inControl
The first podcast on control theory.
inControl shop: https://incontrolpodcast.myshopify.com/
inControl
Latest Episodes
The fall of LTCM: Bachelier, Merton, and Black–Scholes ... when stochastic control met Wall Street
Outline00:00 - Intro02:25 - Bachelier and the Théorie de la Spéculation03:05 - Stochastic processes, Brownian motion, and the heat equation09:45 - Poincaré's verdict, obscurity, and rediscovery13:50 - Robert C. Merton...
ep45 - Peter Caines: from stochastic and adaptive control to mean field games, graphons, and beyond!
Outline 00:00 - Intro 02:10 - London in the 1960s12:40 - 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 S...
ep44 - Mario di Bernardo: From Circuits to Cells and Swarms — Control meets Complexity
Outline00:00 - 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 ...
ep43 - Steve Brunton: DMD, Koopman, SINDy, Eigensteve Channel, HydroGym, Optimization, and much more
Outline00:00 - Intro01:15 - 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 ...