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Apr 16, 2024
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2020-2022 Undergraduate and Graduate Bulletin (with addenda) [ARCHIVED CATALOG]
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ECE-GY 7233 Optimal and Stochastic Control and Applications3 Credits
This course focuses on optimal control problem for deterministic and stochastic systems with various constraints. Topics: solution for both continuous and discrete-time systems using the maximum principle and dynamic programming. Fuel and time optimal control problems. Optimal filtering and estimation. Stochastic and hybrid optimal control problems. Computational methods. Multidisciplinary applications of optimal control.
Prerequisite(s): Graduate status, ECE-GY 6233 and ECE-GY 6253 , or permission of instructor
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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