The Weighted Majority Algorithm is a randomized rule used to learn the best action amongst a fixed reference set.
- The Hamilton-Jacobi-Bellman Equation.
- Heuristic derivation of the HJB equation.
- Continuous-time dynamic programs
- The HJB equation; a heuristic derivation; and proof of optimality.
- Markov Decisions Problems; Bellman’s Equation; Two examples
- Dynamic Programs; Bellman’s Equation; An example.