Credits: 3
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.
Description
Prerequisite: ENEE620 and ENEE660; or students who have taken courses with comparable content may contact the department.
Semesters Offered
Fall 2018, Fall 2020, Fall 2022, Fall 2024
Testudo