Related papers: Mean-Field Sparse Jurdjevic--Quinn Control
Non-local continuity equation describes an infinite system of identical particles, which interact with each other through the common field. Solution of this equation is a probability measure that stands for spatial distribution of…
We consider the asymptotics of the invariant measure for the process of the empirical spatial distribution of $N$ coupled Markov chains in the limit of a large number of chains. Each chain reflects the stochastic evolution of one particle.…
The driven transport of plastic systems in various disordered backgrounds is studied within mean field theory. Plasticity is modeled using non-convex interparticle potentials that allow for phase slips. This theory most naturally describes…
We study the turnpike phenomenon for optimal control problems with mean field dynamics that are obtained as the limit $N\rightarrow \infty$ of systems governed by a large number $N$ of ordinary differential equations. We show that the…
We prove the global-in-time well-posedness for a broad class of mean field game problems, which is beyond the special linear-quadratic setting, as long as the mean field sensitivity is not too large. Through the stochastic maximum…
In this paper, the finite horizon asymmetric information linear quadratic (LQ) control problem is investigated for a discrete-time mean field system. Different from previous works, multiple controllers with different information sets are…
This article is concerned with stochastic control problems for backward doubly stochastic differential equations of mean-field type, where the coefficient functions depend on the joint distribution of the state process and the control…
Lyapunov-Krasowskii functionals are used to design quantized control laws for nonlinear continuous-time systems in the presence of constant delays in the input. The quantized control law is implemented via hysteresis to prevent chattering.…
Motivated by experiments on chains of superconducting qubits, we consider the dynamics of a classical Klein-Gordon chain coupled to coherent driving and subject to dissipation solely at its boundaries. As the strength of the boundary…
In this article, we apply a probabilistic approach to study general mean field type control (MFTC) problems with jump-diffusions, and give the first global-in-time solution. We allow the drift coefficient $b$ and the diffusion coefficient…
We formulate and compute a class of mean-field information dynamics for reaction-diffusion equations. Given a class of nonlinear reaction-diffusion equations and entropy type Lyapunov functionals, we study their gradient flows formulations…
In this paper, we study a regularised relaxed optimal control problem and, in particular, we are concerned with the case where the control variable is of large dimension. We introduce a system of mean-field Langevin equations, the invariant…
We study the asymptotic behavior of solutions to linear-quadratic mean field stochastic optimal control problems. By formulating an ergodic control framework, we characterize the convergence between the finite time horizon control problem…
In relativistic kinetic theory, the one-particle distribution function is approximated by an asymptotic perturbative power series in Knudsen number which is divergent. For the Bjorken flow, we expand the distribution function in terms of…
This paper is concerned with uniform stabilization and social optimality for general mean field linear quadratic control systems, where subsystems are coupled via individual dynamics and costs, and the state weight is not assumed with the…
This paper is concerned with the large deviation principle of the non-local fractional stochastic reaction-diffusion equation with a polynomial drift of arbitrary degree driven by multiplicative noise defined on unbounded domains. We first…
Variational methods have been used to study stochastic control for long, see Bensoussan (1982) and Bensoussan-Lions (1978) for the early works. More precisely, variational approaches apply to the study of Bellman equation as a parabolic…
We develop a weakly intrusive framework to simulate the propagation of uncertainty in solutions of generic hyperbolic partial differential equation systems on graph-connected domains with nodal coupling and boundary conditions. The method…
This paper investigates a class of unified stochastic linear quadratic Gaussian (LQG) social optima problems involving a large number of weakly-coupled interactive agents under a {generalized} setting. For each individual agent, the control…
In this paper, we study multi-species stochastic interacting particle systems and their mean-field McKean-Vlasov partial differential equations (PDEs) in non-convex landscapes. We discuss the well-posedness of the multi-species SDE system,…