Lecture Notes

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