Graduate School of Science and Engineering

Back to List

MAT500X4(数学 / Mathematics 500)
Stochastic Process 2

Kazuhiro YASUDA

Class code etc
Faculty/Graduate school Graduate School of Science and Engineering
Attached documents
Year 2023
Class code YC503
Previous Class code
Previous Class title
Term 秋学期授業/Fall
Day/Period 水2/Wed.2
Class Type
Campus 小金井
Classroom name 各学部・研究科等の時間割等で確認
Grade
Credit(s) 2
Notes
Class taught by instructors with practical experience
Category システム理工学専攻

Show all

Hide All

Outline (in English)

【Course outline】
The purpose of this course is to learn stochastic control theory and numerical methods for stochastic processes.
【Learning Objectives】
The goals of this course are to understand fundamental parts of stochastic control theory and numerical method for stochastic processes.
【Learning activities outside of classroom】
Students will be expected to read the relevant chapter(s) from references before each class meeting.
Students will be expected to review the lecture note. Also students will be expected to solve some problems from references and write programming codes for simulation after each class meeting.
Your study time will be more than four hours for a class.
【Grading Criteria /Policy】
Final grade will be calculated according to the following process reports (60%) and in-class contribution (40%). If number of absence is more than or equal to 4, your grade is automatically D.

Default language used in class

その他言語 / Other