Mathematics, Physics & Machine Learning Seminar   RSS

Hilbert Johan Kappen 28/05/2020, 17:30 — 18:30 — Online
, Donder Institute, Radboud University Nijmegen, the Netherlands

Path integral control theory

Stochastic optimal control theory deals with the problem to compute an optimal set of actions to attain some future goal. Examples are found in many contexts such as motor control tasks for robotics, planning and scheduling tasks or managing a financial portfolio. The computation of the optimal control is typically very difficult due to the size of the state space and the stochastic nature of the problem. Special cases for which the computation is tractable are linear dynamical systems with quadratic cost and deterministic control problems. For a special class of non-linear stochastic control problems, the solution can be mapped onto a statistical inference problem. For these so-called path integral control problems the optimal cost-to-go solution of the Bellman equation is given by the minimum of a free energy. I will give a high level introduction to the underlying theory and illustrate with some examples from robotics and other areas.

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Slides of the talk

The IST seminar series Mathematics, Physics & Machine Learning aims at bringing together mathematicians and physicists interested in machine learning (ML) with  ML and AI experts interested in mathematics and physics, with the goals of introducing innovative mathematics and physics-inspired techniques in ML and, reciprocally, applying ML to problems in mathematics and physics.

Organizers: Cláudia Nunes (DM and CEMAT), Cláudia Soares (DEEC and ISR), Francisco Melo (DEI and INESC-ID), João Seixas (DF and CEFEMA), João Xavier (DEEC and ISR), José Mourão (DM and CAMGSD), Mário Figueiredo (DEEC and IT), Pedro Alexandre Santos (DM and INESC-ID)  and Yasser Omar (DM and IT).
Zoom password: distributed with email announcements or send an email to the organizers asking for it.