Courses:

Dynamic Programming and Stochastic Control >> Content Detail



Lecture Notes



Lecture Notes





LEC #TOPIC
1Introduction to Dynamic Programming, Examples, Problem Formulation (PDF)
2The Dynamic Programming Algorithm (PDF)
3Deterministic Systems and the Shortest Path Problem (PDF)
4Shortest Path Algorithms (PDF)
5Linear Quadratic Problems, Inventory Control (PDF)
6Stopping and Scheduling Problems (PDF)
7Deterministic Continuous-Time Optimal Control (PDF)
8The Pontryagin Minimum Principle I (PDF)
9The Pontryagin Minimum Principle II (PDF)
10Imperfect State Information Problems (PDF)
11Linear Quadratic Problems with Imperfect State Information (PDF)
12Imperfect State Information Problems for Finite-State Systems (PDF)
13Suboptimal Control I (PDF)
14Suboptimal Control II (PDF)
15Rollout Algorithms (PDF)
16Additional Topics in Suboptimal Control (PDF)
17Infinite Horizon Problems - Stochastic Shortest Path Problems (PDF)
18Infinite Horizon Problems (PDF)
19Stochastic Shortest Path and Discounted Problems (PDF)
20Average Cost Problems (PDF)
21Semi-Markov Problems (PDF)
22Neuro-Dynamic Programming I (PDF)
23Neuro-Dynamic Programming II (PDF)
24Neuro-Dynamic Programming III (PDF)
 


 



 








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