MTHE 472 Optimization and Control of Stochastic Systems
This course concerns the optimization, control, and stabilization of dynamical systems under probabilistic uncertainty with applications in engineering systems and applied mathematics. Topics include: controlled and control-free Markov chains and stochastic stability; martingale methods for stability and stochastic learning; dynamic programming and optimal control for finite horizons, infinite horizons, and average cost problems; partially observed models, non-linear filtering and Kalman Filtering; linear programming and numerical methods; reinforcement learning and stochastic approximation methods; decentralized stochastic control, and continuous-time stochastic control.
(Lec: 3, Lab: 0, Tut: 0.5)
Mathematics and Engineering, B.A.Sc. (Class of 2025)
M6 students must choose 4 technical electives: a minimum of one (1) technical elective must be taken from MTHE 430/433/472/474/477; and the remaining from List I or II, at least two of which must be taken from List II, subject to the requirement that the elective selection satisfies the following two criteria:
Mathematics and Statistics
https://www.queensu.ca/academic-calendar/graduate-studies/programs-study/mathematics-statistics/
...MTHE 472.) Three term -hours, fall or winter; lectures. (3.0 credit units) EXCLUSION: MTHE...
Mathematics and Statistics (MATH)
https://www.queensu.ca/academic-calendar/graduate-studies/courses-instruction/math/
...MTHE 472.) Three term -hours, fall or winter; lectures. (3.0 credit units) EXCLUSION: MTHE...
Mathematics and Engineering, B.A.Sc. (Class of 2024)
...technical elective must be taken from MTHE 430/433/472/474/477; and the remaining...
Mathematics and Engineering, B.A.Sc. (Class of 2026)
...technical elective must be taken from MTHE 430/433/472/474/477; and the remaining...
Mathematics and Engineering, B.A.Sc. (Class of 2027)
...technical elective must be taken from MTHE 430/433/472/474/477; and the remaining...
Concurrent Education Degree Requirements
https://www.queensu.ca/academic-calendar/education/concurrent-education-program/degree-requirements/
...272, PSYC 471 , PSYC 472, PSYC 473 , PSYC...100 level and above, MTHE 225 /3.0...
(CHE1) Chemical Engineering - Chemical Process Engineering Sub-Plan, B.A.Sc. (Class of 2026)
...only students will take MTHE 227 in the...been replaced with CHEE 472 (F) and CHEE...