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Lecture
Dynamic Programming: Optimal Control
Description
This lecture covers the application of Dynamic Programming to solve optimal control problems, focusing on the recursive solution and the stability of the uncontrolled system. The lecture also discusses the concept of a stationary policy and the convergence to a unique fixed point. The recursive solution leads to closed-form solutions for the optimal control policy, emphasizing the importance of the Bellman equation and the principle of optimality.
Official source
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