Control theory | Stochastic control | Stochastic processes

Stochastic control

Stochastic control or stochastic optimal control is a sub field of control theory that deals with the existence of uncertainty either in observations or in the noise that drives the evolution of the system. The system designer assumes, in a Bayesian probability-driven fashion, that random noise with known probability distribution affects the evolution and observation of the state variables. Stochastic control aims to design the time path of the controlled variables that performs the desired control task with minimum cost, somehow defined, despite the presence of this noise. The context may be either discrete time or continuous time. (Wikipedia).

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Basic stochastic simulation b: Stochastic simulation algorithm

(C) 2012-2013 David Liao (lookatphysics.com) CC-BY-SA Specify system Determine duration until next event Exponentially distributed waiting times Determine what kind of reaction next event will be For more information, please search the internet for "stochastic simulation algorithm" or "kin

From playlist Probability, statistics, and stochastic processes

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What Is Feedforward Control? | Control Systems in Practice

A control system has two main goals: get the system to track a setpoint, and reject disturbances. Feedback control is pretty powerful for this, but this video shows how feedforward control can make achieving those goals easier. Temperature Control in a Heat Exchange Example: http://bit.ly

From playlist Control Systems in Practice

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Everything You Need to Know About Control Theory

Control theory is a mathematical framework that gives us the tools to develop autonomous systems. Walk through all the different aspects of control theory that you need to know. Some of the concepts that are covered include: - The difference between open-loop and closed-loop control - How

From playlist Control Systems in Practice

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"Data-Driven Optimization in Pricing and Revenue Management" by Arnoud den Boer - Lecture 1

In this course we will study data-driven decision problems: optimization problems for which the relation between decision and outcome is unknown upfront, and thus has to be learned on-the-fly from accumulating data. This type of problems has an intrinsic tension between statistical goals a

From playlist Thematic Program on Stochastic Modeling: A Focus on Pricing & Revenue Management​

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Fuzzy control of inverted pendulum

Fuzzy control of inverted pendulum, State-feedback controller is designed based on T-S fuzzy model with the consideration of system stability and performance.

From playlist Demonstrations

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Stochastic Normalizing Flows

Introduction to the paper https://arxiv.org/abs/2002.06707

From playlist Research

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What Is Gain Scheduling? | Control Systems in Practice

Often, the best control system is the simplest. When the system you’re trying to control is highly nonlinear, this can lead to very complex controllers. This video continues our discussion on control systems in practice by talking about a simple form of nonlinear control: gain scheduling.

From playlist Control Systems in Practice

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Mini Batch Gradient Descent | Deep Learning | with Stochastic Gradient Descent

Mini Batch Gradient Descent is an algorithm that helps to speed up learning while dealing with a large dataset. Instead of updating the weight parameters after assessing the entire dataset, Mini Batch Gradient Descent updates weight parameters after assessing the small batch of the datase

From playlist Optimizers in Machine Learning

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Understanding Control Systems, Part 2: Feedback Control Systems

Explore introductory examples to learn about the basics of feedback control (closed-loop control) systems. Learn how feedback control is used to automate processes and discover how it deals with system variations and unexpected environmental changes. The examples utilize everyday applian

From playlist Understanding Control Systems

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Duality between estimation and control - Sanjoy Mitter

PROGRAM: Data Assimilation Research Program Venue: Centre for Applicable Mathematics-TIFR and Indian Institute of Science Dates: 04 - 23 July, 2011 DESCRIPTION: Data assimilation (DA) is a powerful and versatile method for combining observational data of a system with its dynamical mod

From playlist Data Assimilation Research Program

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Yuansi Chen: Recent progress on the KLS conjecture

Kannan, Lovász and Simonovits (KLS) conjectured in 1995 that the Cheeger isoperimetric coefficient of any log-concave density is achieved by half-spaces up to a universal constant factor. This conjecture also implies other important conjectures such as Bourgain’s slicing conjecture (1986)

From playlist Workshop: High dimensional measures: geometric and probabilistic aspects

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Some solvable Stochastic Control Problems

At the 2013 SIAM Annual Meeting, Tyrone Duncan of the University of Kansas described stochastic control problems for continuous time systems where optimal controls and optimal costs can be explicitly determined by a direct method. The applicability of this method is demonstrated by example

From playlist Complete lectures and talks: slides and audio

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Lecture 16 | MIT 6.832 Underactuated Robotics, Spring 2009

Lecture 16: Introducing stochastic optimal control Instructor: Russell Tedrake See the complete course at: http://ocw.mit.edu/6-832s09 License: Creative Commons BY-NC-SA More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu

From playlist MIT 6.832 Underactuated Robotics, Spring 2009

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Benjamin Gess: "Large deviations for conservative, stochastic PDE and non-equilibrium fluctuations"

High Dimensional Hamilton-Jacobi PDEs 2020 Workshop IV: Stochastic Analysis Related to Hamilton-Jacobi PDEs "Large deviations for conservative, stochastic PDE and non-equilibrium fluctuations" Benjamin Gess - Universität Leipzig Abstract: Macroscopic fluctuation theory provides a general

From playlist High Dimensional Hamilton-Jacobi PDEs 2020

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64 Sritharan - Stochastic Navier-Stokes equations - solvability & control

PROGRAM NAME :WINTER SCHOOL ON STOCHASTIC ANALYSIS AND CONTROL OF FLUID FLOW DATES Monday 03 Dec, 2012 - Thursday 20 Dec, 2012 VENUE School of Mathematics, Indian Institute of Science Education and Research, Thiruvananthapuram Stochastic analysis and control of fluid flow problems have

From playlist Winter School on Stochastic Analysis and Control of Fluid Flow

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29 Sritharan - Stochastic Navier-Stokes equations - solvability & control

PROGRAM NAME :WINTER SCHOOL ON STOCHASTIC ANALYSIS AND CONTROL OF FLUID FLOW DATES Monday 03 Dec, 2012 - Thursday 20 Dec, 2012 VENUE School of Mathematics, Indian Institute of Science Education and Research, Thiruvananthapuram Stochastic analysis and control of fluid flow problems have

From playlist Winter School on Stochastic Analysis and Control of Fluid Flow

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13 Nandakumaran - An Introduction to deterministic optimal control and controllability

PROGRAM NAME :WINTER SCHOOL ON STOCHASTIC ANALYSIS AND CONTROL OF FLUID FLOW DATES Monday 03 Dec, 2012 - Thursday 20 Dec, 2012 VENUE School of Mathematics, Indian Institute of Science Education and Research, Thiruvananthapuram Stochastic analysis and control of fluid flow problems have

From playlist Winter School on Stochastic Analysis and Control of Fluid Flow

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14 Nandakumaran - An Introduction to deterministic optimal control and controllability

PROGRAM NAME :WINTER SCHOOL ON STOCHASTIC ANALYSIS AND CONTROL OF FLUID FLOW DATES Monday 03 Dec, 2012 - Thursday 20 Dec, 2012 VENUE School of Mathematics, Indian Institute of Science Education and Research, Thiruvananthapuram Stochastic analysis and control of fluid flow problems have

From playlist Winter School on Stochastic Analysis and Control of Fluid Flow

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What Is PID Control? | Understanding PID Control, Part 1

Chances are you’ve interacted with something that uses a form of this control law, even if you weren’t aware of it. That’s why it is worth learning a bit more about what this control law is, and how it helps. PID is just one form of feedback controller. It is the simplest type of contro

From playlist Understanding PID Control

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8 Nandakumaran - An Introduction to deterministic optimal control and controllability

PROGRAM NAME :WINTER SCHOOL ON STOCHASTIC ANALYSIS AND CONTROL OF FLUID FLOW DATES Monday 03 Dec, 2012 - Thursday 20 Dec, 2012 VENUE School of Mathematics, Indian Institute of Science Education and Research, Thiruvananthapuram Stochastic analysis and control of fluid flow problems have

From playlist Winter School on Stochastic Analysis and Control of Fluid Flow

Related pages

Stochastic matrix | Stochastic scheduling | Black–Scholes model | Control theory | Expected value | Merton's portfolio problem | Bellman equation | Asset allocation | Optimal control | Bayesian probability | Multiplier uncertainty | Itô's lemma | Stochastic process | Witsenhausen's counterexample