Dynamic Programming Recap

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Related lectures (31)

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Optimal Betting Strategy

Explores the optimal betting strategy in a dynamic programming gambling problem, emphasizing risk preference impact.

Policy Iteration and Linear Programming in MDPs

Discusses policy iteration and linear programming methods for solving Markov Decision Processes.

Model-Free Prediction in Reinforcement Learning: Key Methods

Covers model-free prediction methods in reinforcement learning, focusing on Monte Carlo and Temporal Differences for estimating value functions without transition dynamics knowledge.

Dynamic Programming: Optimal Decision Making

Explores dynamic programming for optimizing decision-making processes over time, using real-world examples like oil extraction and stock trading.

Holography in Classical Gravity

Explores hints of holography in classical black hole thermodynamics.

Markov Decision Processes: Foundations of Reinforcement Learning

Covers Markov Decision Processes, their structure, and their role in reinforcement learning.

Numerical Analysis: Stability in ODEs

Covers the stability analysis of ODEs using numerical methods and discusses stability conditions.

Linear Quadratic (LQ) Optimal Control: Proof of Theorem

Covers the proof of the recursive formula for the optimal gains in LQ control over a finite horizon.

Asset Selling Problem

Explores the Asset Selling Problem to maximize long-term reward without a deadline.

Asset Selling Problems

Discusses asset selling problems and optimal selling policies based on market conditions and termination states.