Materials
books: B=Bertsekas vol 1, K=Kirk, KS=Kamien/Schwartz
-=The lecture files may be updated as we go on=-
Lecture files
0_practicalities.pdf32.5KB
1_lecture.pdf142.1KB
2_lecture.pdf91.4KB
3_lecture.pdf87KB
4_lecture.pdf81.8KB
5_lecture.pdf76.8KB
6_lecture.pdf217KB
7_lecture.pdf224KB
8_lecture.pdf126KB
9_lecture.pdf64.4KB
10_summary.pdf44.6KB
additional_topic_brownian-motion.pdf979.9KB
additional_topic_stochastic_control.pdf440.3KB
controllability and observability.pdf172.1KB
dp infinite horizon_policy_value_iterations.pdf226.9KB
equations given in exam.pdf17KB
history_cold war and maximum principle.pdf644.8KB
history_pontryagin in aerospace.pdf150.5KB
kalman filter.pdf249.5KB
policy_iteration.pdf70KB