Class Restriction And Registration Summary 
EE 80675  Section 01: Stochastic Control Theory (CRN 28777)
 

Course Description: Optimal control in the presence of process noise. Cost as a random variable. Minimizing average cost over many realizations of a process. Optimal control when the system will operate only a small number of times. Distribution of the cost. Description of stochastic cost by moments or by cumulants. Optimal stochastic control of cost cumulants. Application to the protection of buildings from earthquakes. Associated Term: Spring Semester 2012 Campus: Main Credits: 3 Grade Mode: Standard Letter Course may not be repeated Restrictions: Must be enrolled in one of the following Levels: Employee NonDegree (EM) , Graduate NonDegree (GD) , Graduate (GR) Must be enrolled in one of the following Campuses: Main (M)
