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Graduate Seminar
Ryan Murray Carnegie Mellon University Title: An introduction to Linear Optimal Control Abstract: Oftentimes engineers are interested in controlling a linear system while incurring minimal costs. This is known as the LQR problem and it is central to control theory. Analytically, this can be cast as a problem in the calculus of variations. In a more realistic (noisy) setting we encounter the theory of stochastic processes. These theories yield an elegant analytic solution to the problem. I plan to discuss how these solutions are derived, using tools from the calculus of variations. Time permitting I will discuss some new variants to the problem that connect to information theory and optimal transport. Date: Thursday, November 21, 2013 Time: 5:30 pm Location: Wean Hall 8220 Submitted by: Brian Kell 