Summer 2014
These videos and lecture notes are from a 6lecture, 12hour short course on Approximate Dynamic Programming, taught by Professor Dimitri P. Bertsekas at Tsinghua University in Beijing, China in June 2014. They focus primarily on the advanced researchoriented issues of large scale infinite horizon dynamic programming, which corresponds to lectures 1123 of the MIT 6.231 course.
The complete set of lecture notes are available here: Complete Slides (PDF  1.6MB), and are also divided by lecture below. Additional supporting material can be obtained on Prof. Bertsekas’ web site.
Note To OCW Users: All videos are from Shuvomoy Das Gupta on Youtube and are not provided under our Creative Commons License.
TOPICS  VIDEO LECTURES  LECTURE NOTES 

Introduction to Dynamic Programming (DP)

Lecture 1 (PDF)  
Approximate Dynamic Programming, Lecture 1, Part 2  
Approximate Dynamic Programming, Lecture 1, Part 3  
Review of Discounted Problem Theory, Shorthand Notation

Approximate Dynamic Programming, Lecture 2, Part 1  Lecture 2 (PDF) 
Approximate Dynamic Programming, Lecture 2, Part 2  
Approximate Dynamic Programming, Lecture 2, Part 3  
General Issues of Approximation and Simulation for LargeScale Problems

Approximate Dynamic Programming, Lecture 3, Part 1  Lecture 3 (PDF) 
Approximate Dynamic Programming, Lecture 3, Part 2  
Approximate Policy Iteration based on Temporal Differences, Projected Equations, Galerkin Approximation

Approximate Dynamic Programming, Lecture 4, Part 1  Lecture 4 (PDF) 
Approximate Dynamic Programming, Lecture 4, Part 2  
Aggregation Methods

Approximate Dynamic Programming, Lecture 5, Part 1  Lecture 5 (PDF) 
Approximate Dynamic Programming, Lecture 5, Part 2  
Approximate Dynamic Programming, Lecture 5, Part 3  
QLearning, Approximation in Policy Space

Approximate Dynamic Programming, Lecture 6, Part 1  Lecture 6 (PDF) 
Approximate Dynamic Programming, Lecture 6, Part 2 
Summer 2012
These notes are from a condensed, more researchoriented version of the course, given by Prof. Bertsekas in Summer 2012.