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Slides

Here are slides from this year’s stochastic control course:

1_dynamic_programming

2_markov_chains
3_markov-decision-processes

4_infinite-time-horizon
5_algorithms-for-mdps

6_optimal-stopping

7_lqr__kalman

8_continuous-time-dynamic-programming

9_stochastic-integration-

10_diffusion-control
11_merton-portfolio-optimization

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Unknown's avatarAuthor appliedprobabilityPosted on May 6, 2021May 6, 2021Categories Uncategorized

One thought on “Slides”

  1. Anil's avatar Anil says:
    September 12, 2021 at 10:34 pm

    Thank you!

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