时间：1月19日上午10点
地点：524楼会议室
Title: A Lecture on Monte Carlo Methods in Control and Filtering
Abstract: This talk will introduce the Monte Carlo method in filtering and stochastic optimal control theory. The classical Monte Carlo method is a numerical technique for computing intractable integrals and in this talk we will show how this method applies in optimal Bayesian filtering, and optimal stochastic control, of nonlinear state-space models. The talk will be introductory in nature and hopefully stimulate further interest in this method and the deep theory surrounding its analysis