ECSE 506 Stochastic Control and Decision Theory (3 credits)

Main navigation

Minerva Class Scheduling Visit for course dates & times.

Derni猫res mises 脿 jour en lien avec la COVID-19 disponibles ici.
Latest information about COVID-19 available here.

ECSE 506 Stochastic Control and Decision Theory (3 credits)

Note: This is the 2021鈥�2022 eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or .

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 2022

Instructors: Mahajan, Aditya (Winter)