Courses:

Dynamic Programming and Stochastic Control >> Content Detail



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Calendar

This section provides the course's lecture topics and corresponding reading assignments.





LEC #TOPIC
TEXTBOOK READING ASSIGNMENT
1Introduction to Dynamic Programming, Examples, Problem FormulationSections 1.1, 1.2
2The Dynamic Programming AlgorithmSections 1.3, 1.4
3Deterministic Systems and the Shortest Path Problem  Sections 2.1, 2.2, 2.3
4Shortest Path AlgorithmsSection 4.1
5Linear Quadratic Problems, Inventory ControlSections 4.2, 4.4
6Stopping and Scheduling ProblemsSections 4.5, 4.6
7Deterministic Continuous-Time Optimal Control  Sections 3.1, 3.2
8The Pontryagin Minimum Principle I  Section 3.3
9The Pontryagin Minimum Principle II  Section 3.4
10Imperfect State Information ProblemsSection 5.1
11Linear Quadratic Problems with Imperfect State InformationSection 5.2
12Imperfect State Information Problems for Finite-State Systems  Sections 5.4, 5.5
13Suboptimal Control I  Sections 6.1, 6.2
14Suboptimal Control II  Section 6.3
15Rollout AlgorithmsSection 6.4
16Additional Topics in Suboptimal Control   Section 6.5
17Infinite Horizon Problems - Stochastic Shortest Path ProblemsSections 7.1, 7.2
18Infinite Horizon ProblemsSections 7.2, 7.3
19Stochastic Shortest Path and Discounted ProblemsSection 7.4
20Average Cost Problems  Section 7.5
21Semi-Markov ProblemsVol. 2, Section 1.5
22Neuro-Dynamic Programming IVol. 2, Section 2.3
23Neuro-Dynamic Programming II  Vol. 2, Section 2.3
24Neuro-Dynamic Programming III
 


 



 








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