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 November 1, 2024 by OAC - Online Academic Catalog Software
|
|
