相关论文: Linear-Quadratic Mean Field Control: The Hamiltoni…

A specialized algorithm for quadratic optimization (QO, or, formerly, QP) with disjoint linear constraints is presented. In the considered class of problems, a subset of variables are subject to linear equality constraints, while variables…

We consider a system of mean field games with local coupling in the deterministic limit. Under general structure conditions on the Hamiltonian and coupling, we prove existence and uniqueness of the weak solution, characterizing this…

This paper investigates a class of general linear-quadratic mean field games with common noise, where the diffusion terms of the system contain the state variables, control variables, and the average state terms. We solve the problem using…

This paper is devoted to finite horizon deterministic mean field games in which the state space is a network. The agents control their velocity, and when they occupy a vertex, they can enter into any incident edge. The running and terminal…

In this paper, we will deal with a Linear Quadratic Optimal Control problem with unknown dynamics. As a modeling assumption, we will suppose that the knowledge that an agent has on the current system is represented by a probability…

This paper discusses the discrete-time mean-field stochastic linear quadratic optimal control problems, whose weighting matrices in the cost functional are not assumed to be definite. The open-loop solvability is characterized by the…

We argue that Hamilton-Jacobi equations provide a convenient and intuitive approach for studying the large-scale behavior of mean-field disordered systems. This point of view is illustrated on the problem of inference of a rank-one matrix.…

We consider some certain nonlinear perturbations of the stochastic linear-quadratic optimization problems and study the connections between their solutions and the corresponding Markovian backward stochastic diferential equations (BSDEs).…

Discriminant analysis, including linear discriminant analysis (LDA) and quadratic discriminant analysis (QDA), is a popular approach to classification problems. It is well known that LDA is suboptimal to analyze heteroscedastic data, for…

We present a novel, computationally efficient approach to accelerate quantum optimal control calculations of large multi-qubit systems used in a variety of quantum computing applications. By leveraging the intrinsic symmetry of finite…

This paper studies a continuous-time stochastic linear-quadratic (SLQ) optimal control problem on infinite-horizon. A data-driven policy iteration algorithm is proposed to solve the SLQ problem. Without knowing three system coefficient…

We present a quantum algorithm based on repeated measurement to solve initial-value problems for nonlinear ordinary differential equations (ODEs), which may be generated from partial differential equations in plasma physics. We map a…

The demand for classical-quantum hybrid algorithms to solve large-scale combinatorial optimization problems using quantum annealing (QA) has increased. One approach involves obtaining an approximate solution using classical algorithms and…

The uniform quadratic optimizatin problem (UQ) is a nonconvex quadratic constrained quadratic programming (QCQP) sharing the same Hessian matrix. Based on the second-order cone programming (SOCP) relaxation, we establish a new sufficient…

In this paper, we solve the long-standing fundamental problem of irregular linear--quadratic (LQ) optimal control, which has received significant attention since the 1960s. We derive the optimal controllers via the key technique of finding…

We consider approximations to the solutions of differential Riccati equations in the context of linear quadratic regulator problems, where the state equation is governed by a multiscale operator. Similarly to elliptic and parabolic…

The distributed optimal synchronization problem with linear quadratic cost is solved in this paper for multi-agent systems with an undirected communication topology. For the first time, the optimal synchronization problem is formulated as a…

We present a unified approach to holomorphic anomaly equations and some well-known quantum spectral curves. We develop a formalism of abstract quantum field theory based on the diagrammatics of the Deligne-Mumford moduli spaces…

This paper studies a discrete-time stochastic control problem with linear quadratic criteria over an infinite-time horizon. We focus on a class of control systems whose system matrices are associated with random parameters involving unknown…

We describe a semidefinite relaxation method which finds lower bounds to the ground state energy of a quantum Hamiltonian subject to Hermitian linear constraints along with approximations of ground state expectation values. We show that…