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Stochastic Control and Communication
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Quick Facts
| Medium Of Instructions | Mode Of Learning | Mode Of Delivery |
|---|---|---|
| English | Self Study | Video and Text Based |
Courses and Certificate Fees
| Fees Informations | Certificate Availability | Certificate Providing Authority |
|---|---|---|
| INR 1000 | yes | IIT Bombay |
The fees for Stochastic Control and Communication is :
| Fees type | Amount |
| Exam fees | Rs. 1,000 |
The Syllabus
- Markov decision process, finite horizon problem formulation, examples, principle of optimality, Bellman equation
- Infinite horizon problems, Optimality criteria (average cost, discounted cost), Bellman equation, optimality of Markov policies
- Computing optimal policies, linear programming formulation
- Partially observed Markov decision processes, reduction to the information state
- LQR problem, Kalman filter
- LQG problem, separation principle, optimality of linear policies
- Witsenhausen counterexample. information structure,
- Intrinsic model of stochastic control, LQG static teams, optimality of linear policies
- Variants of the Witsenhausen problem, Bansal Basar problem, optimizer’s approach
- Communication and decentralized control. Canonical communication problems of source coding, channel coding and rate distortion theory
- Shannon’s coding theorems
- Shannon’s coding theorems and optimizer’s approach
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