Learning in Complex Systems (049004)

Nahum Shimkin
Spring 2011

Syllabus (updated 7/3, see grade composition).

Final Assignments

           Guidelines and dates

           Applications papers (updated 15/6)

           Articles for Seminary Paper (updated 21/6)

 

Homework

         Home Assignment 1:  due on March 21.

         Home Assignment 2: due on April 4.

         Home Assignment 3: due on May 3.

         Home assignment 4: due June 5, last June 13.

 

Lecture Notes:

           Introduction (Outline)

           Chapter 2: Dynamic Programming – Finite Horizon

           Chapter 3: Dynamic Programming – Infinite Horizon

           Chapter 4: Reinforcement Learning – Basic Algorithms

           Chapter 5: Stochastic Approximation

           Chapter 6: Basic Convergence Results

           Chapter 7: Efficient Exploration

           Chapter 8: Value and Policy Approximations (partial)