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Masterclass in Applied Nonlinear PDEs
This talk explores the connections between optimal control problems and machine learning. In particular, we examine reinforcement learning problems and the corresponding optimal control formulation.
Diogo Gomes received his Ph.D. in Mathematics from the University of California at Berkley in 2000 and was awarded a Habilitation in Mathematics from Universidade Tecnica de Lisboa in 2006. He did his Post-Doc at the Institute for Advanced Study in Princeton in 2000 and completed an additional one at the University of Texas at Austin in 2001. Before joining KAUST, Professor Gomes had been a Professor in the Mathematics Department at the Instituto Superior Tecnico since 2001.