An efficient approach to stochastic optimal control
author: Bert Kappen,
Department of Medical Physics and Biophysics, Radboud University Nijmegen
published: Aug. 5, 2008, recorded: May 2008, views: 11804
published: Aug. 5, 2008, recorded: May 2008, views: 11804
Slides
Related content
Report a problem or upload files
If you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Description
Stochastic optimal control theory is a principled approach to compute optimal actions with delayed rewards. The use of this approach in AI and machine learning has been limited due to the computational intractabilities. In this talk, I introduce a class of control problems where the intractabilities appear as the computation of a partition sum, as in a statistical mechanical system. This opens the possibility to study phase transitions and to apply exisiting approximation methods such as BP and the variational method to optimal control theory. The talk gives a gentle introduction into control theory and illustrates these new phenomena with a number of examples.
Link this page
Would you like to put a link to this lecture on your homepage?Go ahead! Copy the HTML snippet !
Write your own review or comment: