Stochastic control and communication

University: IIT Bombay

Instructor: Prof. Ankur A. Kulkarni  

Lec 16:  Dynamic Programming Algorithm: Description and Proof

Note:

Lec16.pdf

Lec 19:  Dynamic Programming for Inventory Problem (contd)

Lec 20:  Optimal Stopping Problem 


Lec 21:  Optimal Stopping Problem : Secratary Problem


Lec 22:  Optimal Stopping Problem : Secratary Problem (contd)-An approximation solution using dynamic programming algorithm.