Related papers: On the Hybrid Minimum Principle
This paper first makes an attempt to investigate the partial information near optimal control of systems governed by forward-backward stochastic differential equations with observation noise under the assumption of a convex control domain.…
The paper addresses an optimal ensemble control problem for nonlocal continuity equations on the space of probability measures. We admit the general nonlinear cost functional, and an option to directly control the nonlocal terms of the…
We consider a linear consensus system with n agents that can switch between r different connectivity patterns. A natural question is which switching law yields the best (or worst) possible speed of convergence to consensus? We formulate…
The main purpose of this paper is to establish the first and second order necessary optimality conditions for stochastic optimal controls using the classical variational analysis approach. The control system is governed by a stochastic…
In this paper, we study numerical approximations for optimal control of a class of stochastic partial differential equations with partial observations. The system state evolves in a Hilbert space, whereas observations are given in…
The minimal work principle asserts that work done on a thermally isolated equilibrium system, is minimal for the slowest (adiabatic) realization of a given process. This principle, one of the formulations of the second law, is operationally…
We consider the dynamics of a Hamiltonian particle forced by a rapidly oscillating potential in $\dim$-dimensional space. As alternative to the established approach of averaging Hamiltonian dynamics by reformulating the system as…
No mixed research of hybrid and fractional-order systems into a cohesive and multifaceted whole can be found in the literature. This paper focuses on such a synergistic approach of the theories of both branches, which is believed to give…
This work establishes two versions of the Pontryagin-type maximum principles for partially observed optimal control of coupled forward stochastic partial differential equations (FSPDEs) and backward stochastic differential equations (BSDEs)…
The optimal visiting problem is the optimization of a trajectory that has to touch or pass as close as possible to a collection of target points. The problem does not verify the dynamic programming principle, and it needs a specific…
We present a general theoretical framework for finding the time-optimal unitary evolution of the quantum systems when the Hamiltonian is subject to arbitrary constraints. Quantum brachistochrone (QB) is such a framework based on the…
We study a matrix product state (MPS) algorithm to approximate excited states of translationally invariant quantum spin systems with periodic boundary conditions. By means of a momentum eigenstate ansatz generalizing the one of \"Ostlund…
In this paper, we investigate a mean-field singular stochastic optimal control problem for systems governed by mean-field regime-switching singular stochastic differential equations. The state process is assumed to depend on both a regular…
Sequential decision problems in applications such as manipulation in warehouses, multi-step meal preparation, and routing in autonomous vehicle networks often involve reasoning about uncertainty, planning over discrete modes as well as…
In this paper, we study an optimal stopping problem in the presence of model uncertainty and regime switching. The max-min formulation for robust control and the dynamic programming approach are adopted to establish a general theoretical…
Optimal control problems are crucial in various domains, including path planning, robotics, and humanoid control, demonstrating their broad applicability. The connection between optimal control and Hamilton-Jacobi (HJ) partial differential…
This paper is concerned with a discounted optimal control problem of partially observed forward-backward stochastic systems with jumps on infinite horizon. The control domain is convex and a kind of infinite horizon observation equation is…
The presence of symmetries in a Hamiltonian system usually implies the existence of conservation laws that are represented mathematically in terms of the dynamical preservation of the level sets of a momentum mapping. The symplectic or…
Dependence among marginally constrained observations can break a finite-sample barrier. To formalize this phenomenon, we introduce the \emph{minimum list entropy coupling} $H(P\|Q_1,\dots,Q_m)$, the minimum conditional entropy…
Reward fine-tuning of diffusion and flow models and sampling from tilted or Boltzmann distributions can both be formulated as stochastic optimal control (SOC) problems, where learning an optimal generative dynamics corresponds to optimizing…