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CATEGORIES:CUED Control Group Seminars
SUMMARY:Constant-Factor Approximation Algorithms for Stoch
astic Control - Professor Sanjay Lall (Department
of Aeronautics and Astronautics\, Stanford Univers
ity)
DTSTART;TZID=Europe/London:20080407T140000
DTEND;TZID=Europe/London:20080407T150000
UID:TALK11371AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/11371
DESCRIPTION:For many control problems\, computation of the opt
imal controller is intractable. Our objective in t
his research is to develop simple algorithms for c
omputing approximately optimal polices\, and show
that the resulting cost achieved is close to the o
ptimal achievable cost.\n\nWe present a a simple w
ay to compute upper and lower bounds on the perfor
mance of stochastic control systems. We consider M
arkov decision processes over general state spaces
\, and our approach allows any function to be used
as an approximate Hamilton-Jacobi solution.\n\nWe
give a number of examples including event-based s
ampling\, dynamic planning for multiple vehicles\,
decentralized decision problems and queuing. For
each of these we construct a decentralized policy
and give a bound on the ratio of the cost achieved
to the optimal achievable cost.\n\n
LOCATION: Cambridge University Engineering Department\, Lec
ture Room 5
CONTACT:Dr Guy-Bart Stan
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