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Stochastic Control

Implementing optimal control algorithms in mock stochastic environments, following EE365 - Stochastic Control, now turned into EE 266.

Concepts applied:

  • Markov Chains
  • Linear Quadratic Regulator (both discrete & continuous time)
  • Shortest Paths (Bellman-Ford, Dijkstra, A-Star, and Stochastic SP)
  • Model-Predictive Control

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