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ECSE 506 Stochastic Control & Decision Theory (3 unités)

Offert par : Génie électr. et informatique (Génie et l'architecture)

Vue d'ensemble

Génie électrique : Modelling of stochastic control systems, controlled Markov processes, dynamic programming, imperfect and delayed observations, linear quadratic and Gaussian (LQG) systems, team theory, information structures, static and dynamic teams, dynamic programming for teams,multi-armed bandits.

Trimestres : Hiver 2016

Chargés de cours : Mahajan, Aditya (Winter)

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