Concept
Bellman equation
Related courses (30)
FIN-607: Empirical Asset Pricing
This class is designed to give you an understanding of the basics of empirical asset pricing. This means that we will learn how to test asset pricing models and apply them mostly to stock markets. We
MGT-484: Applied probability & stochastic processes
This course focuses on dynamic models of random phenomena, and in particular, the most popular classes of such models: Markov chains and Markov decision processes. We will also study applications in q
EE-715: Optimal control
This doctoral course provides an introduction to optimal control covering fundamental theory, numerical implementation and problem formulation for applications.
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
FIN-615: Dynamic Asset Pricing
This course provides an advanced introduction to the methods and results of continuous time asset pricing
EE-736: Optimal Control for Dynamic Systems
This doctoral course provides an introduction to optimal control covering fundamental theory, numerical implementation and problem formulation for applications.
ME-422: Multivariable control
This course covers methods for the analysis and control of systems with multiple inputs and outputs, which are ubiquitous in modern technology and industry. Special emphasis will be placed on discrete
MATH-476: Optimal transport
The first part is devoted to Monge and Kantorovitch problems, discussing the existence and the properties of the optimal plan. The second part introduces the Wasserstein distance on measures and devel
FIN-414: Optimization methods
This course presents the problem of static optimization, with and without (equality and inequality) constraints, both from the theoretical (optimality conditions) and methodological (algorithms) point
ME-326: Control systems and discrete-time control
Ce cours inclut la modélisation et l'analyse de systèmes dynamiques, l'introduction des principes de base et l'analyse de systèmes en rétroaction, la synthèse de régulateurs dans le domain fréquentiel