Stochastic Control

Code 3.3.3172.9
Semester 9th
Flow S - Signals, Automatic Control and Robotics
Category Obligatory by selection
Credits 4
Class Hours - Lab Hours 3 - 0
Lecturers George Papavasilopoulos


Review of Deterministic Optimal Control. Stochastic Optimal Control for Discrete Time Systems with Full and Partial State Measurements. Dynamic Programming. LQG Problem. State Estimation. Kalman Filter. Separation, Certainty Equivalence. Infinite Time Problems. Optimal Stopping. Self Tuning and Suboptimal Control. Optimal Stochastic Control of Continuous Time Systems. Applications. Laboratory.