The university continues to monitor the circumstances related to the pandemic. As such, course delivery methods and locations for the Spring 2021 semester will be finalized and published in the Schedule of Classes by December 4, 2020.
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Courses - Fall 2020
Electrical & Computer Engineering Department Site
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.