IM60019: Dynamic Probabilistic Systems
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| IM60019 | |
|---|---|
| Course name | Dynamic Probabilistic Systems |
| Offered by | Industrial & Systems Engineering |
| Credits | 3 |
| L-T-P | 3-0-0 |
| Previous Year Grade Distribution | |
| {{{grades}}} | |
| Semester | Autumn |
Syllabus
Syllabus mentioned in ERP
Markov Models: The basic Markov process, Flow-graph analysis of Markov processes, Transient Markov processes, Markov process statistics, Recurrent events and random walks, Time-varying Markov processes. Semi-Markov and Decision Models: Discrete-time and continuous semi-Markov processes, Reward structures, sequential decision processes and dynamic programming solutions, Value and Policy iteration in semi-Markov decision processes. Ref.: Dynamic Probabilistic Systems, Vol. I and Vol. II, Ronald A. Howard, John Wiley and Sons, Inc., 1971.