Related papers: Mean-Field Sparse Jurdjevic--Quinn Control

We study a class of Markov chains that describe reversible stochastic dynamics of a large class of disordered mean field models at low temperatures. Our main purpose is to give a precise relation between the metastable time scales in the…

This paper focuses on the invariance control problem for discrete-time switched nonlinear systems. The proposed approach computes controlled invariant sets in a finite number of iterations and directly yields a partition-based invariance…

We study the problem of robust global stabilization in control-affine systems, focusing on dynamic uncertainties in the control directions \emph{and} the presence of topological obstructions that prevent the existence of smooth global…

This paper considers a class of mean field linear-quadratic-Gaussian (LQG) games with model uncertainty. The drift term in the dynamics of the agents contains a common unknown function. We take a robust optimization approach where a…

We introduce a versatile method to compute electronic steady state properties of strongly correlated extended quantum systems out of equilibrium. The approach is based on dynamical mean-field theory (DMFT), in which the original system is…

We discuss the system of Fokker-Planck and Hamilton-Jacobi-Bellman equations arising from the finite horizon control of McKean-Vlasov dynamics. We give examples of existence and uniqueness results. Finally, we propose some simple models for…

We introduce and analyze a linear kinetic model that describes the evolution of the probability density of the number of firms in a society, in which the microscopic rate of change obeys to the so-called law of proportional effect proposed…

Motivated by continuous-time optimal inventory management, we study a class of stationary mean-field control problems with singular controls. The dynamics are modeled by a mean-reverting Ornstein-Uhlenbeck process, and the performance…

We derive the formalism for steady state nonequilibrium dynamical mean-field theory in a real-time formalism along the Kadanoff-Baym contour. The resulting equations of motion are first transformed to Wigner coordinates (average and…

For a dynamical system, it is known that the existence of a Lyapunov-type density function, called Lyapunov density or Rantzer's density function, implies convergence of Lebesgue almost all solutions to an equilibrium. Using the duality…

The mean-field theory of Kinetically-Constrained-Models is developed by considering the Fredrickson-Andersen model on the Bethe lattice. Using certain properties of the dynamics observed in actual numerical experiments we derive asymptotic…

We study the stability of quantum pure states and, more generally, subspaces for stochastic dynamics that describe continuously--monitored systems. We show that the target subspace is almost surely invariant if and only if it is invariant…

It is known that state-dependent, multi-step Lyapunov bounds lead to greatly simplified verification theorems for stability for large classes of Markov chain models. This is one component of the "fluid model" approach to stability of…

In this paper, we formally demonstrate that the non-equilibrium density matrix developed by Hershfield for the steady state has the form of a McLennan-Zubarev non-equilibrium ensemble. The correction term in this pseudo equilibrium…

This paper is concerned with a class of linear-quadratic stochastic large-population problems with partial information, where the individual agent only has access to a noisy observation process related to the state. The dynamics of each…

We study the optimal control of mean-field systems with heterogeneous and asymmetric interactions. This leads to considering a family of controlled Brownian diffusion processes with dynamics depending on the whole collection of marginal…

We study an optimal relaxed control problem for a class of semilinear stochastic PDEs on Banach spaces perturbed by multiplicative noise and driven by a cylindrical Wiener process. The state equation is controlled through the nonlinear part…

Projective measurements of collective observables can be employed to herald the preparation of entangled states of quantum systems, and the resulting conditional dynamics is usually handled by stochastic master equation (SME) for small…

This paper investigates the stabilization and control problems for linear continuous-time mean-field systems (MFS). Under standard assumptions, necessary and sufficient conditions to stabilize the mean-field systems in the mean square sense…

In this paper, a multi-lane multi-population microscopic model, which presents stop and go waves, is proposed to simulate traffic on a ring-road. Vehicles are divided between human-driven and autonomous vehicles (AV). Control strategies are…