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
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
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
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
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
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
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
EE-715: Optimal controlThis doctoral course provides an introduction to optimal control covering fundamental theory, numerical implementation and problem formulation for applications.
