Bilkent University Logo

Bilkent University

Online Academic Catalog

Undergraduate and Graduate Programs 2020-2021

EEE 446 Control and Optimization of Stochastic Systems

Controlled and control-free Markov chains and stochastic stability; martingale methods for stability and stochastic learning; dynamic programming and optimal control for finite horizons, infinite horizons, and average cost problems; partially observed models, non-linear filtering and Kalman Filtering; linear programming and numerical methods; reinforcement learning and stochastic approximation methods; multi-agent (decentralized) stochastic control, and continuous-time stochastic control. Credit units: 3 ECTS Credit units: 5, Prerequisite: EEE 342 and MATH 255.

Bilkent University Main Page

Last regenerated automatically on March 30, 2021 by OAC - Online Academic Catalog Software