ep46 - The fall of LTCM: Bachelier, Merton, and Black–Scholes ... when stochastic control met Wall Street
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...
15 Juli 1h
ep45 - Peter Caines: from stochastic and adaptive control to mean field games, graphons, and beyond!
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-hiki...
15 Juni 1h 32min
ep44 - Mario di Bernardo: From Circuits to Cells and Swarms — Control meets Complexity
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:...
15 Maj 1h 29min
ep43 - Steve Brunton: DMD, Koopman, SINDy, Eigensteve Channel, HydroGym, Optimization, and much more
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 Marsde...
15 Apr 1h 14min
ep42 - inControl guide to ... the Nyquist criterion
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 – Frequ...
16 Mars 1h 9min
ep41 - A minimal history of optimal control
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 ...
16 Feb 1h 31min
ep39 - Female influencers in control
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...
16 Dec 20251h 6min
