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This paper presents a mean-field control approach for Piecewise Deterministic Markov Processes (PDMPs), specifically designed for controlling a large number of agents. By modeling the interactions of a large number of agents through an…

Optimization and Control · Mathematics 2025-11-04 Thomas Le Corre , Adrien Séguret , Ana Bušić

In this paper, we propose a kinetic model of traffic flow with uncertain binary interactions, which explains the scattering of the fundamental diagram in terms of the macroscopic variability of aggregate quantities, such as the mean speed…

Adaptation and Self-Organizing Systems · Physics 2021-06-02 Andrea Tosin , Mattia Zanella

We modify the Glauber dynamics of the Curie-Weiss model with dissipation in Dai Pra, Fischer, Regoli[2013] by considering arbitrary transition rates and we analyze the phase-portrait as well as the dynamics of moderate fluctuations for…

Probability · Mathematics 2020-05-27 Francesca Collet , Richard C. Kraaij

We propose a microscopic stochastic approach to improve description of nuclear dynamics beyond the mean-field approximation at low energies. It is shown that, for small amplitude fluctuations, the proposed model gives a result for the…

Nuclear Theory · Physics 2009-11-13 Sakir Ayik

Monitored quantum system have sparked great interest in recent years due to the possibility of observing measurement-induced phase transitions (MIPTs) in the full-counting statistics of the quantum trajectories associated with different…

Quantum Physics · Physics 2025-04-28 Alessandro Santini , Luca Lumia , Mario Collura , Guido Giachetti

This paper presents a synthesis approach aiming to guarantee a minimum upper-bound for the time taken to reach a target set of non-zero measure that encompasses the origin, while taking into account uncertainties and input and state…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Víctor Costa da Silva Campos , Mariella Maia Quadros , Luciano Frezzato , Leonardo Mozelli , Anh-Tu Nguyen

We formulate a class of mean field games on a finite state space with variational principles resembling those in continuous-state mean field games. We construct a controlled continuity equation featuring a nonlinear activation function on…

Optimization and Control · Mathematics 2023-10-10 Yuan Gao , Wuchen Li , Jian-Guo Liu

We consider extended mean-field control problems with multi-dimensional singular controls. A key challenge when analysing singular controls are jump costs. When controls are one-dimensional, jump costs are most naturally computed by linear…

Mathematical Finance · Quantitative Finance 2025-09-16 Robert Denkert , Ulrich Horst

In this paper, we study the effect of non-vanishing disturbances on the stability of fixed-time stable (FxTS) systems. We present a new result on FxTS, which allows a positive term in the time derivative of the Lyapunov function with the…

Optimization and Control · Mathematics 2021-06-11 Mitchell Black , Kunal Garg , Dimitra Panagou

In this work, we establish different control design approaches for discrete-time systems, which build upon the notion of finite-step control Lyapunov functions (fs-CLFs). The design approaches are formulated as optimization problems and…

Dynamical Systems · Mathematics 2019-08-27 Navid Noroozi , Roman Geiselhart , Lars Grüne , Fabian R. Wirth

The classical stochastic control problem under partial information can be formulated as a control problem for Zakai equation, whose solution is the unnormalized conditional probability distribution of the state of the system. Zakai equation…

Optimization and Control · Mathematics 2019-09-27 Alain Bensoussan , Sheung Chi Phillip Yam

The optimization problems with simple bounds are an important class of problems. To facilitate the computation of such problems, an unconstrained-like dynamic method, motivated by the Lyapunov control principle, is proposed. This method…

Optimization and Control · Mathematics 2021-10-19 Sheng Zhang , Xin Du , Fang-Fang Hu , Jiang-Tao Huang

We discuss and compare two methods of investigations for the asymptotic regime of stochastic differential games with a finite number of players as the number of players tends to the infinity. These two methods differ in the order in which…

Probability · Mathematics 2012-10-23 Rene Carmona , Francois Delarue , Aime Lachapelle

Systems of a large number N of globally coupled maps have become popular as a relatively simple prototype of high-dimensional dynamics, showing many interesting and typical phenomena like synchronisation, cluster formation and…

Data Analysis, Statistics and Probability · Physics 2009-10-31 Andreas Hamm

This article aims to study coupled mean-field equation and ODEs with discrete events motivated by vehicular traffic flow. Precisely, multi-lane traffic flow in presence of human-driven and autonomous vehicles is considered, with the…

Analysis of PDEs · Mathematics 2021-10-22 Xiaoqian Gong , Benedetto Piccoli , Giuseppe Visconti

A stochastic system under the influence of a stochastic environment is correlated with both present and future states of the environment. Such a system can be seen as implicitly implementing a predictive model of future environmental…

Statistical Mechanics · Physics 2018-10-05 Matthew E. Quenneville , David A. Sivak

We present a novel nonlinear model predictive control (MPC) scheme with relaxed stability criteria, based on the idea of generalized discrete-time control Lyapunov functions. These functions need to satisfy an average descent over a finite…

Optimization and Control · Mathematics 2024-04-11 Annika Fürnsinn , Christian Ebenbauer , Bahman Gharesifard

We consider a controlled Schr\"odinger equation with a dipolar and a polarizability term, used when the dipolar approximation is not valid. The control is the amplitude of the external electric field, it acts non linearly on the state. We…

Optimization and Control · Mathematics 2013-09-18 Morgan Morancey

We study the kinetic mean-field limits of the discrete systems of interacting particles used for halftoning of images in the sense of continuous-domain quantization. Under mild assumptions on the regularity of the interacting kernels we…

Analysis of PDEs · Mathematics 2011-12-08 Massimo Fornasier , Jan Haskovec , Gabriele Steidl

This paper deals with the controllability for a class of non-autonomous neutral differential equations of fractional order with infinite delay in an abstract space. The semi-group theory of bounded linear operators, fractional calculus, and…

Optimization and Control · Mathematics 2024-03-15 Areefa Khatoon , Abdur Raheem , Asma Afreen