Stochastic Decision Theory
Fall 2010

Instructor:	Ivo Adan
	office:	HG 9.07
	telephone:	247 2932
	e-mail:	i.j.b.f.adan@tue.nl
Office Hours:	After class
	or when I am in
Examination:	Take home assignment and oral examination
Text:	Lecture Notes on Stochastic Dynamic Programming
Additional Text:	Lecture Notes on Stochastic Decision Theory

Course Dates, Location and Outline

1. Wednesday September 1, 8.45 - 10.30, NP 29
   Introduction to dynamic programming
   Chap. 2 of Lecture Notes
2. Friday September 10, 10.45 - 12.30, PT 11.21
   Chap. 3, Sect. 4.1
3. Wednesday September 15, 8.45 - 10.30, NP 29
   Renewal Theory (some results), Sect. 4.2
4. Wednesday September 22, 8.45 - 10.30, NP 29
   Chap. 5
5. Friday September 24, 10.45 - 12.30, PT 11.21
   Sect. 6.1 - 6.4
6. Wednesday September 29, 8.45 - 10.30, NP 29
   Sect. 6.5
7. Wednesday October 6, 8.45 - 10.30, NP 29
   Sect. 6.6, Problem presentation by Chiel van Oosterom
8. Wednesday October 13, 8.45 - 10.30, NP 29
   Discussion problem of Chiel van Oosterom, Sect. 7.1, 7.2
9. Friday October 15, 10.45 - 12.30, PT 11.21
   Sect. 7.4 - 7.6
10. Wednesday October 27, 8.45 - 10.30, NP 29
    Sect. 7.7, Chap. 8
11. Friday October 15, 10.45 - 12.30, PT 11.21
    Chap. 9

Exercises

1. Set of exercises
2. Solutions