6.231 | Fall 2015 | Graduate

Dynamic Programming and Stochastic Control

Lecture Slides

6.231 Fall 2015 Lecture 15: Review of Basic Theory of Discounted Problems, Monotonicity of Contraction Properties, Contraction Mappings in Dynamic Programming, Discounted Problems: Countable State Space with Unbounded Costs, Generalized Discounted Dynamic Programming, An Introduction to Abstract Dynamic Programming


This resource contains the information regarding 6.231 fall 2015 lecture 15: Review of basic theory of discounted problems, monotonicity of contraction properties, contraction mappings in dynamic programming, discounted problems: countable state space with unbounded costs, generalized discounted dynamic programming, an introduction to abstract dynamic programming.

Resource Type:
Lecture Notes

Course Info

As Taught In
Fall 2015