Approximation Of Stochastic Partial Di Erential Equations

Optimal Control Theory - homes.cs.washington.edu

1. Dynamic programming, Bellman equations, optimal value functions, value and policy iteration, shortest paths, Markov decision processes. 2. Hamilton-Jacobi-Bellman equations, approximation methods, –nite and in–nite hori-zon formulations, basics of …

  Control, Theory, Equations, Optimal, Approximation, Optimal control theory