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JAISTサマースクール2015 講義5 Optimal Control for Stochastic Systems
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10 Feb 2017; WISO; "Statistical Inference of Empirical Estimates of Stochastic Programs": Alexan...
In this talk we discuss statistical properties of empirical (sample) estimates of the optimal value and optimal solutions of stochastic programs. Examples include ...
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MIT OpenCourseWare
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Ali Nasir
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Lecture 6 - Stochastic State Estimation (Kalman Filter) : Advanced Control Systems 2
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S K
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nptelhrd
Enlu Zhou: Information Relaxation and Duality in Stochastic Optimal Control
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Mini Courses - SVAN 2016 - MC5 - Class 04 - Stochastic Optimal Control
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Instituto de Matemática Pura e Aplicada
Introduction to Optimization and Optimal Control using the software packages CasADi and ACADO
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Virtual Simulation Lab
Stochastic Control # 9 Dr. S. Meyn: Kalman Filter, Two-Armed Bandit
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Data-Driven Control: Linear System Identification
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The Non-Stochastic Control Problem - Elad Hazan
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Institute for Advanced Study
Optimal Control with Python GEKKO
An optimal control problem has differential equation constraints and is solved with Python GEKKO. The integral objective is minimized at the final time. 11 of 18 ...
APMonitor.com
Solving Simple Stochastic Optimization Problems with Gurobi
The importance of incorporating uncertainty into optimization problems has always been known; however, both the theory and software were not up to the ...
Gurobi Optimization
Optimal Control Solved with Excel and Python GEKKO
A simple benchmark problem is used to demonstrate a dynamic optimization test from a benchmark set of singular optimal control problems.
APMonitor.com
Session 3C - Private Stochastic Convex Optimization: Optimal Rates in Linear Time
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Lorenza Viola - Quantum Control Theory (Part 1) - CSSQI 2012
Lorenza Viola, Professor of Physics and Astronomy at Dartmouth College, gave a lecture on Introduction to Quantum Control for Quantum Information ...
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Peter Imkeller: An introduction to BSDE
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Centre International de Rencontres Mathématiques
Mini Courses - SVAN 2016 - MC3 - Class 06 - Stochastic Convex O. M. In Machine Learning
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Instituto de Matemática Pura e Aplicada
Some aspects of the mean-field stochastic target problem - Boualem Djehiche, KTH, Stockholm
This workshop is kindly sponsored by London Mathematical Society, EPSRC and is part of the Lloyd's Register Foundation programme on Data-centric ...
The Alan Turing Institute
Adaptive Optimal Stochastic Control of Delay Tolerant Networks
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Latent Stochastic Differential Equations for Irregularly-Sampled Time Series - David Duvenaud
Seminar on Theoretical Machine Learning Topic: Latent Stochastic Differential Equations for Irregularly-Sampled Time Series Speaker: David Duvenaud ...
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The statistical foundations of learning to control
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Universitat Pompeu Fabra - Barcelona
Lecture - 25 Automatic Generation Control Continued
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On Gradient-Based Optimization: Accelerated, Stochastic and Nonconvex
Many new theoretical challenges have arisen in the area of gradient-based optimization for large-scale statistical data analysis, driven by the needs of ...
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Reinforcement Learning: Hidden Theory and New Super-Fast Algorithms
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Efficient Algorithms for High Dimensional Robust Learning
We study high-dimensional estimation in a setting where an adversary is allowed to arbitrarily corrupt an $\varepsilon$-fraction of the samples. Such questions ...
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Measuring Sample Quality with Stein's Method
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Mini Courses - SVAN 2016 - MC1 - Class 01 - Scenario Generation And Sampling Methods
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Large-scale stochastic PDE-constrained optimization - Prof. Omar Ghattas
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First lecture of MIT course 6.S091: Deep Reinforcement Learning, introducing the fascinating field of Deep RL. For more lecture videos on deep learning, ...
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