Optimal control of multiscale systems using reduced-order models
From MaRDI portal
Publication:2513918
DOI10.3934/jcd.2014.1.279zbMath1303.93187arXiv1406.3458OpenAlexW2056267360MaRDI QIDQ2513918
Carsten Hartmann, Wei Zhang, Grigorios A. Pavliotis, Juan C. Latorre
Publication date: 29 January 2015
Published in: Journal of Computational Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1406.3458
dynamic programmingstochastic controlhomogenizationsingular perturbationsmodel order reductionlogarithmic transformation
Time-scale analysis and singular perturbations in control/observation systems (93C70) Dynamic programming (90C39) System structure simplification (93B11) Optimal stochastic control (93E20)
Related Items (7)
Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space ⋮ Error bounds for model reduction of feedback-controlled linear stochastic dynamics on Hilbert spaces ⋮ A sparse Markov chain approximation of LQ-type stochastic control problems. ⋮ Importance sampling in path space for diffusion processes with slow-fast variables ⋮ Mean field limits for interacting diffusions in a two-scale potential ⋮ A new framework for extracting coarse-grained models from time series with multiscale structure ⋮ Perturbation-based inference for diffusion processes: Obtaining effective models from multiscale data
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Dimensional reduction in nonlinear filtering: a homogenization approach
- A structure-preserving numerical discretization of reversible diffusions
- Optimal control of molecular dynamics using Markov state models
- Maximum likelihood drift estimation for multiscale diffusions
- Long-term average cost control problems for continuous time Markov processes: A survey
- Continuous-time stochastic control and optimization with financial applications
- Exit problem and control theory
- An ergodic control problem arising from the principal eigenfunction of an elliptic operator
- Weak convergence methods and singularly perturbed stochastic control and filtering problems
- Connections between stochastic control and dynamic games
- Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs
- Parameter estimation for multiscale diffusions
- Multiscale problems and homogenization for second-order Hamilton-Jacobi equations
- Controlled Markov processes and viscosity solutions
- On singular perturbations for differential inclusions on the infinite interval
- Balanced Averaging of Bilinear Systems with Applications to Stochastic Control
- Importance Sampling for Multiscale Diffusions
- Optimal Control of Robot Guided Laser Material Treatment
- Balanced Truncation of Linear Second-Order Systems: A Hamiltonian Approach
- Averaging of singularly perturbed systems
- Limits of Singularly Perturbed Control Problems with Statistical Dynamics of Fast Motions
- Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
- All optimal Hankel-norm approximations of linear multivariable systems and theirL,∞-error bounds†
- Applications of Singular Perturbation Techniques to Control Problems
- Dimensional reduction in nonlinear filtering
- Approximation of Large-Scale Dynamical Systems
- [https://portal.mardi4nfdi.de/wiki/Publication:3889862 Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions]
- Principal component analysis in linear systems: Controllability, observability, and model reduction
- Suboptimization of Singularly Perturbed Control Systems
- A minimum principle for the principal eigenvalue for second-order linear elliptic equations with natural boundary conditions
- A General Convergence Result for a Functional Related to the Theory of Homogenization
- Probabilistic approach to homogenizations of systems of quasilinear parabolic PDEs with periodic structures
- Correctors for the homogenization of Hamilton-Jacobi equations in the stationary ergodic setting
- Viscosity Solutions Methods for Singular Perturbations in Deterministic and Stochastic Control
- A Survey of Model Reduction by Balanced Truncation and Some New Results
- Importance Sampling, Large Deviations, and Differential Games
- The perturbed test function method for viscosity solutions of nonlinear PDE
- On singularly perturbed ordinary differential equations with measure-valued limits
- Risk-Sensitive Control on an Infinite Time Horizon
- Balanced model reduction of partially observed Langevin equations: an averaging principle
- Multiscale Methods
- Portfolio Selection with Transaction Costs
- Stationary solutions and forward equations for controlled and singular martingale problems
- Stochastic differential equations. An introduction with applications.
This page was built for publication: Optimal control of multiscale systems using reduced-order models
