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ECSE 506 Stochastic Control & Decision Theory (3 credits)

Note: This is the 2010–2011 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 : Gaussian processes and tail bounds; Bandit problems and optimal policies; Markov decision processes; dynamic programming and optimal control in discrete time; learning models control from data; the ODE method and stochastic approximation; Q-learning; approximate dynamic programming; linear stochastic systems; linear Gaussian systems; linear-quadratic control; system identification and stochastic adaptive control.

Terms: This course is not scheduled for the 2010-2011 academic year.

Instructors: There are no professors associated with this course for the 2010-2011 academic year.

  • (3-0-6)
  • Prerequisites: ECSE 509 and ECSE 500.
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