Sumários

Aula 27

22 junho 2022, 08:00 • Ana Maria Santos Ferreira Gorjão Henriques

CHAP 6. Continuos Time Markov Chains
Birth-death processes: transition rates and limiting probabilities.
Exercises 1, 4.

Project (G6)
Markov Decision Process: Apprenticeship Learning via Inverse Reinforcement Learning

Aula 26

21 junho 2022, 09:00 • Ana Maria Santos Ferreira Gorjão Henriques

CHAP 6. Continuos Time Markov Chains

Introduction; transition diagram; birth-death processes.
Exercises 1, 4 (to finish tomorrow).

Project (G10)
Random Walks with Memory Applied to Grand Slam Tennis Matches Modelling

Aula 25

15 junho 2022, 08:00 • Ana Maria Santos Ferreira Gorjão Henriques

Projects:

(G12) Multi-strategy evolutionary games: A Markov chain approach
(G13) Fractional Brownian Motion and its Application in Option Pricing

Aula 24

14 junho 2022, 09:00 • Ana Maria Santos Ferreira Gorjão Henriques

Projects:

(G3) Use of non-homogeneous Poisson processes
(G1) Chutes and Ladders

Aula 23

8 junho 2022, 08:00 • Ana Maria Santos Ferreira Gorjão Henriques

CHAP. 5 Markov Chains with countable State space

Branching processes: calculation of probabilities, mean and variance through the probability generating function; probability of extinction.

Exercise 5.15.

TPC: 5.14.

Project: (G11) Application of the Markov model in the Covid-19 pandemia