Related papers: Identifying the maximum entropy method as a specia…
This paper studies the mean-field Markov decision process (MDP) with the centralized stopping under the non-exponential discount. The problem differs fundamentally from most existing studies on mean-field optimal control/stopping due to its…
We study the convergence to equilibrium of an underdamped Langevin equation that is controlled by a linear feedback force. Specifically, we are interested in sampling the possibly multimodal invariant probability distribution of a Langevin…
Parallel tempering, also known as replica exchange sampling, is an important method for simulating complex systems. In this algorithm simulations are conducted in parallel at a series of temperatures, and the key feature of the algorithm is…
In this paper, we present a novel maximum entropy formulation of the Differential Dynamic Programming algorithm and derive two variants using unimodal and multimodal value functions parameterizations. By combining the maximum entropy…
The standard dynamical approach to quantum thermodynamics is based on Markovian master equations describing the thermalization of a system weakly coupled to a large environment, and on tools such as entropy production relations. Here we…
In this work, we develop a collection of novel methods for the entropic-regularised optimal transport problem, which are inspired by existing mirror descent interpretations of the Sinkhorn algorithm used for solving this problem. These are…
The maximum entropy principle from statistical mechanics states that a closed system attains an equilibrium distribution that maximizes its entropy. We first show that for graphs with fixed number of edges one can define a stochastic edge…
After the justification of the maximum entropy approach for equilibrium thermodynamic system, and of a maximum path entropy algorithm for nonequilibrium thermodynamic systems by virtue of the principle of virtual work, we present in this…
By combining different ideas, a general and efficient protocol to deal with discontinuous phase transitions at low temperatures is proposed. For small $T$'s, it is possible to derive a generic analytic expression for appropriate order…
The Method of Successive Approximations (MSA) is a fixed-point iterative method used to solve stochastic optimal control problems. It is an indirect method based on the conditions derived from the Stochastic Maximum Principle (SMP), an…
We study entropy-regularized constrained Markov decision processes (CMDPs) under the soft-max parameterization, in which an agent aims to maximize the entropy-regularized value function while satisfying constraints on the expected total…
Thermodynamics can be formulated in either of two approaches, the phenomenological approach, which refers to the macroscopic properties of systems, and the statistical approach, which describes systems in terms of their microscopic…
We propose an algorithm which combines the beneficial aspects of two different methods for studying finite-temperature quantum systems with tensor networks. One approach is the ancilla method, which gives high-precision results but scales…
The maximal entropy moment method (MEM) is systematic solution of the challenging problem: generating extended hydrodynamic equations valid for both dense and rarefied gases. However, simulating MEM suffers from a computational expensive…
This paper proposes a stochastic model predictive control method for linear systems affected by additive Gaussian disturbances that optimizes over disturbance feedback matrices online. Closed-loop satisfaction of probabilistic constraints…
The first aims of this work are to endorse the advent of finitely additive set functions as equilibrium states and the possibility to replace the metric entropy by an upper semi-continuous map associated to a general variational principle.…
We investigate entropy production in the small-mass (or overdamped) limit of Langevin-Kramers dynamics. The results generalize previous works to provide a rigorous derivation that covers systems with magnetic field as well as anisotropic…
The relationship between the mean-field approximations in various interacting models of statistical physics and measures of classical and quantum correlations is explored. We present a method that allows us to bound the total amount of…
In this article we consider one-dimensional random systems of hyperbolic conservation laws. We first establish existence and uniqueness of random entropy admissible solutions for initial value problems of conservation laws which involve…
In additive manufacturing, the fabrication sequence has a large influence on the quality of manufactured components. While planning of the fabrication sequence is typically performed after the component has been designed, recent…