Dynamic programming is a methodological framework for solving optimisation problems that evolve over time by breaking them into simpler subproblems. Central to this approach is the principle of ...

Change-point detection is a pivotal statistical framework used to identify abrupt changes in the behaviour of stochastic systems. These models, which integrate inherent randomness, are essential in ...

Decision making in stochastic and dynamic environments plays an essential role in many areas, including finance, robotics, game theory, revenue management and social networks. This course aims to gain ...