2022-2023 Undergraduate and Graduate Bulletin (with addenda) 
    Jul 22, 2024  
2022-2023 Undergraduate and Graduate Bulletin (with addenda)

ECE-GY 7233 Optimal and Stochastic Control and Applications

3 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