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Coursework, Stochastic Models and Optimization, BSE, Term 3, Class of 2022

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BSE-T3-RL

Coursework for Stochastic Models and Optimization, taught in Term 3 at the Barcelona School of Economics, Class of 2022.

Five projects that together make up the entirety of the final grade for the course. Taught by Gergely Neu and Hrvoje Stojic.

Overview of Topics

  • Project 1: Dynamic Programming
  • Project 2: Approximate Dynamic Programming
  • Project 3: Soft Policy Iteration
  • Project 4: Bandits
  • Project 5: Gaussian Processes and Bayesian Optimization

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