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 Share this: Click to share on X (Opens in new window) X Click to share on Facebook (Opens in new window) Facebook Like Loading...
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