A Mean-Field Optimal Control Formulation for Global Optimization

DOI10.1109/TAC.2018.2833060MaRDI QIDQ4614021zbMATH OpenOpenAlexFDO

Authors Chi Zhang, Amirhossein Taghvaei, Prashant G. Mehta

Publication date 28 January 2019

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2018.2833060

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Variational problems in a geometric measure-theoretic setting (49Q20) Bayesian problems; characterization of Bayes procedures (62C10) Nonconvex programming, global optimization (90C26) Optimal stochastic control (93E20)

Cited in

(5)

• Accelerated information gradient flow
• Discriminative Bayesian filtering lends momentum to the stochastic Newton method for minimizing log-convex functions
• Optimal control for unknown mean-field discrete-time system based on Q-learning
• Data assimilation: the Schrödinger perspective
• On the mathematical theory of ensemble (linear-Gaussian) Kalman-Bucy filtering

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