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3
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50019
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Lecture
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RS
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3:30PM
-4:50PM
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TR
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3025 Campus Instructional Facility
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Sreenivas, R
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- Availability:
- Open (Restricted)
- Part of Term:
- 1
- Date Range:
- 08/24/26-12/09/26
- Credit:
- 4 hours
- Section Title:
- Quantum Computing for ISE
- Section Info:
- Course prerequisites: IE 410 or equivalent course on Stochastic Processes, IE 411 or equivalent course on Math Programming. Course description: This course introduces the mathematical foundations and practical applications of quantum computing. Students will develop a rigorous understanding of quantum mechanics as it applies to computation, and will explore both current quantum hardware and leading quantum algorithms relevant to optimization and machine learning— two domains of central importance in ISE. No prior background in quantum mechanics is assumed. The course is self-contained and designed to equip ISE students with the conceptual and computational tools needed to engage with. quantum approaches to complex engineering problems.
- Restriction(s):
-
Restricted to Graduate - Urbana-Champaign.
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3
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79961
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Lecture-Discussion
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SC
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9:00AM
-11:50AM
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S
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Location Pending
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Prasad, I
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- Availability:
- Open (Restricted)
- Part of Term:
- B
- Date Range:
- 10/19/26-12/09/26
- Credit:
- 2 hours
- Section Title:
- Structured Credit II
- Section Info:
- Asset-backed financing is important to understand because it illustrates a fundamental aspect of how financial markets and lending work in the economy. By securitizing assets like mortgages, auto loans, or student loans, financial institutions can create investment opportunities that provide liquidity and lower borrowing costs for borrowers. This process not only facilitates access to funds for individuals and businesses but also spreads risk across a wider pool of investors. Grasping the concept of asset-backed financing helps students understand the mechanisms behind loans and fixed income investments, highlighting how diverse financial instruments can be used to allocate capital efficiently and support economic growth. We will especially focus on the mortgage-backed securities market, loan performance analytics and investment thesis considered by professionals. The course introduces aspects of the mortgage and MBS markets, prepayment and default modeling, structuring of RMBS bonds, and more.
- Restriction(s):
-
Restricted to Graduate - Urbana-Champaign.
Restricted to Financial Engineering major(s).
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3
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60476
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Lecture-Discussion
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YYL
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2:00PM
-3:20PM
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TR
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1024 Lincoln Hall
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Li, Y
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- Availability:
- Open (Restricted)
- Part of Term:
- 1
- Date Range:
- 08/24/26-12/09/26
- Credit:
- 4 hours
- Section Title:
- RL & Learning-based Control
- Section Info:
- Course description: This course introduces algorithms for reinforcement learning (RL) and learning-based control. The first part of the course (approximately one third of the term) covers foundational topics, including Markov decision processes and their connections to stochastic control, dynamic programming, rollout algorithms and model predictive control, partially observable MDPs and output-feedback control, multi-armed bandits, policy evaluation and policy gradient methods in RL and control. The remainder of the course addresses advanced topics such as function approximations and deep RL, model-based RL and statistical system identification, contextual bandits and contextual RL, online nonstationary RL and control, Monte Carlo Tree Search, imitation learning, reinforcement learning with human feedback (RLHF), safe RL and constrained learning-based control, meta-RL and switching control, and connections to large language models. Coverage of the advanced topics may vary depending on time availability. The course emphasizes algorithm design, basic theoretical guarantees and key proof ideas, with concepts illustrated through small- to mid-scale simulations. Prerequisite: MATH 257, MATH 415, or equivalent course on linear algebra and MATH 362, MATH 461, or equivalent course on probability. Previous knowledge of random processes, machine learning, and/or control systems is strongly recommended.
- Restriction(s):
-
Restricted to Graduate - Urbana-Champaign.
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