EEE 546 Control and optimization of stochastic systems

Instructor:  Serdar Yuksel

Homework Assignments and Solutions
- Assignment 1    Due on June 10th   

- Assignment 2    Due on June 17th   

- Assignment 3     Due on June 23rd (beginning of class)  

- Assignment 4     Due on July 21st (Thursday)  


- [Course Syllabus]

- [Supplemental Lecture Notes]: The coverage of these notes is more formal
than what we will be studying in this course.

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]

All lectures will take place in room EE 412.
The midterm will take place on June 24th from 15:40 to 17:30 in room EE 412.
Office Hours: Thursdays 10:40-11:30 in room EE 205.

Project Groups and Presentations: The presentations will take place on Thursday (July 21st) and Friday (July 22nd). Each presentation should be limited to 20 minutes.

Eralp: Optimality of myopic sensing policies in multi-channel access
Meysam: Robust stochastic control
Dilan: H_infinity Control with uncertainity
Yunus and Semih: Learning in games
Muhammet Serhat:?

Mustafa: Stochastic optimal control and estimation methods
Berk, Kürşad ve Süleyman: Particle filters for state estimation of jump Markov linear systems
Goksu and Yasemin:Optimal strategies for communication with an energy harvesting sensor
İbrahim, Furkan and Kübra: Least squares methods and the Kalman filter
Mustafa Oguz: Sample path average optimal control

Project reports should be submitted by Friday July 22nd, at 11am. The reports should not be longer than 8 pages; roughly one third of the report should be on the problem formulation, background information/literature review; one third on the main results of the paper at hand; and one third (or a little less) should be on your critique of the paper/algorithm. Some sample reports are included below.
An Incomplete List of Possible Project Topics and Publications

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