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相关论文: Mean-Field Sparse Jurdjevic--Quinn Control

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A fundamental concept in control theory is that of controllability, where any system state can be reached through an appropriate choice of control inputs. Indeed, a large body of classical and modern approaches are designed for controllable…

最优化与控制 · 数学 2022-06-13 Yonathan Efroni , Sham Kakade , Akshay Krishnamurthy , Cyril Zhang

We introduce a Langevin equation characterized by a time dependent drift. By assuming a temporal power-law dependence of the drift we show that a great variety of behavior is observed in the dynamics of the variance of the process. In…

统计力学 · 物理学 2009-10-31 Fabrizio Lillo , Rosario N. Mantegna

We consider a nonlinear discrete stochastic control system, and our goal is to design a feedback control policy in order to lead the system to a prespecified state. We adopt a stochastic approximation viewpoint of this problem. It is known…

最优化与控制 · 数学 2025-09-03 Hoang Huy Nguyen , Siva Theja Maguluri

This paper studies a class of mean-field control (MFC) problems with singular controls under general dynamic state-control-law constraints. We first propose a customized relaxed control formulation to cope with the dynamic mixed constraints…

最优化与控制 · 数学 2026-04-28 Lijun Bo , Jingfei Wang , Xiang Yu

A Lyapunov-based approach for the trajectory generation of an $N$-dimensional Schr{\"o}dinger equation in whole $\RR^N$ is proposed. For the case of a quantum particle in an $N$-dimensional decaying potential the convergence is precisely…

偏微分方程分析 · 数学 2015-05-13 Mazyar Mirrahimi

Let a control system and a target be given on an open subset of an Euclidean space. The existence of a Control Lyapunov Function - namely a positive definite, semiconcave, solution of the Hamilton-Jacobi inequality corresponding to the…

最优化与控制 · 数学 2016-06-09 Anna Chiara Lai , Franco Rampazzo

We present a generalized dynamical mean-field approach for the nonequilibrium physics of a strongly correlated system in the presence of a time-dependent external field. The Keldysh Green's function formalism is used to study the…

强关联电子 · 物理学 2007-05-23 P. Schmidt , H. Monien

Controller design for nonlinear systems with Control Lyapunov Function (CLF) based quadratic programs has recently been successfully applied to a diverse set of difficult control tasks. These existing formulations do not address the gap…

系统与控制 · 电气工程与系统科学 2021-03-09 Andrew J. Taylor , Victor D. Dorobantu , Yisong Yue , Paulo Tabuada , Aaron D. Ames

In this paper, uniformly unconditionally stable first and second order finite difference schemes are developed for kinetic transport equations in the diffusive scaling. We first derive an approximate evolution equation for the macroscopic…

数值分析 · 数学 2022-11-10 Guoliang Zhang , Hongqiang Zhu , Tao Xiong

In this article, we provide an original systematic global-in-time analysis of mean field type control problems on $\mathbb{R}^n$ with generic cost functionals by the modified approach but not the same, firstly proposed in [7], as the…

最优化与控制 · 数学 2023-05-09 Alain Bensoussan , Ho Man Tai , Sheung Chi Phillip Yam

Stochastic convergence of discrete time Markov processes has been analysed based on a dual Lyapunov approach. Using some existing results on ergodic theory of Markov processes, it has been shown that existence of a properly subinvariant…

动力系统 · 数学 2024-02-20 Özkan Karabacak , Horia Cornean , Rafael Wisniewski

This article is concerned with an optimal control problem derived by mean-field forward-backward stochastic differential equation with noisy observation, where the drift coefficients of the state equation and the observation equation are…

最优化与控制 · 数学 2017-01-09 Guangchen Wang , Hua Xiao , Guojing Xing

Multi-agent reinforcement learning methods have shown remarkable potential in solving complex multi-agent problems but mostly lack theoretical guarantees. Recently, mean field control and mean field games have been established as a…

机器学习 · 计算机科学 2021-12-20 Kai Cui , Anam Tahir , Mark Sinzger , Heinz Koeppl

This paper introduces a system of stochastic differential equations (SDE) of mean-field type that models pedestrian motion. The system lets the pedestrians spend time at, and move along, walls, by means of sticky boundaries and boundary…

最优化与控制 · 数学 2020-03-09 Alexander Aurell , Boualem Djehiche

We consider an optimal control problem for piecewise deterministic Markov processes (PDMPs) on a bounded state space. The control problem under study is very general: a pair of controls acts continuously on the deterministic flow and on the…

最优化与控制 · 数学 2018-02-14 Elena Bandini

Using a nonlocal macroscopic LWR-type traffic flow model, we present an approach to control the nonlocal velocity towards a given equilibrium velocity. Therefore, we present a Lyapunov function measuring the $L^2$ distance between these…

最优化与控制 · 数学 2022-10-06 Jan Friedrich

In this paper, we study a linear-quadratic optimal control problem for mean-field stochastic differential equations driven by a Poisson random martingale measure and a multidimensional Brownian motion. Firstly, the existence and uniqueness…

最优化与控制 · 数学 2016-10-12 Maoning Tang , Qingxin Meng

We propose a PDE-based accelerated gradient algorithm for optimal feedback controls of McKean-Vlasov dynamics that involve mean-field interactions both in the state and action. The method exploits a forward-backward splitting approach and…

最优化与控制 · 数学 2024-05-03 Christoph Reisinger , Wolfgang Stockinger , Yufei Zhang

We develop an unconditionally energy-stable tensor-product space-time discretization framework for the solution of a linear kinetic transport equation in one space dimension. The kinetic equation is a simplified model of radiative transfer…

Mean-field stochastic differential equations, also called McKean--Vlasov equations, are the limiting equations of interacting particle systems with fully symmetric interaction potential. Such systems play an important role in a variety of…

动力系统 · 数学 2025-09-15 Eirini Ioannou , Stefan Klus , Gonçalo dos Reis