The next talk of the webinar Control in Times of Crisis
http://ctcseminar.mat.utfsm.cl/ will be given by Dante Kalise (Nottingham, UK), see title and abstract below.
Talks will be given at
10 AM in Mexico / 11: 00 AM in Chile / 12:00 PM in Brazil / 5:00 PM in European Central Time (Berlin, Roma, Madrid, Paris) on Thursday April 29
on the Zoom videoconference platform (ID and access code are given below).
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Speaker : Dante Kalise (Nottingham, UK)
Title: High-dimensional Hamilton-Jacobi PDEs: Approximation, Representation, and Learning.
Abstract: Hamilton-Jacobi PDEs are a central object in optimal control and differential games, enabling the computation of robust controls in feedback form. High-dimensional HJ PDEs naturally arise in the feedback synthesis for high-dimensional control systems, and their numerical solution must be sought outside the framework provided by standard grid-based discretizations. In this talk, I will discuss the construction novel computational methods for approximating high-dimensional HJ PDEs. In the first part of the talk, I will present a numerical method based on tensor decompositions. Such a compressed representation of the value function has a complexity that scales linearly with respect to the dimension of the control system, allowing the solution of control problems over very high-dimensional states. In the second part of the talk, I will discuss the construction of a class of causality-free, data-driven methods which circumvent the numerical solution of the HJ PDE. I will address the generation of a synthetic dataset based on the use of representation formulas (such as Lax-Hopf or Pontryagin's Maximum Principle), which is then fed into a high-dimensional sparse polynomial model for training. The use of representation formulas providing gradient information is fundamental to increase the data efficiency of the method. I will present applications in control of nonlinear PDEs and agent-based models.
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To connect to the ZOOM meeting:
https://us02web.zoom.us/j/95545768919?pwd=MDljR0hXRnF4ZTNPeUhqQTBnRVlEQT09
ID de reunión: 955 4576 8919
Código de acceso: CTC2020
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