ECE 555: Control of Stochastic Systems (Spring 2019)

Maxim Raginsky (maxim at illinois dot edu)

About this course
Regular weekly schedule
Academic integrity policies


May 1
April 23
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April 9
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March 12
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February 26
February 18
February 12
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January 22

About this course

What is this?
ECE 555: Control of Stochastic Systems is a graduate-level introduction to the mathematics of stochastic control. The topics include controlled Markov processes, both in discrete and in continuous time, dynamic programming, complete and partial observations, linear and nonlinear filtering, and approximate dynamic programming.
The core material will come from lectures. Here is a partial list of books and lecture notes I find useful:
Grades will be based on scribe notes (10%), regular written homeworks (40%), in-class midterm (20%), and a final exam (30%).

Regular weekly schedule

Tue Thu 3:30–4:50pm, 2017 ECE Building
Office hours:
instructor Thu 2:00-3:00pm, 162 CSL
Assigned on Thursdays, due by the end of the day on the due date. All homework must be typeset in LaTeX and uploaded to Compass (see coursework info).
Under normal circumstances, graded homework should be returned within 10 days of submission.