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)
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Section List

  • LEC 1

    Open (23 seats)

    TR 10am-11:50am

    Boelter Hall 5252

    Review

Course

Instructor
Jason Speyer
Previously taught
24S 18F 07S 06S 00S

Previous Grades

Grade distributions not available.