ECSE 506: Stochastic Control and Decision Theory
Aditya Mahajan
Winter 2022
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infinite horizon
- Theory: Infinite horizon discounted MDP
- Example: Inventory Management (revisited)
- Infinite horizon Linear Quadratic Regulation (LQR)
- Theory: Computational complexity of value iteration
- Theory: Sample complexity
- Theory: Linear Programming Formulation and Constrained MDPs
- Theory: A Martingale Principle of Optimal Control
- Theory: Lipschitz MDPs
- Theory: State aggregation or discretization or quantization
- Theory: Feature abstraction in MDPs
- Theory: Model approximation in MDPs
- Theory: Approximate dynamic programming