Show Notes
In this episode, our guest is Sean Meyn, Professor and Robert C. Pittman Eminent Scholar Chair in the Department of Electrical and Computer Engineering at the University of Florida. The episode features Sean’s adventures in the areas of Markov chains, networks and Reinforcement Learning (RL) as well as anecdotes and trivia about beekeeping and jazz. Outline 00:00 - Intro 00:22 - Sean’s early steps 03:53 - Markov chains 08:45 - Networks 18:26 - Stochastic approximation 25:00 - Reinforcement L...
More from inControl
Outline 00:00 - Intro 02:30 - Did anyone know they were writing a classic? 11:07 - When course notes become a textbook 15:36 - Who is the reader? Monographs written for future researchers 20:23 - Students or professors? "Spread spectrum" writing 24:55 - The fourth audience: large language models 36:03 - The discipline of cutting 42:10 - Intellectual economy: the aesthetic and the utilitarian test 50:52 - Formalism versus clarity of thought 58:10 - What makes a book last? 61:39 - Free books an...
Outline 00:00 - Intro 01:31 - Mexico City to Leningrad: a communist girlfriend, and a year of Russian 05:40 - Sliding modes at the source 10:38 - France: Ioan Landau, Laurent Praly, and dynamic normalization 16:25 - Continuity, robustness, and the Rohrs counterexamples 24:18 - On Gerhard Kreisselmeier 28:04 - Illinois and Mexico 35:31 - Mark Spong, Twente, and passivity-based control 46:32 - Energy shaping, damping injection, and total energy shaping 49:50 - IDA-PBC, written on a napkin in a...
Outline 00:00 - Intro 08:35 - What is PID control? 12:15 - The history: Minorsky, 1922, and steering ships 21:00 - The lambda method, IMC, and analytical tuning 28:45 - Set-point weighting and two degrees of freedom 32:50 - Automatic tuning and the relay feedback problem 40:35 - The Lund school and Karl Johan Åström 50:20 - PID is nearly optimal 57:30 - PID tuning: the elephant in the room 1:01:35 - Open problems and the one-third rule 1:05:45 - Feedforward: the unsung hero 1:15:00 - PID as a...
Outline 00:00 - Intro 02:25 - Bachelier and the Théorie de la Spéculation 03:05 - Stochastic processes, Brownian motion, and the heat equation 09:45 - Poincaré's verdict, obscurity, and rediscovery 13:50 - Robert C. Merton: from hot rods to MIT 19:25 - Dynamic programming and Itô calculus 24:35 - Merton's portfolio problem as stochastic optimal control 31:10 - Options, dynamic hedging, and the Black–Scholes–Merton equation 39:50 - LTCM: the dream team 46:30 - August 1998: the crash 49:00 - Fa...
Outline 00:00 - Intro 02:10 - London in the 1960s 12:40 - From Oxford to Imperial College: David Mayne and the discrete-time Riccati equation 18:05 - The "global tour": Montenegro roads, hitch-hiking to Istanbul, and the San Francisco waterfront 22:30 - Feedback and causality between stochastic processes 31:15 - The system identification years 40:50 - Model complexity, the bias–variance trade-off, and concentration inequalities 52:05 - Adaptive control: living through a golden era 1:0...