Courses - Fall 2024
ENEE762
Stochastic Control
Credits:
3
Grad Meth:
Reg, Aud, S-F
Additional information: Completing ENEE620 and ENEE660 is strongly recommended before taking this course.
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.
Flagship Institution of the University System of Maryland
University of Maryland, College Park, MD 20742, USA
/
Phone:
301.405.1000
Copyright
© 2026 University of Maryland
/
Privacy /
Web Accessibility
Contact us
with comments, questions and feedback
/