The Ohio State University
Dept. Electrical Engineering

EE 851 Stochastic Control

Instructor: Prof. Kevin Passino, 416 Dreese Laboratory, 292-5716, passino [at]

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