Almost 60 years ago Richard Bellman coined the expression ”curse of dimensionality” when referring to the overwhelming computational complexity associated to dynamic programming problems. While over the years the curse of dimensionality has become an expression shared in different topics such as compressed sensing, machine learning and classification, it is in the computation of optimal feedback policies where its meaning becomes more evident. In this talk, I will review classical and recent results concerning the numerical approximation of Bellman’s equation over low and high-dimensional spaces, and its relevance in the optimal feedback control of dynamical systems.
Current 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996
