Introduction To Stochastic Control Theory -

Astra realized her deterministic math was useless here. She needed a new way to think—. The Three Lessons of the Isles To succeed, Astra had to master three new concepts:

: She accepted that she could never know the ship's exact position. Instead of a single point, she viewed the ship as a "probability distribution"—a cloud of where it might be. She used a Kalman Filter to combine her fuzzy compass readings with her motor's known power to get the best possible guess. Introduction to stochastic control theory

: She met an old sailor named Bellman, who told her: "An optimal policy means that no matter where the wind blows you today, your decision for tomorrow must be optimal from that new starting point." This was the Principle of Optimality , the heart of stochastic dynamic programming . The Voyage Home Astra realized her deterministic math was useless here