Control of Stochastic Systems : Homework

• Assignment 1 - Due January 27
  Reading: Overview, CTCN Appendix A.1 and Sections 3.1-3.4, Lyapunov functions and performance approximation

• Assignment 2 - Due February 3
  Reading: Finish reading selected sections of CTCN, and the lecture notes, Representation theory & Markov Chains and Stochastic Stability

• Assignment 3 - Due February 17
  Reading: Begin CTCN, Chapter 9

• Assignment 4 - Due March 10
  Reading: CTCN, Sections 9.0-9.5

• Assignment 5 - Due April 21
  Reading: See resources page - handouts on ODE methods and SA.