ECSE 506: Stochastic Control and Decision Theory

Aditya Mahajan
Winter 2022

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1. Optimal planning

1.1. Static Stochastic Optimization

1.2. Finite horizon Markov Decision Processes (MDP)

1.3. Optimal Stopping

1.4. Infinite horizon Markov Decision Processes (MDP)

1.5. Partially Observed Markov Decision Processes (POMDP)

1.6. Risk Sensitive Markov Decision Processes

1.7 Linear Systems

2. Adaptive control and learning

2.2. Adaptive control

2.3 Reinforcement Learning (RL)

Appendix