Outline 00:00 - Intro 02:25 - Bachelier and the Théorie de la Spéculation 03:05 - Stochastic processes, Brownian motion, and the heat equation 09:45 - Poincaré's verdict, obscurity, and rediscovery 13:50 - Robert C. Merton: from hot rods to MIT 19:25 - Dynamic programming and Itô calculus 24:35 - Merton's portfolio problem as stochastic optimal control 31:10 - Options, dynamic hedging, and the Black–Scholes–Merton equation 39:50 - LTCM: the dream team 46:30 - August 1998: the crash 49:00 - Fa...
Erschienen: 15.07.2026
Dauer: 01:00:50
Outline 00:00 - Intro 02:10 - London in the 1960s 12:40 - From Oxford to Imperial College: David Mayne and the discrete-time Riccati equation 18:05 - The "global tour": Montenegro roads, hitch-hiking to Istanbul, and the San Francisco waterfront 22:30 - Feedback and causality between stochastic processes 31:15 - The system identification years 40:50 - Model complexity, the bias–variance trade-off, and concentration inequalities 52:05 - Adaptive control: living through a golden era 1:0...
Erschienen: 15.06.2026
Dauer: 01:32:22
Outline 00:00 - Intro 01:30 - Origin story: Naples, electrical engineering, and the fascination with chaos 08:00 - What is chaos? 15:00 - DC-DC converters and discontinuity-induced bifurcations 22:00 - Piecewise-smooth dynamical systems 26:55 - Complex networks, synchronization, and pinning control 40:30- Synthetic biology: from gene regulatory networks to multicellular control 58:00 - COVID-19: a network epidemic model for Italy 1:02:00 - Multiscale control, statistical mechanics, and p...
Erschienen: 15.05.2026
Dauer: 01:29:33
Outline 00:00 - Intro 01:15 - Origin story: early path and the road to science 04:20 - On graphical visualization and aphantasia 08:08 - The interest in fluid dynamics 12:00 - Caltech, Jerry Marsden, and the move to the Pacific time zone 19:43 - Dynamic Mode Decomposition (DMD) and the Koopman operator 27:15 - On teaching and the Eigensteve channel 39:22 - SINDy: Sparse Identification of Nonlinear Dynamics 45:45 - Automatic knowledge creation and Expl...
Erschienen: 15.04.2026
Dauer: 01:14:22
Outline 00:00 – Intro 04:43 – Life and background 08:45 – Bell Labs 13:42 – Inventing the negative feedback amplifier 18:15 – Nyquist's landmark contributions 20:43 – Regeneration theory 27:10 – Frequency response 32:03 – Cauchy’s argument principle 36:05 – The Nyquist criterion 41:37 – Why is it so hard? 45:27 – Robustness, margins, and practical aspects 56:41 – Beyond the Nyquist criterion 1:04:25 – Pitfalls and common misunderstandings 1:07:00 – Outro Links Brian Douglas's video: http://y2...
Erschienen: 16.03.2026
Dauer: 01:09:44
Weitere Informationen zur Episode "ep42 - inControl guide to ... the Nyquist criterion"
Outline 00:00 - Intro 02:55 - Brachistochrone problem 20:52 - Beginning of the calculus of variations 32:00 - Principle of least action 42:37 - Maximum principle 1:02:35 - Dynamic programming 1:11:12 - Linear quadratic control 1:16:37 - Beyond optimal control: games, nonsmooth analysis, MPC, RL 1:28:40 - Outro Links 300 years of optimal control: https://tinyurl.com/2s3t8se4 Brachistochrone: https://tinyurl.com/mwmv38ew Acta Eruditorum, 1696: https://tinyurl.com/55yf5v49 Acta Eruditorum, 1697:...
Erschienen: 16.02.2026
Dauer: 01:31:52
Weitere Informationen zur Episode "ep41 - A minimal history of optimal control"
Outline 00:00 - Intro 03:18 - Early days: why control, M. Athans, and IDSS 12:21 - What is gain scheduling? 33:37 - Paradigm shifts & the ‘90s: Minnesota → Texas → LA 42:19 - Robustness & fundamental limitations of nonlinear systems 57:35 - Set-valued control & estimation 01:04:52 - Game theory & multi-agent control 01:28:18 - Learning & dissipativity in games & multi agent AI 01:45:03 - KAUST: building something new 01:53:33 - On human-algorithmic interaction 01:59:...
Erschienen: 15.01.2026
Dauer: 02:11:12
Outline 00:00 - Intro 05:01 - Female Influencers in Control — The Backstory 08:08 - Sofya Kovalevskaya 15:21 - Irmgard Lotz 26:16 - A new wave of control influencers 34:26 - Some data 43:38 - What can one do? 1:00:10 - Exhibition + survey 1:05:21 - Outro Links Female influencers in control project: https://tinyurl.com/mv879ahf Charlotta Johnsson: https://tinyurl.com/343esbeu Eva Westin: https://tinyurl.com/3p6fd5n8 Margret Bauer: https://tinyurl.com/47d35xzb Sofya Kovalevskaya: https:...
Erschienen: 16.12.2025
Dauer: 01:06:16
Weitere Informationen zur Episode "ep39 - Female influencers in control"
Outline 00:00 – Intro 07:22 – Anatomy of a feedback loop 15:12 – A brief historical recap on the history of feedback 23:40 – Inventing the negative feedback amplifier 34:28 – Feedback in biology, economics, society, and ... board games! 52:44 – Negative vs positive feedback 59:15 – Feedback, causality, and the arrow of time 1:06:22 – Classics: fundamental limitations, uncertainty, robustness 1:21:30 – Adaptive control: learning in the loop 1:29:50 – Modern AI feedback loops (RL, social media,...
Erschienen: 17.11.2025
Dauer: 01:25:04
Weitere Informationen zur Episode "ep38 - inControl guide to ... Feedback"
Outline 00:00 - Intro 03:12 - Early life 09:07 - St. Petersburg: Stability of Ellipsoidal Bodies 20:13 - Kharkov: The General Problem of the Stability of Motion 34:37 - Back to St. Petersburg: Probability & Academy 46:22 - Tragic end 49:50 - Posthumous recognition 57:49 - Legacy 1:20:39 - Outro Links A. M. Lyapunov: https://tinyurl.com/3kjuhfns S. Lyapunov: https://tinyurl.com/mury7p3s Smirnov's biography: https://tinyurl.com/6wpffh3z Bissell's essay on Russian and Soviet c...
Erschienen: 16.10.2025
Dauer: 01:24:34
Weitere Informationen zur Episode "A. M. Lyapunov: The General Problem of Stability of Motion"
