Solving inverse problems, in particular inverse scattering problems, parameterfitting procedures are used quite often because the analytical inversion procedures are not available. The general scheme for such procedures is simple: one has a relation B(q) = A, where B is some operator, q is an unknown function, and A is the data. In inverse scattering problems q is a potential, and A is the scat...

Analysis methods based on determining system performance specifications by step response, as well as indirect methods: pole-zero plot, magnitude response and integral analysis methods are applied in automatic control theory for performance estimation of linear systems [1,2,3]. However, in many cases the mentioned methods result in crude performance estimation of a linear system (filter) operati...

Despite the plethora of reinforcement learning algorithms in machine learning and control, the majority of the work in this area relies on discrete time formulations of stochastic dynamics. In this work we present a new policy gradient algorithm for reinforcement learning in continuous state action spaces and continuous time. The derivation is based on successive application of Girsanov’s theor...