Electrical Engineering

Indian Institute of Technology Bombay

EE 736 – Introduction to Stochastic Optimization

EE 736 – Introduction to Stochastic Optimization

EE 736 – Introduction to Stochastic Optimization

EE 736 – Introduction to Stochastic Optimization

Pre-requisites: EE 325 or EE 601 or an equivalent basic course on probability and random processes; Review of probability theory, Stochastic approximation algorithms: stability and convergence, asynchronous implementations, two-time scale schemes, examples from electrical engineering, Markov chain Monte Carlo: variance reduction, simulated annealing, Markov decision processes: stochastic dynamic programming, computational schemes, state and parameter estimation, control under partial observations, adaptive control, learning algorithms.

Latest Semester

2021-Spring

Programs

PG

Latest Instructor

Substitutions

Not Applicable

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EE and CoEQUICST Colloquium on 17/11/2023
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EE 736 – Introduction to Stochastic Optimization

Latest Semester

2021-Spring

Programs

PG

Latest Instructor

Substitutions

Not Applicable

EE 736 – Introduction to Stochastic Optimization

Latest Semester

2021-Spring

Programs

PG

Latest Instructor

Substitutions

Not Applicable

IIT Bombay was established in the year 1957 and the department of Electrical Engineering (EE) has been one of its major departments since its inception.

Contact Us

IIT Bombay was established in the year 1957 and the department of Electrical Engineering (EE) has been one of its major departments since its inception.

Contact Us

IIT Bombay was established in the year 1957 and the department of Electrical Engineering (EE) has been one of its major departments since its inception.

Contact Us

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About | IITBEducation | Research | Site Map | Feedback | RTI | Contact Us

© , IITB. All rights reserved.

About | IITBEducation | Research | Site Map | Feedback | RTI | Contact Us

© 2023, IITB. All rights reserved.