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I am currently learning about stochastic optimal control, and am finding the lecture notes [1] for this course [2] to be extremely helpful. The notes are by a p
by diego898 11y ago
I am currently learning about stochastic optimal control, and am finding the lecture notes [1] for this course [2] to be extremely helpful. The notes are by a probabilist Ramon Van Handel at Princeton. I hope you find them useful!
[1] https://www.princeton.edu/~rvan/acm217/ACM217.pdf https://www.princeton.edu/~rvan/acm217/ACM217.pdf
[2] https://www.princeton.edu/~rvan/acm217/acm217.html https://www.princeton.edu/~rvan/acm217/acm217.html
- sebastos 11y agoThanks for the link, it looks great!