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This paper is concerned with the maximum principle of stochastic optimal control problems, where the coefficients of the state equation and the cost functional are uncertain, and the system is generally under Markovian regime switching.…

Optimization and Control · Mathematics 2025-04-15 Tao Hao , Jiaqiang Wen , Jie Xiong

The maximum entropy principle (MEP) apparently allows us to derive, or justify, fundamental results of equilibrium statistical mechanics. Because of this, a school of thought considers the MEP as a powerful and elegant way to make…

Statistical Mechanics · Physics 2015-12-09 Gennaro Auletta , Lamberto Rondoni , Angelo Vulpiani

A major challenge for community ecology is using spatio-temporal data to infer parameters of dynamical models without conducting laborious experiments. We present a novel framework from statistical physics -- Maximum Caliber -- to…

Populations and Evolution · Quantitative Biology 2025-11-07 Zachary Jackson , Mathew A. Leibold , Robert D. Holt , BingKan Xue

When an expert operates a perilous dynamic system, ideal constraint information is tacitly contained in their demonstrated trajectories and controls. The likelihood of these demonstrations can be computed, given the system dynamics and task…

Systems and Control · Electrical Eng. & Systems 2021-02-26 David L. McPherson , Kaylene C. Stocking , S. Shankar Sastry

The selection of an equilibrium state by maximising the entropy of a system, subject to certain constraints, is often powerfully motivated as an exercise in logical inference, a procedure where conclusions are reached on the basis of…

Statistical Mechanics · Physics 2015-12-03 Ian J. Ford

In recent years, the discovery of complex dynamic systems in various fields through data-driven methods has attracted widespread attention. This method has played the role of data and has become an advantageous tool for us to study complex…

Dynamical Systems · Mathematics 2020-12-02 Min Dai , Ting Gao , Yubin Lu , Yayun Zheng , Jinqiao Duan

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible constrained to match empirical data, for instance, feature expectations. We seek to generalize…

Information Theory · Computer Science 2022-05-30 Kenneth Bogert

Statistical physics aims to describe properties of macroscale systems in terms of distributions of their microscale agents. Its central tool is the maximization of entropy, a variational principle. We review the history of this principle,…

Statistical Mechanics · Physics 2023-10-11 Jonathan Asher Pachter , Ying-Jen Yang , Ken A. Dill

In this paper an alternative approach to statistical mechanics based on the maximum information entropy principle (MaxEnt) is examined, specifically its close relation with the Gibbs method of ensembles. It is shown that the MaxEnt…

Statistical Mechanics · Physics 2016-05-30 Domagoj Kuic

Model Predictive Control is an extremely effective control method for systems with input and state constraints. Model Predictive Control performance heavily depends on the accuracy of the open-loop prediction. For systems with uncertainty…

Optimization and Control · Mathematics 2022-07-27 Francesco Micheli , John Lygeros

In communications, unknown variables are usually modelled as random variables, and concepts such as independence, entropy and information are defined in terms of the underlying probability distributions. In contrast, control theory often…

Systems and Control · Computer Science 2014-01-14 Girish N. Nair

We deal with a generalized statistical description of nonequilibrium complex systems based on least biased distributions given some prior information. A maximum entropy principle is introduced that allows for the determination of the…

Statistical Mechanics · Physics 2009-11-13 Erik Van der Straeten , Christian Beck

Computer simulations generate microscopic trajectories of complex systems at a single thermodynamic state point. We recently introduced a Maximum Caliber (MaxCal) approach for dynamical reweighting. Our approach mapped these trajectories to…

Statistical Mechanics · Physics 2021-04-14 Marius Bause , Tristan Bereau

Maximum entropy method is a constructive criterion for setting up a probability distribution maximally non-committal to missing information on the basis of partial knowledge, usually stated as constrains on expectation values of some…

Statistical Mechanics · Physics 2015-07-20 Jorge Fernandez-de-Cossio , Jorge Fernandez-de-Cossio Diaz

In order to gain a deeper understanding of complex systems and infer key information using minimal data, I classify all configurations based on classical probability, starting from the dimensions of energy and different categories of…

Statistical Mechanics · Physics 2023-05-18 Yonglong Ding

Although compartmental dynamical systems are used in many different areas of science, model selection based on the maximum entropy principle (MaxEnt) is challenging because of the lack of methods for quantifying the entropy for this type of…

Information Theory · Computer Science 2023-08-23 Holger Metzler , Carlos A. Sierra

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible while constrained to match empirically estimated feature expectations. However, in many real-world…

Machine Learning · Computer Science 2022-08-16 Kenneth Bogert , Yikang Gui , Prashant Doshi

In the global framework of finding an axiomatic derivation of nonequilibrium Statistical Mechanics from fundamental principles, such as the maximum path entropy -- also known as Maximum Caliber principle -- , this work proposes an…

Statistical Mechanics · Physics 2017-06-28 Diego González , Sergio Davis

Predictive statistical mechanics is a form of inference from available data, without additional assumptions, for predicting reproducible phenomena. By applying it to systems with Hamiltonian dynamics, a problem of predicting the macroscopic…

Statistical Mechanics · Physics 2015-09-22 Domagoj Kuic

The emergence of transition phenomena between metastable states induced by noise plays a fundamental role in a broad range of nonlinear systems. The computation of the most probable paths is a key issue to understand the mechanism of…

Dynamical Systems · Mathematics 2021-01-27 Yang Li , Jinqiao Duan , Xianbin Liu