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Deterministic stochastic optimal control

When 2.00pm on Friday 21st October
Where B617, Leverhulme Library, Columbia House
Presentations  
Speaker Chris Rogers
From University of Cambridge
Abstract This paper approaches optimal control problems for discrete-time controlled Markov processes by representing > the value of the problem in a dual Lagrangian form. This representation opens up the possibility of numerical methods  based on Monte Carlo simulation which may be advantageous in high-dimensional problems, or in problems with complicated constraints.
For further information Ulla Jakobsen (Administrative Assistant) Ext. 6879
Department of Statistics, Columbia House
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