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Courses - Fall 2024
Electrical & Computer Engineering Department Site
Open Seats as of
07/19/2024 at 10:30 PM
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.