Learning in Complex Systems (049004)

Nahum Shimkin
Spring 2011

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

Final Assignments

Ÿ           Guidelines and dates

Ÿ           Applications papers  (updated 15/6)

Ÿ           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:

Ÿ           Introduction (Outline)

Ÿ           Chapter 2: Dynamic Programming – Finite Horizon

Ÿ           Chapter 3: Dynamic Programming – Infinite Horizon

Ÿ           Chapter 4: Reinforcement Learning – Basic Algorithms

Ÿ           Chapter 5: Stochastic Approximation

Ÿ           Chapter 6: Basic Convergence Results

Ÿ           Chapter 7: Efficient Exploration

Ÿ           Chapter 8: Value and Policy Approximations (partial)