Gradient Flow Algorithms for Density Propagation in Stochastic Systems

DOI10.1109/TAC.2019.2951348MaRDI QIDQ5853815zbMATH OpenOpenAlexFDO

Authors Kenneth F. Caluya, Abhishek Halder

Publication date 12 March 2021

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

Full work available at URL https://arxiv.org/abs/1908.00533

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Cited in

(8)

• Variational approach to coarse-graining of generalized gradient flows
• Upscaling from particle models to entropic gradient flows
• Stochastic control liaisons. Richard Sinkhorn meets Gaspard Monge on a Schrödinger bridge
• Entropic Regularization of NonGradient Systems
• Goal-Oriented Inference: Approach, Linear Theory, and Application to Advection Diffusion
• Optimal control of underdamped systems: an analytic approach
• Probabilistic Lambert problem: connections with optimal mass transport, Schrödinger bridge, and reaction-diffusion PDEs
• A full-density approach to simulating random iteration equations with applications

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