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Showing 1 to 3 of 3 for “"Mean-field optimal control"”.

  1. ADVANCES IN MEAN-FIELD OPTIMAL CONTROL VIA DYNAMIC PROGRAMMING EQUATIONS

    … di analizzare varie classi di problemi di controllo ottimo di tipo McKean-Vlasov con un approccio analitico, che consiste nella caratterizzazione della funzione valore di ciascun problema mediante un'opportuna equazione alle derivate parziali, detta equazione di Hamilton-Jacobi-Bellman …

    milano Repository record for ADVANCES IN MEAN-FIELD OPTIMAL CONTROL VIA DYNAMIC PROGRAMMING EQUATIONS (opens in a new tab)

  2. Exponential integrators: tensor structured problems and applications

    … solutions of important equations in various fields, such as plasma physics, mean-field optimal control and computational chemistry. In any case, we provide several numerical examples and we perform extensive simulations, eventually exploiting modern hardware architectures such as multi-core …

    trento Repository record for Exponential integrators: tensor structured problems and applications (opens in a new tab)

  3. Design and analysis of particle-based algorithms for nonlinear filtering and sampling

    … particle update is implemented using a feedback control law that is designed such that the distribution of the particles, in the mean-field limit, is exactly equal to the posterior distribution. In Part I of this thesis, three separate problems related to the FPF methodology and algorithm are …

    uiuc Repository record for Design and analysis of particle-based algorithms for nonlinear filtering and sampling (opens in a new tab)