随机最优控制的一种有效方法An efficient approach to stochastic optimal control |
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课程网址: | http://videolectures.net/aispds08_kappen_easop/ |
主讲教师: | Bert Kappen |
开课单位: | 奈梅根大学 |
开课时间: | 信息不详。欢迎您在右侧留言补充。 |
课程语种: | 英语 |
中文简介: | 随机最优控制理论是一种计算具有延迟报酬的最优行为的有原则方法。由于计算的难处理性,这种方法在人工智能和机器学习中的应用受到了限制。在这个演讲中,我介绍了一类控制问题,其中的难处理性表现为分区和的计算,就像在统计力学系统中一样。这为研究相变以及将现有的近似方法如BP和变分方法应用于最优控制理论提供了可能性。讲座对控制理论作了温和的介绍,并举例说明了这些新现象。 |
课程简介: | 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. |
关 键 词: | 随机最优控制; 有效方法 |
课程来源: | 视频讲座网 |
最后编审: | 2019-10-30:cwx |
阅读次数: | 42 |