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I really enjoyed this article, it was very accessible. Recently I've been studying some literature on stochastic optimal control, and I've bumped into the KL-di
by sebastos 11y ago
I really enjoyed this article, it was very accessible. Recently I've been studying some literature on stochastic optimal control, and I've bumped into the KL-divergence concept a number of times, but never really understood it. I expected this article be a fun read, but I never expected to learn something so directly useful! Information theory really does show up everywhere.
- diego898 11y agoI am currently learning about stochastic optimal control, and am finding the lecture notes [1] for this course [2] to be extremely helpful. The notes are by a probabilist Ramon Van Handel at Princeton. I hope you find them useful! [1] https://www.princeton.edu/~rvan/acm217/ACM217.pdf https://www.princeton.edu/~rvan/acm217/ACM217.pdf [2] https://www.princeton.edu/~rvan/acm217/acm217.html https://www.princeton.edu/~rvan/acm217/acm217.html
- sebastos 11y agoThanks for the link, it looks great!