Stochastic Hybrid Systems for Control Learning and Optimization

General Information

ECE285: Stochastic Hybrid Systems for Control, Learning, and Optimization

Term: Winter 2025

Time: Tuesdays/Thursdays, 3:30 pm - 4:50 pm. 

Location:  CENTR 217B

This graduate-level course provides an introduction to the analysis and synthesis of stochastic dynamical systems that incorporate continuous-time dynamics and discrete-time dynamics, with applications to control, optimization, and learning.

Topics: Well-posed mathematical models, stochastic hybrid arcs, causality, stability notions (mean-square, in probability, in distribution, etc), Lyapunov-based stability conditions, robustness and its implications, multi-time scale techniques, algorithmic design for optimization, control, and learning.