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AM 226: Introduction to Stochastic Control Theory (I) Monday, Wednesday, Friday, 11:00-11:50pm, Room 155, Barus & Holley

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• Instructor: Hui Wang, 182 George Street, Rm 223. Tel: 863-2360, huiwang@cfm.brown.edu, Office hours: by appointment. 
  
  
• Lecture Notes

  • Chapter 1 [PDF file]

  • Chapter 2 [PDF file]

  • Chapter 3 [PDF file]

  • Notes on Snell Envelope [PDF file]

  • Chapter 4 [PDF file]

  • Chapter 5 [PDF file]

  • Chapter 6 [PDF file]

  • Chapter 7 [PDF file]

    
    

• Homework Problems

  • HW 1 [PDF file]

  • HW 2 [PDF file]