Credits: 3

Description

Prerequisite: ENEE620 and ENEE660; or students who have taken courses with comparable content may contact the department.
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.

Semesters Offered

Fall 2018