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ECSE 506 Stochastic Control & Decision Theory (3 credits)

Note: This is the 2014–2015 edition of the eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or click here to jump to the newest eCalendar.

Offered by: Electrical & Computer Engr (Faculty of Engineering)

Overview

Electrical Engineering : Modelling of stochastic control systems, controlled Markov processes, dynamic programming, imperfect and delayed observations, linear quadratic and Gaussian (LQG) systems, team theory, information structures, static and dynamic teams, dynamic programming for teams,multi-armed bandits.

Terms: This course is not scheduled for the 2014-2015 academic year.

Instructors: There are no professors associated with this course for the 2014-2015 academic year.

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