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UID:www.tcs.tifr.res.in/event/822
DTSTAMP:20230914T125939Z
SUMMARY:Optimal Control and the Hamilton-Jacobi-Bellman PDE
DESCRIPTION:Speaker: Anand Deo\n\nAbstract: \nThe notion of control can be 
 thought of as the process of selection of a policy to influence the dynami
 cs of a system in order to achieve a desired objective. If the objective i
 s to maximize (or minimize) a known payoff function which depends on the s
 tate of the system\, by selection of an appropriate policy\, the process i
 s called optimal control.  In this talk\, we will describe a precise math
 ematical formulation for the problem of deterministic optimal control. Und
 er a mild set of conditions\, we show that the optimal payoff solves a non
 -linear partial differential equation (PDE)\, describe a method to solve t
 his PDE\, and obtain a characterization of the optimal control policy as a
  result. To conclude\, we give examples of some optimal control problems. 
 Optimal control  problems have a wide range of applications in engineerin
 g\, inventory theory\, economics and classical mechanics. Only a basic bac
 kground in calculus will be assumed for this talk.\n
URL:https://www.tcs.tifr.res.in/web/events/822
DTSTART;TZID=Asia/Kolkata:20171103T171500
DTEND;TZID=Asia/Kolkata:20171103T181500
LOCATION:A-201 (STCS Seminar Room)
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