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SUMMARY:Information and Entropy Flow in Stochastic Control - Professor San
 joy Mitter\, MIT
DTSTART:20161007T130000Z
DTEND:20161007T140000Z
UID:TALK68170@talks.cam.ac.uk
CONTACT:Tim Hughes
DESCRIPTION:In this talk\, I discuss the connections between Stochastic Co
 ntrol with partial observations and Information Theory in the context of t
 he statistical mechanical problem of extracting the maximum amount work fr
 om a noisy electrical circuit by applying appropriate control. I also disc
 uss how the optimal filtering problem for a diffusion process is informati
 onally optimal.\n\nThis is joint work with Nigel Newton\, Henrik Sandberg 
 and Jean-Charles Delvenne.
LOCATION:Cambridge University Engineering Department\, LR5
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