Information and Entropy Flow in Stochastic Control

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• Professor Sanjoy Mitter, MIT
• Friday 07 October 2016, 14:00-15:00
• Cambridge University Engineering Department, LR5.

If you have a question about this talk, please contact Tim Hughes.

In this talk, I discuss the connections between Stochastic Control with partial observations and Information Theory in the context of the statistical mechanical problem of extracting the maximum amount work from a noisy electrical circuit by applying appropriate control. I also discuss how the optimal filtering problem for a diffusion process is informationally optimal.

This is joint work with Nigel Newton, Henrik Sandberg and Jean-Charles Delvenne.

This talk is part of the CUED Control Group Seminars series.

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