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Dynamic Programming III (MIT 6.8210, Lecture 6)

Toyota Professor of EECS, Aeronautics & Mechanical Engineering

1:19:46·2024·graduate level

This lecture extends dynamic programming, focusing on its application to continuous state and action spaces, drawing connections to Hamilton-Jacobi-Bellman equations and their numerical approximation. It explores value iteration and policy iteration for optimal control problems.

Seminar notes & discussion

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