BIMSA > BIMSA Thursday Machine Learning Applications Seminar Optimal control and nonlinear filtering
Optimal control and nonlinear filtering
Organizers
Xiaopei Jiao , Fansheng Xiong , Wuyue Yang
Speaker
Xiaopei Jiao
Time
Thursday, November 10, 2022 2:00 PM - 4:00 PM
Venue
1129B
Online
Zoom 518 868 7656 (BIMSA)
Abstract
In this talk, we will introduce the relations between optimal control and filtering theory. As we know, optimal stochastic control provides a variational framework to minimze the expected cost function restricted by a SPDE. We will introduce some basic knowledge and methodology by showing relation of nonlinear filtering as an concrete example.
Speaker Intro
Jiao Xiaopei graduated with a bachelor's degree from the Zhi Yuan College of Shanghai Jiao Tong University (Physics Department) in 2017 and obtained his PhD from the Department of Mathematical Sciences at Tsinghua University in 2022, under the guidance of Professor Stephen Shing-Toung Yau (IEEE Fellow, former tenured professor at the University of Illinois at Chicago). He has conducted postdoctoral research at the Beijing Institute of Mathematica Science and Application and at the University of Twente in the Netherlands (under the guidance of Professor Johannes Schmidt-Hieber, Fellow of the Institute of Mathematical Statistics). His current research interests include control theory, numerical partial differential equations, and bioinformatics.