EEE 446 Control and Optimization of Stochastic Systems

Stochastic stability of dynamical and distributed systems under probabilistic uncertainty. Optimal control problems and dynamic programming. Partially observed models; introduction to filtering and average cost minimization problems. Team decision theory and information structures; static and dynamic teams. Networked control systems, stabilization and optimization. Credit units: 3 ECTS Credit units: 5, Prerequisite: EEE 342 and MATH 255.

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