DYNAMIC PROGRAMMING VIDEOS AND SLIDES:

Lectures on Exact and Approximate Infinite Horizon DP: Videos from a 6lecture, 12hour short course at Tsinghua Univ. on approximate DP, Beijing, China, 2014. From the Tsinghua course site, and from Youtube. (Complete Set of Lecture Slides.) Based on the book Dynamic Programming and Optimal Control, Vol. II, 4th Edition: Approximate Dynamic Programming, Athena Scientific.

Lectures on Exact and Approximate Finite Horizon DP: Videos from a 4lecture, 4hour short course at the University of Cyprus on finite horizon DP, Nicosia, 2017. Videos from Youtube. (Lecture Slides: Lecture 1, Lecture 2, Lecture 3, Lecture 4.) Based on Chapters 1 and 6 of the book Dynamic Programming and Optimal Control, Vol. I, 4th Edition, Athena Scientific.

Videos from a 3lecture, 3hour series from a summer course on exact and approximate DP at IMT, School for Advanced Studies, Lucca, Italy, 2017. From the course site, and from Youtube: Lecture 1: Exact Dynamic Programming: The Need for Approximations, Lecture 2: Approximate Dynamic Programming; Parametric Approximation and Problem Approximation, Lecture 3: Approximate Dynamic Programming; SimulationBased Methods. (Complete Set of Lecture Slides). Based on the book Dynamic Programming and Optimal Control, Vol. I, 4th Edition, Athena Scientific.

Video from a January 2017 slide presentation on the relation of Proximal Algorithms and Temporal Difference Methods, for solving large linear systems of equations. The slides are hard to read at times in the video, so you may wish to download the PDF version of the slides.
Click here for a Related Report.
Based on the books
Convex Optimization Algorithms,
Nonlinear Programming, 3rd Edition,
and
Dynamic Programming and Optimal Control, Vol. II, 4th Edition: Approximate Dynamic Programming, Athena Scientific.

Video of a survey lecture on Approximate DP research from ADPRL 2014. (Lecture Slides.)