Stochastic Optimal Control
Lecture, four hours; outside study, eight hours. Requisite: course 271B. Stochastic dynamic programming, certainty equivalence principle, separation theorem, information statistics; linear-quadratic-Gaussian problem, linear-exponential-Gaussian problem. Relationship between stochastic control and robust control. Letter grading.
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Enrollment Progress
Mar 9, 3 PM PST
LEC 1: 17/30 seats taken (Open)
Section List
LEC 1
Open (23 seats)TR 10am-11:50am
Boelter Hall 5252
Course
Previous Grades
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