video thumbnail
Pause
Mute
Subtitles
Playback speed
0.25
0.5
0.75
1
1.25
1.5
1.75
2
Full screen

On the relation between Bayesian inference and certain solvable problems of stochastic control

Published on 2008-10-094673 Views

Optimal control for nonlinear stochastic dynamical systems requires thesolution of a nonlinear PDE, the so - called Hamilton Jacobi Bellman equation.Recently, Bert Kappen and Emanuel Todorov have show

Related categories

Presentation