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SUMMARY:Constant-Factor Approximation Algorithms for Stochastic Control - 
 Professor Sanjay Lall (Department of Aeronautics and Astronautics\, Stanfo
 rd University)
DTSTART:20080407T130000Z
DTEND:20080407T140000Z
UID:TALK11371@talks.cam.ac.uk
CONTACT:Dr Guy-Bart Stan
DESCRIPTION:For many control problems\, computation of the optimal control
 ler is intractable. Our objective in this research is to develop simple al
 gorithms for computing approximately optimal polices\, and show that the r
 esulting cost achieved is close to the optimal achievable cost.\n\nWe pres
 ent a a simple way to compute upper and lower bounds on the performance of
  stochastic control systems. We consider Markov decision processes over ge
 neral state spaces\, and our approach allows any function to be used as an
  approximate Hamilton-Jacobi solution.\n\nWe give a number of examples inc
 luding event-based sampling\, dynamic planning for multiple vehicles\, dec
 entralized decision problems and queuing. For each of these we construct a
  decentralized policy and give a bound on the ratio of the cost achieved t
 o the optimal achievable cost.\n\n
LOCATION: Cambridge University Engineering Department\, Lecture Room 5
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