University of Cambridge > Talks.cam > CCIMI Seminars > From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming

  Browse A-Z

Log in

University Account External (via Google)

🔐 Log In

Information on

Subscribing to talksdetails Finding a talkdetails Adding a talkdetails Disseminating talksdetails Help and Documentationdetails

ℹī¸ Information

From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming

Download to your calendar using vCal

If you have a question about this talk, please contact Rachel Furner .

We consider linear programming (LP) problems in infinite dimensional spaces that are in general computationally intractable. Under suitable assumptions, we develop an approximation bridge from the infinite-dimensional LP to tractable finite convex programs in which the performance of the approximation is quantified explicitly. To this end, we adopt the recent developments in two areas of randomized optimization and first order methods, leading to a priori as well as a posterior performance guarantees. We illustrate the generality and implications of our theoretical results in the special case of the long-run average cost and discounted cost optimal control problems for Markov decision processes on Borel spaces. The applicability of the theoretical results is demonstrated through a constrained linear quadratic optimal control problem and a fisheries management problem.

This talk is part of the CCIMI Seminars series.

This talk is included in these lists:

Note that ex-directory lists are not shown.

Other lists

English Faculty Building, TBC Boys Smith Room, Fisher Building (Cripps Court), St John's College. FW11, William Gates Building. Zoom link: https://cl-cam-ac-uk.zoom.us/j/4361570789?pwd=Nkl2T3ZLaTZwRm05bzRTOUUxY3Q4QT09&from=addon

Other talks

Title to be confirmed Director's Briefing Morning Tea and Coffee Title TBC Cambridge AI in Medicine Seminar - April 2026 Formalising mathematics and spectral geometry in Lean
 

Š 2006-2025 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity