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Courses - Fall 2024
ENEE
Electrical & Computer Engineering Department Site
Open Seats as of
11/30/2024 at 04:30 PM
ENEE762
Stochastic Control
Credits: 3
Grad Meth: Reg, Aud, S-F
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.