The Ohio State University
Dept. Electrical Engineering
EE 851 Stochastic Control
Instructor: Prof. Kevin Passino, 416 Dreese Laboratory, 292-5716, passino [at] ece.osu.edu
Office Hours: Stop by any time (but try to set an appointment)
Text: D. Bertksekas, Dynamic Programming and Optimal Control, Vol.
1, Athena Scientific Press, MA, 1995.
The course focuses on providing an introduction to stochastic control.
Topics to be covered include:
Stochastic dynamic programming
Shortest path methods
Problems with perfect state information
Problems with imperfect state information
Suboptimal and adaptive control
Course Grading (tentative):
3 Homeworks: 15%
3 Projects: 20% each
1 Final Project: 25%
EE 750 and EE 650 or EE 805
This course is offered in Winter Quarter of odd numbered years