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Results tagged with oc.optimization-and-control
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user 30684
Operations research, linear programming, control theory, systems theory, optimal control, game theory
0
votes
Link between controllability of ODEs and controllability of transport equations
Here's another references:Elamvazhuthi, Karthik, et al. "Bilinear controllability of a class of advection–diffusion–reaction systems." IEEE Transactions on Automatic Control 64.6 (2018): 2282-2297.
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3
votes
Textbooks or lecture notes about mean field games
Here's my go to links:
PDE flavor notes by Ryzhik: https://math.stanford.edu/~ryzhik/STANFORD/MEAN-FIELD-GAMES/notes-mean-field.pdf
Probability flavor notes by Lacker:
http://www.columbia.edu/~dl313 …
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1
vote
Optimal transport: find cost function given observed transport
See "Inverse Optimal Transport" By Stuart and Wolfram, SIAM J. App. Math, 80(1), 2020, and "Learning to Match via Inverse Optimal Transport" by Li et al., JMLR 2019.
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1
vote
Measuring how suboptimal control is
Model predictive control (MPC, aka receding horizon control) is one type of sub-optimal control method that is extremely well studied and popular. The "sub-optimality" of this type of control methods …
- 2,281
3
votes
Accepted
Factorization of a Markov chain as the product of smaller chains
In dynamical systems, there is a concept of "almost-invariance", which generalizes invariance of a set, under the action of dynamics. The analogy is roughly the following:
If you create a markov chai …
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15
votes
Accepted
Steepest descent/gradient descent as dynamical system
This topic has long history. Here are some references:
Bloch, Anthony M. "Steepest descent, linear programming and Hamiltonian flows." Contemp. Math. AMS 114 (1990): 77-88.
Brockett, Roger W. Dynami …
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