Control of Stochastic Systems

Instructor:  Serdar Yuksel

Homework Assignments and Solutions
- [Assignment 1]        Due on Jan. 30th
- [Solutions 1]

- [Assignment 2]        Due on Feb. 28th
- [Solutions 2]

- [Assignment 3]        Due on March 8th, before noon.
- [Solutions 3]

- [Assignment 4]        Due on April 10th.
- [Solutions 4]

- [Course Syllabus]

- [Supplemental Lecture Notes]

Further Resources:
- [Bruce Hajek: "An Exploration of Random Processes for Engineers"]
- [S. Meyn: Control Techniques for Complex Networks]
- [S. Meyn and R. Tweedie: "Stochastic Stability and Markov Chains"]
- [A Survey Paper on Average Cost Optimal Control]

The presentations will take place on April 8th from 9am to 12:30 in Jeff 234.
Presentation Schedule:
9:00- Sina
9:16- Alireza
9:32- Ali
Amy, Daniel and Raner
10:04- Ramiz
10:36- A short break
11:11- Julie, Julie, Sam and Sara
Dylan and Nick
Curtis, Graeme, James and Michael
11:59- Greg, Ian, Kerem and Mark
12:15- Marwan
12:31- End

- The project reports are due on April 20th. These should be less than 8 pages (reasonable font) and roughly contain the following: 1/3 of the report should focus on the problem description, known results and a literature review sufficient enough to reflect your knowledge of the field;1/3 of the report on the paper's main contributions and results; you do not need to give details of the proofs; and 1/3 of the report should be on your review and critique of the paper.

- The midterm will take place on March 9th at 6:30pm-8:30pm in Jeffery 234.
- Midterm Results:
Undergrads: Average 69, max 98 (15 points bonus added); Grads: Average 76, max 97 (10 points bonus added).
An Incomplete List of Possible Project Topics and Publications

Some sample reports from previous semesters: Andrew Brennan, Jeff Calder, Naci Saldi, Ben Wallace, M. Ebeling-Rump, M. Kao, Z. Hervieux-Moore