Stochastic optimal control problems are usually solved by writing the dynamic programming equation and subsequent evaluation of the associated value function using various tools, depending on the context.
In this talk I will present an information theoretic framework for signallevel multimodal sensor data fusion. In particular I will focus on the fusion of 3D lidar and camera data, which are commonly used perception sensors in the mobile robotics.
Link delay tomography is a practically viable approach to obtain statistical information about the delay across each link in a network using only path level measurements.
I will introduce the problem of mask design in a lithographic process from a systems perspective and show how it can be reduced to a non-linear optimization problem.
In this talk, we will see how to use variational inequalities to solve a particular optimal stopping problem under certain conditions on the underlying diffusion processes.
I will discuss some algorithms for simulating a flip of an unbiased coin by flipping a coin of unknown bias. We will discuss efficiency of several algorithms, where the expected number of flips is our measure of efficiency.
