CASTLE Laboratory - CASTLE Lab - Princeton University
CASTLE Laboratory - CASTLE Lab - Princeton University
CASTLE Laboratory - CASTLE Lab - Princeton University
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Research themes<br />
Markov decision processes<br />
(1950’s)<br />
CASLE CASLE <strong>Lab</strong> <strong>Lab</strong><br />
contribution<br />
Early ADP/NDP<br />
(1980’s – 1990’s)<br />
Stochastic approximation methods<br />
(1950’s)<br />
Machine learning<br />
Signal processing<br />
(1990’s ->)<br />
ADP for high-dimensional<br />
asset management<br />
Math programming<br />
(1950’s)
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