Hamilton-Jacobi-Bellman Equation: Reinforcement Learning and Diffusion Models
171 points by sebzuddas
by Cloudly
1 subcomments
Ever since the control bug bit me in my EE undergrad years I am happy to see how useful the knowledge remains. Of course the underlying math of optimization remains general but the direct applications of control theory made it much more appetizing for me to struggle through.
by lain98
7 subcomments
I find myself completely outclassed by mathematicians in my own field.
I tried to learn a little math on the side after my regular software engineer gig but I'm completely outclassed by phd's.
I am unsure of the next course of action or if software will survive another 5 years and how my career will look like in the future. Seems like I am engaged in the ice trade and they are about to invent the refrigerator.
by lukko
6 subcomments
I've just started to try and learn the basics of RL and the Bellman Equation - are there any good books or resources I should look at? I think this post is beyond my current level.
I'm most interested in how the equation can be implemented step by step in an ML library - worked examples would be very helpful.
Thank you!
by jesuslop
0 subcomment
Nice summary, saving it. If author is around, Bellman equation label ended overlapped to eqn., and pargraph quoting signs got into HJB displayed one. Suggest changes is 404 not found. Liked the presentation overall, thank you!
by measurablefunc
6 subcomments
It's not clear or obvious why continuous semantics should be applicable on a digital computer. This might seem like nitpicking but it's not, there is a fundamental issue that is always swept under the rug in these kinds of analysis which is about reconciling finitary arithmetic over bit strings & the analytical equations which only work w/ infinite precision over the real or complex numbers as they are usually defined (equivalence classes of cauchy sequences or dedekind cuts).
There are no dedekind cuts or cauchy sequences on digital computers so the fact that the analytical equations map to algorithms at all is very non-obvious.
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