Markov Decision Processes

The National Institute of Mathematical and Biological Sciences is having an online seminar on ‘adaptive management’. It should be fun for people who want to understand Markov decision processes—like me!

NIMBioS Adaptive Management Webinar Series, 2020 October 26-29 (Monday-Thursday).

Adaptive management seeks to determine sound management strategies in the face of uncertainty concerning the behavior of the system being managed. Specifically, it attempts to find strategies for managing dynamic systems while learning the behavior of the system. These webinars review the key concept of a Markov Decision Process (MDP) and demonstrate how quantitative adaptive management strategies can be developed using MDPs. Additional conceptual, computational and application aspects will be discussed, including dynamic programming and Bayesian formalization of learning.

Here are the topics:

Session 1: Introduction to decision problems
Session 2: Introduction to Markov decision processes (MDPs)
Session 3: Solving Markov decision processes (MDPs)
Session 4: Modeling beliefs
Session 5: Conjugacy and discrete model adaptive management (AM)
Session 6: More on AM problems (Dirichlet/multinomial and Gaussian prior/likelihood)
Session 7: Partially observable Markov decision processes (POMDPs)
Session 8: Frontier topics (projection methods, approximate DP, communicating solutions)

 

2 Responses to Markov Decision Processes

  1. Vasileios Anagnostopoulos says:

    I needed to read a lot about these MDPs since they are fundamental for Reinforcement Learning (the one that makes a computer formidable opponent in games). Is there any chance it will be recorded?

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