Course Notes and Reading

Lectures

  1. Week 1: Course motivation and finite horizon MDPs. (Slides)

  2. Week 2: Infinite horizon and indefinite horizon MDPs. (Slides)

Readings

  1. Week 1: Bertsekas Volume 1, Sections 1.2-1.4 and Section 3.4 (asset selling example)

  2. Week 2: Bertsekas Volume 2, Sections 1.2 and 1.5. Chapter 3 covers indefinite horizon (in much more depth than in class)