MS&E 235A / EE 283: Markov Decision Processes

Stanford University, Benjamin Van Roy, Fall Quarter 2025-26

Announcements

  • Welcome to the Markov Decission Processes course!

Course Overview

Markov decision processes serve as a general framework for modeling sequential decision under uncertainty. The subject provides a foundation for operations research, artificial intelligence, communications, economics, and other fields. The increasing scale of data, computation, and automation are driving innovative applications that build on these foundations. This course offers an introduction to the subject that prepares students to develop deeper knowledge and contribute to these foundations and applications. After taking this course, students should be proficient in formulating Markov decision processes and decision objectives and developing algorithms and code to produce solutions.

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