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Simulation and modeling
505103009

Description
Discrete Time Markov Chains (DTMCs)
1.1. Introduction to Markov Chains in Discrete Time
1.2. Classification of states
1.3. The steady state
1.4. Analysis of transient states
1.5. Analysis of recurring states
1.6. Chains with reward
1.7. Strings in continuous time

Markov Decision Processes (MDPs)
2.1. Types of MDPs problems
2.2. Terminated MDPs (SSPs)
23. Evaluating the cost of a policy
2.4. Policy improvement
2.5. The Policy Iteration algorithm
2.6. Discounted MDPs
2.7. Medium cost MDPs

Simulation
3. Introduction to systems simulation.
4. Random number generation.
5. Random variable sample generators.
6. Parametric estimation.
7. Population contrasts.

ECTS credits
6

Teaching Language
Español

Exam Language
English/Español

Support Materials Language
Español/English

Basic Learning Outcomes

Managing Entity (faculty)