EE 80675 - Stochastic Control Theory

Institution:

University of Notre Dame

Subject:

Electrical Engineering

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. (Alternate fall)

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.nd.edu

Phone Number:

(574) 631-5000

Regional Accreditation:

North Central Association of Colleges and Schools

Calendar System:

Semester

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