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Quick Facts

Medium Of InstructionsMode Of LearningMode Of Delivery
EnglishSelf StudyVideo and Text Based

Courses and Certificate Fees

Fees InformationsCertificate AvailabilityCertificate Providing Authority
INR 1000yesIIT Bombay

The Syllabus

  • Markov decision process, finite horizon problem formulation, examples, principle of optimality, Bellman equation

  • Infinite horizon problems, Optimality criteria (average cost, discounted cost), Bellman equation, optimality of Markov policies

  • Computing optimal policies, linear programming formulation

  • Partially observed Markov decision processes, reduction to the information state

  •  LQR problem, Kalman filter

  • LQG problem, separation principle, optimality of linear policies

  • Witsenhausen counterexample. information structure,

  • Intrinsic model of stochastic control, LQG static teams, optimality of linear policies

  • Variants of the Witsenhausen problem, Bansal Basar problem, optimizer’s approach

  • Communication and decentralized control. Canonical communication problems of source coding, channel coding and rate distortion theory

  • Shannon’s coding theorems

  • Shannon’s coding theorems and optimizer’s approach

Instructors

Articles

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