Stochastic Hybrid Systems for Control Learning and Optimization
General Information
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.