Related papers: A stochastic control approach to Sine Gordon EQFT
The two-frequency sine-Gordon model is examined. The focus is mainly on the case when the ratio of the frequencies is 1/2, given the recent interest in the literature. We discuss the model both in a perturbative (form factor perturbation…
This paper studies a robust stochastic control problem with a monotone mean-variance cost functional and random coefficients. The main technique is to find the saddle point through two backward stochastic differential equations (BSDEs) with…
We present an exact field theoretical representation of the statistical mechanics of classical hard-core Coulomb systems. This approach generalizes the usual sine-Gordon theory valid for point-like charges or lattice systems to continuous…
Using detailed balance and scaling properties of integrals that appear in the Coulomb gas reformulation of quantum impurity problems, we establish exact relations between the nonequilibrium quantum decay rates of the boundary sine-Gordon…
We consider the stochastic Landau-Lifshitz-Gilbert equation in dimension 1. A control process is added to the effective field. We show the existence of a weak martingale solution for the resulting controlled equation. The proof uses the…
We construct an extensive adiabatic invariant for a Klein-Gordon chain in the thermodynamic limit. In particular, given a fixed and sufficiently small value of the coupling constant $a$, the evolution of the adiabatic invariant is…
In this thesis, we review recent progresses on Nonlinear Integral Equation approach to finite size effects in two dimensional integrable quantum field theories, with emphasis to Sine-Gordon/Massive Thirring model and restrictions to minimal…
In this article, a numerical simulation of two dimensional nonlinear sine-Gordon equation with Neumann boundary condition is obtained by using a composite scheme referred to as a modified cubic B spline differential quadrature method. The…
This paper is concerned with a linear-quadratic (LQ, for short) optimal control problem for backward stochastic differential equations (BSDEs, for short), where the coefficients of the backward control system and the weighting matrices in…
The paper concerns the necessary maximum principle for robust optimal control problems of quadratic BSDEs. The coefficient of the systems depends on the parameter $\theta$, and the generator of BSDEs is of quadratic growth in $z$. Since the…
This paper is concerned with a backward stochastic linear-quadratic (LQ, for short) optimal control problem with deterministic coefficients. The weighting matrices are allowed to be indefinite, and cross-product terms in the control and…
We study quadratic optimal stochastic control problems with control dependent noise state equation perturbed by an affine term and with stochastic coefficients. Both infinite horizon case and ergodic case are treated. To this purpose we…
Optimal control of heterogeneous mean-field stochastic differential equations with common noise has not been addressed in the literature. In this work, we initiate the study of such models. We formulate the problem within a linear-quadratic…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
The paper studies a class of quadratic optimal control problems for partially observable linear dynamical systems. In contrast to the full information case, the control is required to be adapted to the filtration generated by the…
This paper is concerned with a general non-homogeneous stochastic linear quadratic (LQ) control problem with regime switching and random coefficients. We obtain the explicit optimal state feedback control and optimal value for this problem…
It is a longstanding unsolved problem to characterize the optimal feedback controls for general linear quadratic optimal control problem of stochastic evolution equation with random coefficients. A solution to this problem is given in [21]…
This paper considers a risk-sensitive optimal control problem for a field-mediated interconnection of a quantum plant with a coherent (measurement-free) quantum controller. The plant and the controller are multimode open quantum harmonic…
At large distances and in the low temperature phase, the quenched correlation functions in the 2d random phase sine-Gordon model have been argued to be of the form~: $ \bar {\vev{~[\varphi(x)-\varphi(0)]^2~}}_* = A (\log|x|) + B \ep^2…
Building on the free-probability stochastic control framework introduced in arXiv:2502.17329, we connect optimal control problems for $n \times n$ random matrix ensembles with their infinite-dimensional, free-probability analogues. Under…