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The statistical physics of optimal control theory
Published on 2012-10-167501 Views
In this introductory talk, I will present my personal perspective on how stochastic control theory is related to quantum mechanics, statistical inference, statistical physics and large deviation theo
Presentation
The statistical physics of optimal control theory00:00
The statistical physics of control and inference (1)19:07:39
The statistical physics of control and inference (2)25:21:54
The statistical physics of control and inference (3)37:34:14
The statistical physics of control and inference (4)41:01:47
The statistical physics of control and inference (5)46:56:41
The statistical physics of control and inference (6)48:51:55
Outline (1)53:09:21
Outline (2)61:05:56
Outline (3)67:52:03
Control and Quantum Mechanics (1)74:47:45
Pontryagin minimum principle96:11:24
Control and Quantum Mechanics (2)133:10:51
Control and Quantum Mechanics (3)141:29:25
QM as control of distributions (1)144:24:08
QM as control of distributions (2)154:03:18
Stochastic interpretation163:21:55
Control and Quantum Mechanics (4)183:42:39
Control and Quantum Mechanics (5)200:50:00
Outline (3)208:59:24
Link between inference and statistical physics (1)211:18:44
Link between inference and statistical physics (2)212:10:46
Link between inference and statistical physics (3)212:32:34
Link between inference and statistical physics (4)212:54:26
Link between control and inference213:22:30
Path integral control theory (1)274:55:01
Path integral control theory (2)297:13:02
Feynman-Kac formula317:50:46
Posterior distribution over optimal trajectories343:21:50
Recap376:10:19
Delayed choice417:25:10
Estimating optimal control by sampling440:21:19
Importance sampling (1)464:06:08
Importance sampling (2)478:08:03
How to control a device? (1)487:35:15
How to control a device? (2)513:34:38
Acrobot516:15:50
Outline (3)529:29:24
Link between control theory and large deviations (1)533:31:49
Link between control theory and large deviations (2)548:23:36
Link between control theory and large deviations (3)572:46:41
Link between control theory and large deviations (4)605:07:18
Link between control theory and large deviations (5)660:48:16
KL control theory (1)678:04:17
KL control theory (2)690:27:05
KL control theory (3)709:13:49
KL control theory (4)720:49:07
Link to continuous path integral formulation732:36:54
Average cost KL control (Todorov 2006)744:38:19
Detailed balance770:40:30
Particle in a box788:27:21
KL-learning [Bierkens, Kappen 2012]789:52:38
Numerical experiment803:39:31
Summary and discussion (1)814:28:16
Summary and discussion (2)819:10:03
Summary and discussion (3)828:29:24
Summary and discussion (4)832:24:40
Summary and discussion (5)839:47:11
Further reading843:38:14
Some open questions (1)847:10:02
Some open questions (2)859:09:43
The statistical physics of control and inference (1)867:35:04
The statistical physics of control and inference (2)873:53:29
The statistical physics of control and inference (3)877:14:42
The statistical physics of control and inference (4)879:38:48
The statistical physics of control and inference (5)882:09:24
The statistical physics of control and inference (6)884:11:15