General Information[]
Covers Stochastic Optimal Control through dynamic programming solutions to various problems.
Prerequisites[]
Topics Covered[]
- State space representation of systems
- Fully and partially observed markov decision processes
- LQG controllers
- Riccati equations
- Kalman Filtering
- Robust Control
Workload[]
Advice[]
Past Offerings[]
| Semester | Time | Professor | Median Grade |
|---|---|---|---|
| Fall 2017 | TH 11:40 - 12:55 | Eilyan Bitar | Not Reported |