DYNAMIC PROGRAMMING/REINFORCEMENT LEARNING COURSES, VIDEOS, AND SLIDES :

• Links to the Course at Arizona State University, on Topics in Reinforcement Learning; Class Notes, Videolectures, and Slides.

• Video on The failure of theoretical error bounds in Reinforcement Learning: A 15-minute discussion at MIT on the role of the Newton step interpretation of approximation in value space in understanding the puzzle of success and failure in RL, Oct. 2023. Slides.

• Video of a Two-hour Overview Lecture on Lessons from AlphaZero for Optimal, Model Predictive,and Adaptive Control, at KTH, Nov. 2021. Click here for the Slides from the lecture.

• Video of a One-hour Overview Lecture on Multiagent RL, Rollout, and Policy Iteration at ASU, Oct. 2020. Click here for the Slides from the lecture.

• Video of a One-hour Overview Lecture on Distributed RL at IPAM workshop at UCLA, Feb. 2020. Click here for the slides from the lecture.

• Video of A 60-Year Journey in Convex Optimization, a lecture on the history and the evolution of the subject at MIT, 2009. Click here for the slides from the lecture. Based in part on the paper Min Common-Max Crossing Duality: A Geometric View of Conjugacy in Convex Optimization and the book "Convex Optimization Theory".

• An extended lecture/slides summary of the book Reinforcement Learning and Optimal Control: Ten Key Ideas for Reinforcement Learning and Optimal Control

• 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.

• A series of 5 Videolectures on Abstract Dynamic Programming and corresponding slides posted at Youtube.

• 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, 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.)