Control and Estimation of Ensembles via Structured Optimal Transport

DOI10.1109/MCS.2021.3076540MaRDI QIDQ5019550zbMATH OpenOpenAlexFDO

Authors Isabel Haasler, Johan Karlsson, Axel Ringh

Publication date 10 January 2022

Published in IEEE Control Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/mcs.2021.3076540

Mathematics Subject Classification ID

Mean field games and control (49N80) Transportation, logistics and supply chain management (90B06) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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(3)

• Estimating pollution spread in water networks as a Schrödinger bridge problem with partial information
• Graph-structured tensor optimization for nonlinear density control and mean field games
• Computation of robust option prices via structured multimarginal martingale optimal transport

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