dynamic Programming

Fall 2017

 

Instructor: Dr. Rajesh Ganesan

 

 

    

Eng Bldg. Room 2217

Phone: (703) 993-1693                                                    

Fax: (703) 993-1521                                                                                 

Email: rganesan at gmu dot edu

 

Syllabus

 

DP refresher  Notes

ADP need and eqautions

 

Machine replacement problem:

Limiting Probabilities and MDP, Exhaustive enumeration, LP solution to MDP,  MDP- Average Reward/cost- Policy and Value Iteration, Discounted Cost-Policy and Value Iteration

notes

Excel Example value iteration for MDP

 

Matlab files:

Value iteration Discounted cost criteria

Figure 4.2 page 120 value iteration_ADP

Figure 4.4 page 128 value iteration_ADP2

Figure 4.7 page 141 value iteration_ADP 3