Control from Approximate Dynamic Programming Using State-Space Discretization

\[\def\bigtimes{\mathop{\vcenter{\huge\times}}}\] Introduction In a recent post, principles of Dynamic Programming were used to derive a recursive control algorithm for Deterministic Linear Control systems. The challenges with the approach used in that blog post is that it is only readily useful for Linear Control Systems with linear cost functions. What if, instead, we had a Nonlinear…

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Intro to Dynamic Programming Based Discrete Optimal Control

Intro Oh control. Who doesn’t enjoy having control of things in life every so often? While many of us probably wish life could be more easily controlled, alas things often have too much chaos to be adequately predicted and in turn controlled. While lack of complete controllability is the case for many things in life,…

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Predicting the Future – Building Models with Data & Least Square Approach

When I look at the world we have now, especially after the emergence of Big Data, I just see everyone freaking out over needing to collect and learn from data.. And fortunately, we have more data available than we can handle! As we strive to piece together the data into something that can make useful…

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