Media Summary: Markov decision problems, discounted cost, average cost, total cost problems, optimality of Markov policies. A Lagrangian method coupled with the method of multipliers. Convergence proof using Banach contraction mapping theorem. Application of contraction mapping principle to establish convergence of Lagrangian methods.
Ece 5759 Nonlinear Programming Lec 22 - Detailed Analysis & Overview
Markov decision problems, discounted cost, average cost, total cost problems, optimality of Markov policies. A Lagrangian method coupled with the method of multipliers. Convergence proof using Banach contraction mapping theorem. Application of contraction mapping principle to establish convergence of Lagrangian methods. Weak duality theorem. See for weak duality theorem. A version of maximum principle in discrete time control system. ... go over assignments we can go over any problem you may have within this class the course text is
Duality, Traveling salesman problem, Geometric Multiplier: Introduction. Banach contraction mapping theorem and its application to proving convergence of Newsvendor problem, solving multi-stage stochastic
