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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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