Randomized optimization for stochastic systems: Theory and applications.

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Date 23.10.2009
Hour 10:15
Speaker Prof. J. Lygeros, Automatic Control Laboratory (ETHZ, Zürich).
Location
MEC2405
Category Conferences - Seminars
Simulated annealing, Markov Chain Monte Carlo, and genetic algorithms are all randomized methods that can be used in practice to solve (albeit approximately) complex optimization problems. They rely on constructing appropriate Markov chains, whose stationary distribution concentrates on "good" parts of the parameter space (i.e. near the optimizers). Many of these methods come with asymptotic convergence guarantees that establish conditions under which the Markov chain converges to a globally optimal solution in an appropriate probabilistic sense. An interesting question that is usually not covered by asymptotic convergence results is the rate of convergence: How long should the randomized algorithm be executed to obtain a near optimal solution with high probability? Answering this question allows one to determine a level of accuracy and confidence with which approximate optimality claims can be made, as a function of the amount of time available for computation. In this talk we present some new results on finite sample bounds of this type, primarily in the context of stochastic optimization with expected value criteria using Markov Chain Monte Carlo methods. The discussion will be motivated by the application of these methods to collision avoidance in air traffic management and parameter estimation for biological systems.

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  • General public
  • Free

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