Related papers: Path Integral Control for Partially Observed Syste…
In this paper, we study the control of a class of time-invariant linear ensemble systems whose natural dynamics are linear in the system parameter. This class of ensemble control systems arises from practical engineering and physical…
Quantum steering is a kind of quantum correlations stronger than entanglement but weaker than Bell-nonlocality. In an optomechanical system pumped by squeezed light and driven in the red sideband, we study-under thermal effects-stationary…
We aim to provide a Feynman-Kac type representation for Hamilton-Jacobi-Bellman equation, in terms of forward backward stochastic differential equation (FBSDE) with a simulatable forward process. For this purpose, we introduce a class of…
The paper deals with the control and regulation by integral controllers forthe nonlinear systems governed by scalar quasi-linear hyperbolic partial differentialequations. Both the control input and the measured output are located on the…
We are interested in stochastic control problems coming from mathematical finance and, in particular, related to model uncertainty, where the uncertainty affects both volatility and intensity. This kind of stochastic control problems is…
How can we learn the laws underlying the dynamics of stochastic systems when their trajectories are sampled sparsely in time? Existing methods either require temporally resolved high-frequency observations, or rely on geometric arguments…
When suitably generalized and interpreted, the path-integral offers an alternative to the more familiar quantal formalism based on state-vectors, selfadjoint operators, and external observers. Mathematically one generalizes the…
In this paper, we are concerned with a stochastic optimal control problem of mean-field type under partial observation, where the state equation is governed by the controlled nonlinear mean-field stochastic differential equation, moreover…
This work addresses controllability properties for some systems of partial differential equations in which the main feature is the coupling through nonlocal integral terms. In the first part, we study a nonlinear parabolic-elliptic system…
Partial identification approaches are a flexible and robust alternative to standard point-identification approaches in general instrumental variable models. However, this flexibility comes at the cost of a ``curse of cardinality'': the…
In this paper, we present a geometric approach for computing the controlled invariant set of a continuous-time control system. While the problem is well studied for in the ellipsoidal case, this family is quite conservative for constrained…
We consider the question of estimating a real low-complexity signal (such as a sparse vector or a low-rank matrix) from the phase of complex random measurements. We show that in this "phase-only compressive sensing" (PO-CS) scenario, we can…
Angular path integration is the ability of a system to estimate its own heading direction from potentially noisy angular velocity (or increment) observations. Non-probabilistic algorithms for angular path integration, which rely on a…
We consider control and inference problems where control protocols and internal dynamics are informed by two types of constraints. Our data consist of i) statistics on the ensemble and ii) trajectories or final disposition of selected…
Coherent control of wave transmission and reflection is crucial for applications in communication, imaging, and sensing. However, many practical scenarios involve partially coherent waves rather than fully coherent ones. We present a…
We present Path Integral Sampler~(PIS), a novel algorithm to draw samples from unnormalized probability density functions. The PIS is built on the Schr\"odinger bridge problem which aims to recover the most likely evolution of a diffusion…
This paper develops a correct-by-design controller for an autonomous vehicle interacting with opponent vehicles with unknown intentions. We define an intention-aware control problem incorporating epistemic uncertainties of the opponent…
The Feynman path integral approach to quantum mechanics is examined in the case where the configuration space is curved. It is shown how the ambiguity that is present in the choice of path integral measure may be resolved if, in addition to…
We consider a classical finite horizon optimal control problem for continuous-time pure jump Markov processes described by means of a rate transition measure depending on a control parameter and controlled by a feedback law. For this class…
Continuous time Feynman-Kac measures on path spaces are central in applied probability, partial differential equation theory, as well as in quantum physics. This article presents a new duality formula between normalized Feynman-Kac…