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ECSE 506 Stochastic Control & Decision Theory (3 credits)

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: Winter 2014

Instructors: Aditya Mahajan (Winter)

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