Related papers: On the mean-field Belavkin filtering equation
We formulate and compute a class of mean-field information dynamics for reaction-diffusion equations. Given a class of nonlinear reaction-diffusion equations and entropy type Lyapunov functionals, we study their gradient flows formulations…
This work is mainly concerned with the so-called limit theory for mean-field games. Adopting the weak formulation paradigm put forward by Carmona and Lacker, we consider a fully non-Markovian setting allowing for drift control and…
We introduce a mean field model for optimal holding of a representative agent of her peers as a natural expected scaling limit from the corresponding $N-$agent model. The induced mean field dynamics appear naturally in a form which is not…
A Lyapunov-based method is presented for stabilizing and controlling of closed quantum systems. The proposed method is constructed upon a novel quantum Lyapunov function of the system state trajectory tracking error. A positive-definite…
Different from most of the previous works, this paper provides a thorough solution to the fundamental problems of linear-quadratic (LQ) control and stabilization for discrete-time mean-field systems under basic assumptions. Firstly, the…
We study the optimal control of general stochastic McKean-Vlasov equation. Such problem is motivated originally from the asymptotic formulation of cooperative equilibrium for a large population of particles (players) in mean-field…
The precise characterization of dynamics in open quantum systems often presents significant challenges, leading to the introduction of various approximations to simplify a model. One commonly used strategy involves Markovian approximations,…
We derive the quantum stochastic master equation for bosonic systems without measurement theory but control theory. It is shown that the quantum effect of the measurement can be represented as the correlation between dynamical and…
This paper is concerned with uniform stabilization and social optimality for general mean field linear quadratic control systems, where subsystems are coupled via individual dynamics and costs, and the state weight is not assumed with the…
In this manuscript, we study a class of linear-quadratic (LQ) mean field control problems with a common noise and their corresponding $N$-particle systems. The mean field control problems considered are not standard LQ mean field control…
Motivated by several applications, including neuronal models, we consider the McKean-Vlasov limit for mean-field systems of interacting diffusions with simultaneous jumps. We prove propagation of chaos via a coupling technique that involves…
We use a Hamiltonian interacting particle system to derive a stochastic mean field system whose McKean-Vlasov equation yields the incompressible Navier Stokes equation. Since the system is Hamiltonian, the particle relabeling symmetry…
We consider a mean field game with common noise in which the diffusion coefficients may be controlled. We prove existence of a weak relaxed solution under some continuity conditions on the coefficients. We then show that, when there is no…
In this work we focus on a recently introduced method [1] to construct the external potential $v$ that, for a given initial state, produces a prescribed time-dependent density in an interacting quantum many-body system. We show how this…
We derive a framework to compute optimal controls for problems with states in the space of probability measures. Since many optimal control problems constrained by a system of ordinary differential equations (ODE) modelling interacting…
We show under general assumptions that the mean-field approximation for quan- tum many-boson systems is correct. Our contribution unifies and improves on most of the known results. The proof uses general properties of quantization in…
The mean-field control problem for a multi-dimensional diffusion-aggregation system with Coulomb interaction (the so called parabolic elliptic Keller-Segel system) is considered. The existence of optimal control is proved through the…
The empirical measure of an interacting particle system is a purely atomic random probability measure. In the limit as the number of particles grows to infinity, we show for McKean-Vlasov systems with common noise that this measure becomes…
Mean-field theory of non-interacting disordered electron systems is widely and successfully used to describe equilibrium properties of alloys in the whole range of disorder strengths. It, however, fails to take into account effects of…
In this paper we consider a mean field optimal control problem with an aggregation-diffusion constraint, where agents interact through a potential, in the presence of a Gaussian noise term. Our analysis focuses on a PDE system coupling a…