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Institute of Stochastics

Secretariat
Kollegiengebäude Mathematik (20.30)
Room 2.056 und 2.002

Address
Karlsruher Institut für Technologie
Institut für Stochastik

Englerstr. 2
D-76131 Karlsruhe

Postadresse:
D-76128 Karlsruhe

Office hours:
Mo-Fr 10:00 - 12:00

Tel.: +49 721 608 43270/43265

Fax.: +49 721 608 46066

Steuerung Stochastischer Prozesse (Summer Semester 2009)

Lecturer: Prof. Dr. Nicole Bäuerle
Classes: Lecture (1594), Problem class (1595)
Weekly hours: 4+2
Audience: Mathematics (from 7. semester)

The theory of optimal control of stochastic processes in discrete and continuous time will be presented. A number of examples highlights the application.


Schedule
Lecture: Wednesday 9:45-11:15 Seminarraum 33
Thursday 8:00-9:30 Seminarraum 33
Problem class: Friday 14:00-15:30 Seminarraum 33
Lecturers
Lecturer, Problem classes Prof. Dr. Nicole Bäuerle
Office hours: by appointment
Room 2.016 Kollegiengebäude Mathematik (20.30)
Email: nicole.baeuerle@kit.edu
Problem classes Dipl.-Math. oec. Dominik Joos
Office hours:
Room Allianz-Gebäude (05.20)
Email: joos@kit.edu