ECSE 506 Stochastic Control and Decision Theory

3 credits · Electrical & Computer Engr · Faculty of Engineering · Not scheduled for 2026–2027

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.

Prerequisite courses: ECSE 509

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