Course syllabus
Stochastic Control Theory 2019 (7.5 credits)
PhD course given at the Department of Automatic Control
Lecturers: Karl Johan Åström and Bo Bernhardsson
The course starts with the first lecture on Wednesday April 24 10.15-12.00 (control seminar room, M:2112B). For questions contact bo.bernhardsson@control.lth.se or kja@control.lth.se
You will find lecture slides, assignments and extra material on this site in the future.
Examination:
- Handin assignments
- Mini project (about 1 week)
Course summary:
| Date | Details | Due |
|---|---|---|
| Wed, 22 May 2019 | Assignment Assignment 1 - Stochastic Processes | due by 23:59 |
| Assignment Assignment 2 - Stochastic Differential Equations | due by 23:59 | |
| Assignment Assignment 3 - Analysis of linear stochastic systems | due by 23:59 | |
| Wed, 29 May 2019 | Assignment Assignment 4 - Noise Modeling and Analysis | due by 23:59 |
| Tue, 4 Jun 2019 | Assignment Assignment 5 - Nonlinear SDEs | due by 23:59 |
| Assignment Assignment 6 - Filtering and Prediction | due by 23:59 | |
| Tue, 11 Jun 2019 | Assignment Assignment 7 - Optimal Stochastic Control | due by 23:59 |
| Thu, 13 Jun 2019 | Assignment Assignment 8 - Computer Controlled Systems | due by 23:59 |
| Assignment Mini-Projects |