EE-568: Reinforcement learningThis course describes theory and methods for Reinforcement Learning (RL), which revolves around decision making under uncertainty. The course covers classic algorithms in RL as well as recent algorith
CS-456: Deep reinforcement learningThis course provides an overview and introduces modern methods for reinforcement learning (RL.) The course starts with the fundamentals of RL, such as Q-learning, and delves into commonly used approac
PHYS-454: Quantum optics and quantum informationThis lecture describes advanced concepts and applications of quantum optics. It emphasizes the connection with ongoing research, and with the fast growing field of quantum technologies. The topics cov
ENG-639: Dynamic programming and optimal controlThis course provides an introduction to stochastic optimal control and dynamic programming (DP), with a variety of engineering
applications. The course focuses on the DP principle of optimality, and i
FIN-415: Probability and stochastic calculusThis course gives an introduction to probability theory and stochastic calculus in discrete and continuous time. The fundamental notions and techniques introduced in this course have many applicatio
CS-430: Intelligent agentsSoftware agents are widely used to control physical, economic and financial processes. The course presents practical methods for implementing software agents and multi-agent systems, supported by prog
MATH-332: Markov chainsThe course follows the text of Norris and the polycopie (which will be distributed chapter by chapter).
EE-735: Online learning in gamesThis course provides an overview of recent developments in online learning, game theory, and variational inequalities and their point of intersection with a focus on algorithmic development. The prima
FIN-609: Asset Pricing (2011 - 2024)This course provides an overview of the theory of asset pricing and portfolio choice theory following historical developments in the field and putting
emphasis on theoretical models that help our unde