相关论文: Control Problem on Space of Random Variables and M…
In this paper we study an optimization problem in which the control is information, more precisely, the control is a $\sigma$-algebra or a filtration. In a dynamic setting, we establish the dynamic programming principle and the law…
We present a novel computational framework for density control in high-dimensional state spaces. The considered dynamical system consists of a large number of indistinguishable agents whose behaviors can be collectively modeled as a…
In this paper we study optimal control problems in Wasserstein spaces, which are suitable to describe macroscopic dynamics of multi-particle systems. The dynamics is described by a parametrized continuity equation, in which the Eulerian…
In this paper we study homogenization of a class of control problems in a stationary and ergodic random environment. This problem has been mostly studied in the calculus of variations setting in connection to the homogenization of the…
We study distributionally robust optimization (DRO) problems with uncertainty sets consisting of high-dimensional random vectors that are close in the multivariate Wasserstein distance to a reference random vector. We give conditions when…
We consider a kind of stochastic exit time optimal control problems, in which the cost function is defined through a nonlinear backward stochastic differential equation. We study the regularity of the value function for such a control…
We propose a mean-field optimal control problem for the parameter identification of a given pattern. The cost functional is based on the Wasserstein distance between the probability measures of the modeled and the desired patterns. The…
We show that non-dominated sorting of a sequence of i.i.d. random variables in Euclidean space has a continuum limit that corresponds to solving a Hamilton-Jacobi equation involving the probability density function of the random variables.…
In this article, two methods for solving mean-field type optimal control problems are proposed and investigated. The two methods are iterative methods: at each iteration, a Hamilton-Jacobi-Bellman equation is solved, for a terminal…
This review examines classical and recent results on controllability and inverse problems for hyperbolic and dispersive equations with dynamic boundary conditions. We aim to illustrate the applicability of Carleman estimates to establish…
In this paper, we are concerned with the classical solvability of a class of second-order Hamilton-Jacobi-Bellman equations (HJB equations) arising from stochastic optimal control problems with linear dynamics and uniformly convex cost…
This paper develops a comparison theorem for viscosity solutions of a new class of Hamilton-Jacobi-Bellman (HJB) equations, which is used to solve the separated problem governed by the K-S equation in the Wasserstein space. A distinctive…
A quantum system subject to external fields is said to be controllable if these fields can be adjusted to guide the state vector to a desired destination in the state space of the system. Fundamental results on controllability are reviewed…
The classical stochastic control problem under partial information can be formulated as a control problem for Zakai equation, whose solution is the unnormalized conditional probability distribution of the state of the system. Zakai equation…
The randomized quantum marginal problem asks about the joint distribution of the partial traces ("marginals") of a uniform random Hermitian operator with fixed spectrum acting on a space of tensors. We introduce a new approach to this…
A general time-inconsistent optimal control problem is considered for stochastic differential equations with deterministic coefficients. Under suitable conditions, a Hamilton-Jacobi-Bellman type equation is derived for the equilibrium value…
Bell's inequality plays an important role with respect to the Einsteinian question about the physical reality of quantum theory. While Bell's inequality is usually viewed within the geometric framework of a Hilbert space quantum model, the…
Identifying the real and imaginary parts of wave functions with coordinates and momenta, quantum evolution may be mapped onto a classical Hamiltonian system. In addition to the symplectic form, quantum mechanics also has a positive-definite…
We derive a Maximum Principle for optimal control problems with constraints given by the coupling of a system of ODEs and a PDE of Vlasov-type. Such problems arise naturally as ${\Gamma}$-limits of optimal control problems subject to ODE…
The study of the normalized sum of random variables and its asymptotic behaviour has been and continues to be a central chapter in probability and statistical mechanics. When those variables are independent the central limit theorem ensures…