Mathematical Optimal Control Theory

https://math.berkeley.edu/~evans/control.course.pdf

https://courses.cs.washington.edu/courses/cse528/09sp/optimality_chapter.pdf

Bellman Optimality Principle:

Markov property of stochastic processes:

Optimal Value Function:

Computing the optimal action:

Bellman Equations:

https://www.youtube.com/watch?v=nC9NmNLVBCg 

https://www.youtube.com/watch?v=1wsAG4F2H0g 

https://www.youtube.com/watch?v=qlqzzNbqh0U 

https://www.youtube.com/watch?v=fCAkTKNkm0g 

https://www.youtube.com/watch?v=26sP4QIXgVA

https://www.youtube.com/watch?v=0CWkV2TMO6U 

 https://www.youtube.com/watch?v=Btups9v-KFo

http://liberzon.csl.illinois.edu/teaching/cvoc/cvoc.html

https://www.seas.upenn.edu/~ese680/archives/ese680-fall2011/