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Please read Section 2.3 of the notes
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Please read Section 2.3 of the notes
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Please read Section 2.2 of the notes
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8_Continuous Time Dynamic Programming
Please read Section 2.1 of the notes
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Please read these notes [which will be later added to the main set of notes]:
We consider the Robbins-Monro update
and argue that this can be approximated by the o.d.e.:
Lyapunov functions are an extremely convenient device for proving that a dynamical system converges. We cover:
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Please read Section 1.6 from the notes:
Please attempt Ex53, Ex54, Ex56, Ex57.
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Please read Section 1.5 from the notes:
Please attempt Ex39, 40 & 41 [if you can code], 42 and 43.
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Please read Section 1.4 from the notes:
Please attempt Ex35, Ex36, Ex37.
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3_Markov Decision Processes [pdf]
Please read Section 1.3 from the notes:
Please attempt exercises Ex22, Ex23, Ex24, Ex25.