This video discusses optimal nonlinear control using the Hamilton Jacobi Bellman (HJB) equation, and how to solve this using dynamic programming.
Citable link for this video: https://doi.org/10.52843/cassyni.4t5069
This is a lecture in a series on reinforcement learning, following the new Chapter 11 from the 2nd edition of our book "Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control" by Brunton and Kutz
Book Website: http://databookuw.com
Book PDF: http://databookuw.com/databook.pdf
Amazon: https://www.amazon.com/Data-Driven-Science-Engineering-Learning-Dynamical/dp/1108422098/
Brunton Website: eigensteve.com
This video was produced at the University of Washington