SES # | TOPICS |
---|---|
1 | Introduction to dynamic programming; examples and formulation (PDF) |
2 | The dynamic programming algorithm (PDF) |
3 | Deterministic systems and the shortest path problem (PDF) |
4 | Shortest path algorithms (PDF) |
5 | Deterministic continuous-time optimal control (PDF) |
6 | Stopping and scheduling problems (PDF) |
7 | Linear systems with quadratic costs and inventory control (PDF) |
8 | Problems with imperfect state information (PDF) |
9 | Sufficient statistics (PDF) |
10 | Suboptimal control (PDF) |
11 | Rollout algorithms (PDF) |
12 | More on suboptimal control (PDF) |
13 | Infinite horizon I: stochastic shortest path problems (PDF) |
14 | Infinite horizon II: discounted problems (PDF) |
15 | Infinite horizon III: average cost problems (PDF) |
16 | Semi-Markov problems (PDF) |
17 | Infinite horizon: discounted problems I (PDF) |
18 | Infinite horizon: discounted problems II (PDF) |
Midterm | |
19 | Stochastic shortest path problems (PDF) |
20 |
Overview of main approaches in approximate dynamic programming (PDF) Detailed outline for approximate dynamic programming, lectures 20-25 (PDF) |
21 | Cost approximation: discounted cost (PDF) |
22 | Projected equation methods (PDF) |
23 | More on projected equations: Q-learning (PDF) |
24 | Extensions to stochastic shortest path and average cost (PDF) |
25 | Gradient methods for approximation in policy space (PDF) |
26 | Project presentations I |
27 | Project presentations II |