Related papers: Quasistationary Distributions and Ergodic Control …
We consider a heat conduction problem $S$ with mixed boundary conditions in a n-dimensional domain $\Omega$ with regular boundary $\Gamma$ and a family of problems $S_{\alpha}$, where the parameter $\alpha>0$ is the heat transfer…
We consider multiple time scales systems of stochastic differential equations with small noise in random environments. We prove a quenched large deviations principle with explicit characterization of the action functional. The random medium…
The first aim of the present note is to quantify the speed of convergence of a conditioned process toward its Q-process under suitable assumptions on the quasi-stationary distribution of the process. Conversely, we prove that, if a…
We consider an optimal semiconductor design problem for the quantum drift diffusion (QDD) model in the semiclassical limit. The design question is formulated as a PDE constrained optimal control problem, where the doping profile acts as…
We study control of constrained linear systems with only partial statistical information about the uncertainty affecting the system dynamics and the sensor measurements. Specifically, given a finite collection of disturbance realizations…
Continuous-time reinforcement learning offers an appealing formalism for describing control problems in which the passage of time is not naturally divided into discrete increments. Here we consider the problem of predicting the distribution…
Due to the existence of multiple stationary distributions, we study the stability and instability of a stationary distribution for distribution dependent stochastic differential equations. This note is devoted to the instability of a…
We investigate a distributed optimal control problem for a phase field model of Cahn-Hilliard type. The model describes two-species phase segregation on an atomic lattice under the presence of diffusion; it has been recently introduced by…
Diffusion with stochastic resetting is a paradigm of resetting processes. Standard renewal or master equation approach are typically used to study steady state and other transport properties such as average, mean squared displacement etc.…
We present an approach for obtaining eigenfunctions of periodically driven time-dependent Hamiltonians. Assuming an approximate scale separation between two spatial regions where different potentials dominate, we derive an explicit…
In a probabilistic mean-field game driven by a linear diffusion an individual player aims to minimize an ergodic long-run cost by controlling the diffusion through a pair of -- increasing and decreasing -- c\`adl\`ag processes, while he is…
For a large class of processes with an absorbing state, statistical properties of the surviving sample attain time-independent values in the quasi-stationary (QS) regime. We propose a practical simulation method for studying…
We study the nonequilibrium properties of an electronic circuit composed of a double quantum dot (DQD) channel coupled to a quantum point contact (QPC) within the framework of stochastic thermodynamics. We show that the transition rates…
The paper presents results about strong metric subregularity of the optimality mapping associated with the system of first-order necessary optimality conditions for a problem of optimal control of a semilinear parabolic equation. The…
We determine the quasistationary distribution of Floquet-state occupation probabilities for a parametrically driven harmonic oscillator coupled to a thermal bath. Since the system exhibits detailed balance, and the canonical representatives…
We consider continuous-state and continuous-time control problems where the admissible trajectories of the system are constrained to remain on a union of half-planes which share a common straight line. This set will be named a junction. We…
This work provides complete description of Quasistationary Distributions (QSDs) for Markov chains with a unique absorbing state and an irreducible set of non-absorbing states. As is well-known, every QSD has an associated absorption…
We investigate a distributed optimal control problem for a nonlocal phase field model of viscous Cahn-Hilliard type. The model constitutes a nonlocal version of a model for two-species phase segregation on an atomic lattice under the…
This paper addresses the problem of steering the distribution of the state of a discrete-time linear system to a given target distribution while minimizing an entropy-regularized cost functional. This problem is called a maximum entropy…
We establish the dual notions of scaling and saturation from geometric control theory in an infinite-dimensional setting. This generalization is applied to the low-mode control problem in a number of concrete nonlinear partial differential…