Related papers: Fokker--Planck Dynamics on Star Graphs with Variab…
Stochastic maximum principle of nonlinear controlled forward-backward systems, where the set of strict (classical) controls need not be convex and the diffusion coefficient depends explicitly on the variable control, is an open problem…
This paper deals with distributed control of microgrids composed of storages, generators, renewable energy sources, critical and controllable loads. We consider a stochastic formulation of the optimal control problem associated to the…
In this paper we prove a necessary condition of the optimal control problem for a class of general mean-field forward-backward stochastic systems with jumps in the case where the diffusion coefficients depend on control, the control set…
The optimal control of epidemic-like stochastic processes is important both historically and for emerging applications today, where it can be especially important to include time-varying parameters that impact viral epidemic-like…
We consider the problem of controlling a partially-observed dynamic process on a graph by a limited number of interventions. This problem naturally arises in contexts such as scheduling virus tests to curb an epidemic; targeted marketing in…
This paper considers the relaxed version of the transport problem for general nonlinear control systems, where the objective is to design time-varying feedback laws that transport a given initial probability measure to a target probability…
Diffusion models have emerged as powerful tools for generative modeling, demonstrating exceptional capability in capturing target data distributions from large datasets. However, fine-tuning these massive models for specific downstream…
A general stochastic maximum principle is proved for optimal controls of semilinear stochastic evolution equations. Stochastic evolution operators, and the control with values in a general set enter into both drift and diffusion terms.
This paper presents a novel factor graph-based approach to solve the discrete-time finite-horizon Linear Quadratic Regulator problem subject to auxiliary linear equality constraints within and across time steps. We represent such optimal…
The verification theorem serving as an optimality condition for the optimal control problem, has been expected and studied for a long time. The purpose of this paper is to establish this theorem for control systems governed by stochastic…
Self-propelled particles can navigate complex environments, including viscous fluid interfaces with curved geometries. In this work, we study the emergent dynamics of a suspension of self-propelled particles confined to a stationary curved…
We consider a class of optimal control problems, with finite or infinite horizon, for a continuous-time Markov chain with finite state space. In this case, the control process affects the transition rates. We suppose that the controlled…
Most existing works on transportation dynamics focus on networks of a fixed structure, but networks whose nodes are mobile have become widespread, such as cell-phone networks. We introduce a model to explore the basic physics of…
We prove convergence of the proximal policy gradient method for a class of constrained stochastic control problems with control in both the drift and diffusion of the state process. The problem requires either the running or terminal cost…
We consider the problem of stochastic optimal control in the presence of an unknown disturbance. We characterize the disturbance via empirical characteristic functions, and employ a chance constrained approach. By exploiting properties of…
In neuroscience, the distribution of a decision time is modelled by means of a one-dimensional Fokker--Planck equation with time-dependent boundaries and space-time-dependent drift. Efficient approximation of the solution to this equation…
The study of domination in graphs has led to a variety of domination problems studied in the literature. Most of these follow the following general framework: Given a graph $G$ and an integer $k$, decide if there is a set $S$ of $k$…
This thesis investigates optimal trajectory tracking of nonlinear dynamical systems with affine controls. The control task is to enforce the system state to follow a prescribed desired trajectory as closely as possible. The concept of…
In this work we present a two-dimensional kinetic traffic model which takes into account speed changes both when vehicles interact along the road lanes and when they change lane. Assuming that lane changes are less frequent than…
This article's subject matter is the study of the asymptotic analysis of the optimal control problem (OCP) constrained by the stationary Stokes equations in a periodically perforated domain. We subject the interior region of it with…