Related papers: Reflected Schr\"odinger Bridge: Density Control wi…
Exact analytical solutions of the time-dependent Schr\"odinger equation with the initial condition of an incident cutoff wave are used to investigate the traversal time for tunneling. The probability density starts from a vanishing value…
We present a novel computational framework for density control in high-dimensional state spaces. The considered dynamical system consists of a large number of indistinguishable agents whose behaviors can be collectively modeled as a…
In this article, we present a general methodology for control problems driven by the Brownian motion filtration including non-Markovian and non-semimartingale state processes controlled by mutually singular measures. The main result of this…
We investigate the regulator problem (tracking and disturbance rejection) for a system (plant) described by a boundary controlled anti-stable linear one-dimensional Schrodinger equation, using the backstepping approach. The output to be…
A solution to the optimal problem for determining vector fields which maximize (resp. minimize) the transition probabilities from one location to another for a class of reflecting diffusion processes is obtained in the present paper. The…
This chapter presents an approach to embed the input/state/output constraints in a unified manner into the trajectory design for differentially flat systems. To that purpose, we specialize the flat outputs (or the reference trajectories) as…
We study a class of multistate Landau-Zener model which cannot be solved by integrability conditions or other standard techniques. By analyzing analytical constraints on its scattering matrix and performing fitting to results from numerical…
Conditional generative models represent a significant advancement in the field of machine learning, allowing for the controlled synthesis of data by incorporating additional information into the generation process. In this work we introduce…
Exploiting a fluid dynamic formulation for which a probabilistic counterpart might not be available, we extend the theory of Schroedinger bridges to the case of inertial particles with losses and general, possibly singular diffusion…
This paper addresses a structural design problem in control systems, and explicitly takes into consideration the possible application to large-scale systems. More precisely, we aim to determine and characterize the minimum number of…
Reflected diffusions naturally arise in many problems from applications ranging from economics and mathematical biology to queueing theory. In this paper we consider a class of infinite time-horizon singular stochastic control problems for…
In this paper, we propose a chance constrained stochastic model predictive control scheme for reference tracking of distributed linear time-invariant systems with additive stochastic uncertainty. The chance constraints are reformulated…
We consider several critical wetting models. In the discrete case, these probability laws are known to converge, after an appropriate rescaling, to the law of a reflecting Brownian motion, or of the modulus of a Brownian bridge, according…
Data-driven predictive control methods based on the Willems' fundamental lemma have shown great success in recent years. These approaches use receding horizon predictive control with nonparametric data-driven predictors instead of…
Model-based reinforcement learning is attractive for sequential decision-making because it explicitly estimates reward and transition models and then supports planning through simulated rollouts. In offline settings with hidden confounding,…
We study optimization problems for partially hinged rectangular plates, modeling bridge roadways, in the presence of real and artificial obstacles. Real obstacles represent structural constraints to avoid, while artificial ones are…
Given a state transition matrix (STM), we reinvestigate the problem of constructing the sparest input matrix with a fixed number of inputs to guarantee controllability. We give a new and simple graph theoretic characterization for the…
Motivated by the connection between the Kyle equilibrium with static private signal and the Brownian bridge, we study a much broader class of bridges that allow one to consider more general equilibrium models, for example ones including…
This study demonstrates how the adjoint-based framework traditionally used to compute gradients in PDE optimization problems can be extended to handle general constraints on the state variables. This is accomplished by constructing a…
Solving chance-constrained stochastic optimal control problems is a significant challenge in control. This is because no analytical solutions exist for up to a handful of special cases. A common and computationally efficient approach for…