Stochastic Control
Multi-Agent Systems
Course Notes
1
index.html
Static Stochastic Optimization
2
Introduction
3
The newsvendor problem
Markov decision processes
4
Finite horizon MDPs
5
Optimal gambling
6
Inventory Management
7
Monotonicity of value function and optimal policies
8
Power-delay tradeoff in wireless communication
9
Reward Shaping
10
Infinite horizon MDPs
11
MDP algorithms
12
Inventory management (revisted)
13
Service Migration in Mobile edge computing
14
Computational complexity of value interation
15
Linear programming formulation
16
Lipschitz MDPs
Approximate Dynamic Programming
Risk sensitive Markov decision processes
Partially observable Markov decision processes
17
Introduction
Reinforcement Learning
Linear Quadratic Control
Probability Appendix
18
Sub-Gaussian random variables
Linear Algebra Appendix
19
Positive definite matrices
20
Singular value decomposition
21
Reproducing Kernel Hilbert Space
References
Assignments
Assignment 1
Course Notes
ECES 506 (Stochastic Control and Decision Theory)
Author
Affiliation
Aditya Mahajan
McGill University
Updated
May 30, 2023
2
Introduction