6.231 | Fall 2015 | Graduate

Dynamic Programming and Stochastic Control

Lecture Slides

6.231 Fall 2015 Lecture 20: Discounted Problems, Approximate (fitted) VI, Approximate PI, The Projected Equation, Contraction Properties: Error Bounds, Matrix Form of the Projected Equation, Simulation-based Implementation, LSTD and LSPE Methods


This resource contains the information regarding 6.231 fall 2015 lecture 20: Discounted problems, approximate (fitted) VI, approximate PI, the projected equation, contraction properties: error bounds, matrix form of the projected equation, simulation-based implementation, LSTD and LSPE methods.

Resource Type:
Lecture Notes

Course Info

As Taught In
Fall 2015