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Seminar on Probability and Statistics
Seminar information archive ～04/19｜Next seminar｜Future seminars 04/20～
| Organizer(s) | Nakahiro Yoshida, Teppei Ogihara, Yuta Koike |
|---|
2021/09/15
14:30-16:00 Room # (Graduate School of Math. Sci. Bldg.)
Anup Biswas (Indian Institute of Science Education and Research (IISER), Pune)
Ergodic risk-sensitive control: history, new results and open problems
https://docs.google.com/forms/d/e/1FAIpQLSe-136jVBQwRDg3rgEGpgVtH2d4chXCvQuvnk_gE2fZqMGwBw/viewform
Anup Biswas (Indian Institute of Science Education and Research (IISER), Pune)
Ergodic risk-sensitive control: history, new results and open problems
[ Abstract ]
Asia-Pacific Seminar in Probability and Statistics (APSPS)
https://sites.google.com/view/apsps/home
Risk-sensitive control became popular because of the robustness it provides to the optimal control. Its connection to the theory of large deviation also made it a natural candidate of mathematical interest. In this talk, we shall give an overview of the history of risk-sensitive control problems and some of its applications. We shall then (informally) discuss the ways of tackling this problem and the main questions of interest. At the end, we shall see some important open problems.
[ Reference URL ]Asia-Pacific Seminar in Probability and Statistics (APSPS)
https://sites.google.com/view/apsps/home
Risk-sensitive control became popular because of the robustness it provides to the optimal control. Its connection to the theory of large deviation also made it a natural candidate of mathematical interest. In this talk, we shall give an overview of the history of risk-sensitive control problems and some of its applications. We shall then (informally) discuss the ways of tackling this problem and the main questions of interest. At the end, we shall see some important open problems.
https://docs.google.com/forms/d/e/1FAIpQLSe-136jVBQwRDg3rgEGpgVtH2d4chXCvQuvnk_gE2fZqMGwBw/viewform
