2024-2025 Graduate and Professional Program Catalog 
    
    Apr 29, 2025  
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2024-2025 Graduate and Professional Program Catalog
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ENEM 746 Stochastic Control

Credit 3
Analysis and optimization of controlled stochastic systems. Models: linear and nonlinear stochastic controlled systems, controlled Markov chains. Optimization of systems described by Markov processes; dynamic programming under perfect and imperfect information, finite and infinite horizons. System identification: off-line, recursive. Stochastic adaptive control: Markov chains, self-tuning regulators, and bandit problems.


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