图 书 馆
贝叶斯推理与随机控制某些可解问题的关系On the relation between Bayesian inference and certain solvable problems of stochastic control |
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| 课程网址: | http://videolectures.net/bark08_opper_otrbbi/ |
| 主讲教师: | Manfred Opper |
| 开课单位: | 柏林工业大学 |
| 开课时间: | 2008-10-09 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | Optimal control for nonlinear stochastic dynamical systems requires thesolution of a nonlinear PDE, the so - called Hamilton Jacobi Bellman equation.Recently, Bert Kappen and Emanuel Todorov have shown that for certain types of cost functions, this equationcan be transformed to a linear problem which is mathematically related to a Bayesian estimation problem. This has led to novel efficient algorithms for optimal control of such systems. I will show a simple proof for this surprising result and discuss some possible implications. |
| 关 键 词: | 非线性随机动力系统; 偏微分方程; 成本函数; 贝叶斯估计 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2021-01-31：nkq |
| 阅读次数: | 57 |