EE365: Lecture Slides

Spring Quarter 2014

These lecture slides will be updated frequently, both before and after the lecture is covered in class. We will also be adding more lectures, so the numbers will change as well.

  1. Introduction

  2. Shortest path example

  3. Probability and Monte Carlo

  4. Markov chains

  5. Epidemic example

  6. Hitting times

  7. Structure of Markov chains

  8. Value

  9. Cost and reward

  10. Dynamic pricing example

  11. Markov decision processes

  12. The Bellman-Ford algorithm

  13. Dynamic programming

  14. Code for dynamic programming

  15. Dynamic programming proof

  16. More information patterns

  17. Linear quadratic stochastic control

  18. Linear quadratic regulator

  19. Linear quadratic trading example

  20. Approximate dynamic programming

  21. Model predictive control

  22. Shortest paths

  23. Informed search

  24. Risk averse control

  25. Linear exponential quadratic regulator

  26. Hidden Markov models