Related papers: On the mean-field Belavkin filtering equation
Since response lags are essential in the feedback loops and are required by most physical systems, it is more appropriate to stabilize McKean-Vlasov stochastic differential equations (MV-SDEs) with common noise through the implementation of…
This paper outlines a novel extension of the classical Pontryagin minimum (maximum) principle to stochastic optimal control problems. Contrary to the well-known stochastic Pontryagin minimum principle involving forward-backward stochastic…
This paper is mainly concerned with the solutions to both forward and backward mean-field stochastic partial differential equation and the corresponding optimal control problem for mean-field stochastic partial differential equation. We…
We consider the optimal control problem for a linear conditional McKean-Vlasov equation with quadratic cost functional. The coefficients of the system and the weigh-ting matrices in the cost functional are allowed to be adapted processes…
This paper introduces a Lyapunov-based control approach with homodyne measurement. We study two filtering approaches: (i) the traditional quantum filtering and (ii) a modified version of the extended Kalman filtering. We examine both…
In this paper, we investigate a class of mean reflected McKean-Vlasov stochastic differential equation, which extends the equation proposed by \cite{briand2020particles} by allowing the solution's distribution to not only constrain its…
We study methods for solving stochastic control problems of systems of forward-backward mean-field equations with delay, in finite or infinite horizon. Necessary and sufficient maximum principles under partial information are given. The…
The stochastic mean-field (SMF) approach allows to treat correlations beyond mean-field using a set of independent mean-field trajectories with appropriate choice of fluctuating initial conditions. We show here, that this approach is…
Mean field theory for the time evolution of quantum meson fields is studied in terms of the functional Schroedinger picture with a time-dependent Gaussian variational wave functional. We first show that the equations of motion for the…
We consider mean-field control problems in discrete time with discounted reward, infinite time horizon and compact state and action space. The existence of optimal policies is shown and the limiting mean-field problem is derived when the…
Understanding the effects of interactions in complex quantum systems beyond the mean-field paradigm constitutes a fundamental problem in physics. Here, we show how the atom numbers and interactions in a Bose-Bose mixture can be tuned to…
The joint state of a continuously monitored quantum system and the classical filtered measurement record has recently been shown to be described by a quantum Fokker-Planck master equation [Phys. Rev. Lett. 129, 050401 (2022)]. We present a…
The purpose of this tutorial is to give a brief introduction to linear quantum control systems. The mathematical model of linear quantum control systems is presented first, then some fundamental control-theoretic notions such as stability,…
We revisit the Bogoliubov theory of quantum droplets proposed by Petrov {[}Phys. Rev. Lett. \textbf{115}, 155302 (2015){]} for an ultracold Bose-Bose mixture, where the mean-field collapse is stabilized by the Lee-Huang-Yang quantum…
In this paper we model the role of a government of a large population as a mean field optimal control problem. Such control problems are constrainted by a PDE of continuity-type, governing the dynamics of the probability distribution of the…
In this paper, we study the maximum principle of mean field type control problems when the volatility function depends on the state and its measure and also the control, by using our recently developed method. Our method is to embed the…
The usual Langevin approach to describe systems driven by noise fails to describe the long time behavior of systems with multiple attractors. The solution of the associated linear Fokker-Planck equation is always unique, even though it…
This article introduces a novel approach to the mean-field limit of stochastic systems of interacting particles, leading to the first ever derivation of the mean-field limit to the Vlasov-Poisson-Fokker-Planck system for plasmas in…
We develop a quantum many-body theory of the Bose-Hubbard model based on the canonical quantization of the action derived from a Gutzwiller mean-field ansatz. Our theory is a systematic generalization of the Bogoliubov theory of…
The present work establishes the mean-field limit of a N-particle system towards a regularized variant of the relativistic Vlasov-Maxwell system, following the work of Braun-Hepp [Comm. in Math. Phys. 56 (1977), 101-113] and Dobrushin…