Many thanks for your great lectures! I learn a lot! Btw, could you tell us how to find the slides for your lectures? i didn't see it yet. thank you soooooo much!
Very nice explanation! Thanks for the work! Could you please recommend some books on the topic since I see a lot of books, some of them are not very intuitive. I have somewhat understanding on Bellman equation, dynamic programming, value iteration, etc. But I am trying to work on stochastic control in continuous time schema. Thank you!
Hi Jushkhun Juret, I'd generally recommend "Dynamic programming and optimal control" Bertsekas because it is just a great book for everything, including continuous time.
I found this on an unintentional ASMR playlist
Me too
Many thanks for your great lectures! I learn a lot! Btw, could you tell us how to find the slides for your lectures? i didn't see it yet. thank you soooooo much!
ok, ok?
Great lecture. Thanks. Where can we find the lecture slides for the series ?
Very nice explanation! Thanks for the work! Could you please recommend some books on the topic since I see a lot of books, some of them are not very intuitive. I have somewhat understanding on Bellman equation, dynamic programming, value iteration, etc. But I am trying to work on stochastic control in continuous time schema. Thank you!
Hi Jushkhun Juret, I'd generally recommend "Dynamic programming and optimal control" Bertsekas because it is just a great book for everything, including continuous time.
In Ex68, is c_t(x,pi) the value function? I was confused because c(x,pi) had been the instantaneous cost function during the lecture.