Related papers: Regularized transport between singular covariance …
In this work, we found a non trivial topology to achieve the controllability for linear and nonlinear system in finite or infinite time horizon. We give several examples illustrating this topologizing method for the controllability results.…
We establish a symmetry in a variety of integrable stochastic systems: Certain multi-point distributions of natural observables are unchanged under a shift of a subset of observation points. The property holds for stochastic vertex models,…
Recently, a series of papers proposed deep learning-based approaches to sample from target distributions using controlled diffusion processes, being trained only on the unnormalized target densities without access to samples. Building on…
This is an exposition for mathematicians of some unsolved problems arising in control theory of linear time-independent systems.
We discuss an open-loop backward Stackelberg differential game involving single leader and single follower. Unlike most Stackelberg game literature, the state to be controlled is characterized by a backward stochastic differential equation…
We study stochastic processes in which the trajectories are constrained so that the process realises a large deviation of the unconstrained process. In particular we consider stochastic bridges and the question of inequivalence of path…
Optimal control theory deals with finding protocols to steer a system between assigned initial and final states, such that a trajectory-dependent cost function is minimized. The application of optimal control to stochastic systems is an…
We propose a stochastic method to generate exactly the overdamped Langevin dynamics of semi-flexible Gaussian chains, conditioned to evolve between given initial and final conformations in a preassigned time. The initial and final…
Probabilistic solutions of the so called Schr\"{o}dinger boundary data problem provide for a unique Markovian interpolation between any two strictly positive probability densities designed to form the input-output statistics data for the…
The unbalanced Schr\"odinger bridge problem (uSBP) seeks to interpolate between a probability measure $\rho_0$ and a sub-probability measure $\rho_T$ while minimizing KL divergence to a reference measure $\mathbf{R}$ on a path space. In…
We introduce and study the permanence properties of the class of linear transfers between probability measures. This class contains all cost minimizing mass transports, but also martingale mass transports, the Schrodinger bridge associated…
In this paper, we study some controllability and observability problems for stochastic systems coupling fourth- and second-order parabolic equations. The main goal is to control both equations with only one controller localized on the drift…
A method is presented to solve a stochastic, nonlinear optimal control problem representative of spacecraft trajectory design under uncertainty. The problem is reformulated as a chance constrained nonlinear program, or what is known as a…
The dynamics of models described by a one-dimensional discrete nonlinear Schr\"odinger equation is studied. The nonlinearity in these models appears due to the coupling of the electronic motion to optical oscillators which are treated in…
Homotopy approaches to Bayesian inference have found widespread use especially if the Kullback-Leibler divergence between the prior and the posterior distribution is large. Here we extend one of these homotopy approach to include an…
Over the past few years, topological insulators have taken center stage in solid state physics. The desire to tune the topological invariants of the bulk and thus control the number of edge states has steered theorists and experimentalists…
In this paper, we present a new control policy parametrization for the finite-horizon covariance steering problem for discrete-time Gaussian linear systems (DTGLS) which can reduce the latter stochastic optimal control problem to a…
To model a complex system intrinsically separated by a barrier, we use two random Hamiltonians, coupled to each other either by a tunneling matrix element or by an intermediate transition state. We study that model in the universal limit of…
In this paper we introduce a critical curve separating the asymptotic behavior of the moments of the symbiotic branching model, introduced by Etheridge and Fleischmann [Stochastic Process. Appl. 114 (2004) 127--160] into two regimes. Using…
We investigate the stochastic transfer synchronization problem, which seeks to synchronize the timetables of different routes in a transit network to reduce transfer waiting times, delay times, and unnecessary in-vehicle times. We present a…