Prerequisites: EE 215, EE 235/ME 235
Description: Presents the theory of stochastic optimal control systems and methods for their design and analysis. Covers principles of optimization; Lagrange’s equation; linear-quadratic-Gaussian control; certainty-equivalence; the minimum principle; the Hamilton-Jacobi-Bellman equation; and the algebraic Ricatti equation.
Cross-listing: Cross-listed with EE 239.
Credit: May be taken Satisfactory (S) or No Credit (NC) with consent of instructor and graduate advisor.