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Courses - Fall 2018
ENEE
Electrical & Computer Engineering Department Site
ENEE762
Stochastic Control
Credits: 3
Grad Meth: Reg, Aud
Prerequisite: ENEE620 and ENEE660; or students who have taken courses with comparable content may contact the department.
Stochastic control systems, numerical methods for the Ricatti equation, the separation principle, control of linear systems with Gaussian signals and quadratic cost, non-linear stochastic control, stochastic stability, introduction to stochastic games.