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MS&E 251. Stochastic Control. 3 Units.

Introduction to stochastic control, with applications taken from a variety of areas including supply-chain optimization, advertising, finance, dynamic resource allocation, caching, and traditional automatic control. Markov decision processes, optimal policy with full state information for finite-horizon case, infinite-horizon discounted, and average stage cost problems. Bellman value function, value iteration, and policy iteration. Approximate dynamic programming. Linear quadratic stochastic control. Formerly EE365. Prerequisites: EE 263, EE 178 or equivalent.
Same as: EE 266

School of Engineering

http://exploredegrees.stanford.edu/schoolofengineering/

...Probability, MS&E 120 Probabilistic Analysis , MS&E...248 , CS 249A , CS 251, CS 254 , CS...

Computer Science

http://exploredegrees.stanford.edu/schoolofengineering/computerscience/

...249A , CS 251, CS 254...A) through (E) requirements above...adviser and MS program administrator...

Health Research and Policy

http://exploredegrees.stanford.edu/schoolofmedicine/healthresearchandpolicy/

...courses; HRP 251 is recommended...undergraduates. The MS entails a...requirements (i.e., minimum grade...