6.231 | Fall 2015 | Graduate

Dynamic Programming and Stochastic Control

Lecture Slides

6.231 Fall 2015 Lecture 18: Undiscounted Total Cost Problems, Positive and Negative Cost Problems, Proper and Improper Policies, Adaptive (Linear Quadratic) Dynamic Programming, Affine Monotomic and Risk Sensitive Problems

Description:

This resource contains the information regarding 6.231 fall 2015 lecture 18: Undiscounted total cost problems, positive and negative cost problems, proper and improper policies, adaptive (linear quadratic) dynamic programming, affine monotomic and risk sensitive problems.

Resource Type:
Lecture Notes
pdf
681 kB
6.231 Fall 2015 Lecture 18: Undiscounted Total Cost Problems, Positive and Negative Cost Problems, Proper and Improper Policies, Adaptive (Linear Quadratic) Dynamic Programming, Affine Monotomic and Risk Sensitive Problems

Course Info

As Taught In
Fall 2015
Level