ECSE 506: Stochastic Control and Decision Theory
Aditya Mahajan
Winter 2022
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Lectures

Notes

Coursework
Riccati equation
Linear Quadratic Regulation (LQR)
Infinite horizon Linear Quadratic Regulation (LQR)
Partially observed linear quadratic regulator
Simplest model of a networked control systems
Networked control systems with communication cost
Linear Exponential of Quadratic Gaussian (LEQG)