DYNAMIC PROGRAMMING/REINFORCEMENT LEARNING VIDEOS AND SLIDES:
Lectures on Reinforcement Learning and Optimal Control: Course at Arizona State University, 13 lectures, January-February 2019.
Overview lecture on Reinforcement Learning and Optimal Control: Video of book overview lecture at Stanford University, March 2019. Click here for the slides from the lecture.
Lecture on Feature-Based Aggregation and Deep Reinforcement Learning: Video from a lecture at Arizona State University, on 4/26/18. Video from Youtube, and Lecture Slides. Based on the paper "Feature-Based Aggregation and Deep Reinforcement Learning: A Survey and Some New Implementations", Lab. for Information and Decision
Systems Report, MIT, April 2018; http://arxiv.org/abs/1804.04577.
Lectures on Exact and Approximate Finite Horizon DP: Videos from a 4-lecture, 4-hour 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.
Lectures on Exact and Approximate Infinite Horizon DP: Videos from a 6-lecture, 12-hour 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.
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.
See also Related Slides from NIPS 2017
Click here for a Related Report.
Based on the books
Convex Optimization Algorithms,
Nonlinear Programming, 3rd Edition,
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.)
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