To Stochastic Control Theory — Introduction

: 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.

: In Determinista, she only cared about reaching the goal. In the Isles, she had to balance. If she steered too hard to correct a small wave, she might waste all her fuel. She adopted the Linear-Quadratic Gaussian (LQG) approach: minimizing the "expected cost" of both the error and the effort used to fix it. Introduction to stochastic control theory

Once upon a time, in the precisely measured kingdom of , there lived a royal engineer named Astra . Astra was famous for her clockwork inventions. In Determinista, everything followed strict laws: if you pushed a lever by exactly one inch, the gears turned exactly ten times. Her life was a series of predictable, deterministic equations . : She accepted that she could never know