This course will present the issue of control systems in an uncertain, random environment. It will present key techniques for leveraging the control paradigm in the face of stochasticity. Stochastic search algorithms are an important class of search techniques. They are also very useful in application domains where one needs to take multiple objectives (e.g., performance, weight, cost) into account when optimizing. The topics of the course draw from probability theory, statistics, electrical engineering, computer engineering, stochastic local search, evolutionary computation, machine learning, combinatorial optimization, and artificial intelligence.
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CPEN 736