Stochastic Control Theory

Stochastic Control Theory

Course modules

Introduction

Introduction
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Introduction 1290    
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    Material Material
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Stochastic Processes

Stochastic Processes
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Stochastic Processes 1298    
  • Self-study material - Stochastic Processes Page
    Self-study material - Stochastic Processes Self-study material - Stochastic Processes
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  • Lecture - Stochastic Processes Page
    Lecture - Stochastic Processes Lecture - Stochastic Processes
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  • Assignment 1 - Stochastic Processes Assignment
    Assignment 1 - Stochastic Processes Assignment 1 - Stochastic Processes
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Stochastic Differential Equations

Stochastic Differential Equations
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Stochastic Differential Equations 1299    
  • Self-Study material - Stochastic Differential Equations Page
    Self-Study material - Stochastic Differential Equations Self-Study material - Stochastic Differential Equations
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  • Lecture 2 Stochastic Differential Equations Page
    Lecture 2 Stochastic Differential Equations Lecture 2 Stochastic Differential Equations
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  • Assignment 2 - Stochastic Differential Equations Assignment
    Assignment 2 - Stochastic Differential Equations Assignment 2 - Stochastic Differential Equations
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Analysis of Linear Stochastic Systems

Analysis of Linear Stochastic Systems
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Analysis of Linear Stochastic Systems 1300    
  • Self-study material - Analysis of Linear Stochastic Systems Page
    Self-study material - Analysis of Linear Stochastic Systems Self-study material - Analysis of Linear Stochastic Systems
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  • Lecture - Analysis of Linear Stochastic Systems Page
    Lecture - Analysis of Linear Stochastic Systems Lecture - Analysis of Linear Stochastic Systems
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  • Assignment 3 - Analysis of linear stochastic systems Assignment
    Assignment 3 - Analysis of linear stochastic systems Assignment 3 - Analysis of linear stochastic systems
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Noise Modeling

Noise Modeling
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Noise Modeling 1302    
  • Self-study material-Noise Modeling and a Case Study Page
    Self-study material-Noise Modeling and a Case Study Self-study material-Noise Modeling and a Case Study
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  • Lecture - Noise Modeling Page
    Lecture - Noise Modeling Lecture - Noise Modeling
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  • Assignment 4 - Noise Modeling and Analysis Assignment
    Assignment 4 - Noise Modeling and Analysis Assignment 4 - Noise Modeling and Analysis
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Nonlinear Stochastic Differential Equations

Nonlinear Stochastic Differential Equations
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Nonlinear Stochastic Differential Equations 1305    
  • Self-study material - Nonlinear SDEs Page
    Self-study material - Nonlinear SDEs Self-study material - Nonlinear SDEs
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  • Lecture - Nonlinear SDEs Page
    Lecture - Nonlinear SDEs Lecture - Nonlinear SDEs
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  • Assignment 5 - Nonlinear SDEs Assignment
    Assignment 5 - Nonlinear SDEs Assignment 5 - Nonlinear SDEs
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Filtering and Prediction

Filtering and Prediction
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Filtering and Prediction 1538    
  • Self-Study Material - Filtering and Prediction Page
    Self-Study Material - Filtering and Prediction Self-Study Material - Filtering and Prediction
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  • Lecture - Filtering and Prediction Page
    Lecture - Filtering and Prediction Lecture - Filtering and Prediction
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  • Assignment 6 - Filtering and Prediction Assignment
    Assignment 6 - Filtering and Prediction Assignment 6 - Filtering and Prediction
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Stochastic Optimal Control

Stochastic Optimal Control
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Stochastic Optimal Control 1306    
  • Self-Study Material Page
    Self-Study Material Self-Study Material
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  • Lecture - Optimal Stochastic Control Page
    Lecture - Optimal Stochastic Control Lecture - Optimal Stochastic Control
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  • Assignment 7 - Optimal Stochastic Control Assignment
    Assignment 7 - Optimal Stochastic Control Assignment 7 - Optimal Stochastic Control
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Computer Controlled Systems

Computer Controlled Systems
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Computer Controlled Systems 1625    
  • Lecture - Computer Controlled Systems Page
    Lecture - Computer Controlled Systems Lecture - Computer Controlled Systems
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  • Self-Study Material-3 Page
    Self-Study Material-3 Self-Study Material-3
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  • Assignment 8 - Computer Controlled Systems Assignment
    Assignment 8 - Computer Controlled Systems Assignment 8 - Computer Controlled Systems
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Advanced Topics

Advanced Topics
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Advanced Topics 1308    
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    Lecture - Advanced Topics Lecture - Advanced Topics
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Mini-projects

Mini-projects
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Mini-projects 1904    
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    Mini-Projects Mini-Projects
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minimum score must view must submit must contribute
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