Instructor: Serdar
Yüksel
| Homework
Assignments and Solutions - [Assignment 1] Due on Sept. 26th - [Solutions to Assignment 1] - [Assignment 2] Due on Oct. 12th - [Solutions to Assignment 2] - [Assignment 3] Due on Oct. 21st - [Solutions to Assignment 3] - [Assignment 4] Due on Oct. 28th - [Solutions to Assignment 4] - [Assignment 5] Due on Nov. 21st - [Solutions to Assignment 5] - [Assignment 6] Due on Dec. 5th - [Solutions to Assignment 6] |
Handouts - [Course Syllabus] - [Lecture Notes] (Please check the date on the first page for updates in the document) - Lecture Notes are not meant to replace course notes as they only summarize the discussions in class. They should be used as a review guide for a systematic study of the topics. - [Instructor's Lecture Notes on Control of Stochastic Systems] (The discussions on Markov Chains and Martingales will build on these notes). - Recommended Text: P. Billingsley "Probability and Measure", 1995. - [S. Meyn and R. Tweedie's Book on "Stochastic Stability and Markov Chains"] - [Bruce Hajek's Notes: "An Exploration of Random Processes for Engineers"] - [Robert Gray's Notes: "Probability, Random Processes, and Ergodic Properties"] - [Probability Theory Notes by C. Shalizi and A. Kontorovich] |
| Announcements: Lectures and tutorials will take place in Room 110 (not 115). No class on October 24th and 26th. The midterm will take place on October 31st, at 6pm, in room 422. There will be a review session at 4:30 on Sunday before the midterm. There will also be additional office hours on Monday from 9am to 10:30am. There is no tutorial session on Monday. There is an additional office hour on Sunday at 4:30, Nov. 20th, in room 422. |