Overview
Electrical Engineering : Gaussian processes and tail bounds; Bandit problems and optimal policies; Markov decision processes; dynamic programming and optimal control in discrete time; learning models control from data; the ODE method and stochastic approximation; Q-learning; approximate dynamic programming; linear stochastic systems; linear Gaussian systems; linear-quadratic control; system identification and stochastic adaptive control.
Terms: This course is not scheduled for the 2009-2010 academic year.
Instructors: There are no professors associated with this course for the 2010-2011 academic year.
- (3-0-6)
- Prerequisites: ECSE 509 and ECSE 500.