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by ActionPlankton
1477 days ago
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Keywords: Optimal Control, Bellman. I'm serious. For a first exercise, forget Dijkstra and just solve a maze by doing Value Iteration, and plot the cost-to-go at each step. Then consider that this function doesn't have to take a graph vertex or grid cell, but could instead be some continuous function on R^n. The next step usually is to learn about the Linear Quadratic Regulator problem, where the cost-to-go is a quadratic, and you get to do an iteration of "Value Iteration" by updating the quadratic coefficients. To connect to physics, see how you'd write the Action Integral in these terms. |
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Hamilton-Jacobi-Bellman equation: https://en.wikipedia.org/wiki/Hamilton%E2%80%93Jacobi%E2%80%...
Pontryagin maximum principle: https://en.wikipedia.org/wiki/Pontryagin%27s_maximum_princip...