## Schramm-Loewner evolutions - Lent 2010

Here are notes for the course and examples sheets 1, 2
and slides from the lectures
1,
2,
3,
4,
5/6,
7/8,
9,
10.
You are advised not to print the slides.

## Optimization and Control - Michaelmas 2007

Notes for the course can be downloaded a
single file or in sections:

1. Controllable dynamical systems,
2. The dynamic optimality equation,
3. Finite-horizon dynamic optimization,
4. Dynamic optimization for non-negative rewards,
5. Dynamic optimization for discounted costs,
6. Dynamic optimization for non-negative costs,
7. Optimal stopping,
8. Dynamic optimization for long-run average costs.
9. Full controllability of linear systems,
10. Linear systems with non-negative quadratic costs,
11. Certainty-equivalent control,
12. LQG systems and the Kalman filter,
13. Observability,
14. The LQG model in equilibrium.
15. The Hamilton-Jacobi-Bellman equation,
16. Pontryagin's maximum principle,
17. Continuous-time stochastic systems,
18. Existence and uniqueness of solutions for differential equations.

Examples sheets are here:
Examples Sheet 1,
Examples Sheet 2,
Examples Sheet 3.

Slides from the lectures are here:1,
2,
3,
4,
5-8,
9-10,
11-13,
14,
15,
16,
17.

Much of the material in the notes and examples sheets is derived from
a version of the course given by
Richard Weber.

## Advanced Probability

Here are some notes from an old version of the course.

James Norris

Statistical Laboratory

University of Cambridge

Last modified: July 2012