Variational and optimal control representations of conditioned and driven processes

DOI10.1088/1742-5468/2015/12/P12001zbMath1456.93007arXiv1506.05291MaRDI QIDQ3302168

Raphaël Chetrite, Hugo Touchette

Publication date: 11 August 2020

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.05291

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Diffusion processes (60J60) Large deviations (60F10) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)

Related Items

Large deviations for metastable states of Markov processes with absorbing states with applications to population models in stable or randomly switching environment, Graph-combinatorial approach for large deviations of Markov chains, Introduction to dynamical large deviations of Markov processes, Non-empirical weighted Langevin mechanics for the potential escape problem: parallel algorithm and application to the argon clusters, Landau theory for finite-time dynamical phase transitions, Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes, On the Kemeny time for continuous-time reversible and irreversible Markov processes with applications to stochastic resetting and to conditioning towards forever-survival, Revisiting boundary-driven non-equilibrium Markov dynamics in arbitrary potentials via supersymmetric quantum mechanics and via explicit large deviations at various levels, Conformal invariance in conditioned stochastic particle systems, Large deviations at level 2.5 and for trajectories observables of diffusion processes: the missing parts with respect to their random-walks counterparts, Efficient large deviation estimation based on importance sampling, An Optimal Control Derivation of Nonlinear Smoothing Equations, Dynamical phase coexistence in the Fredrickson–Andersen model, Dynamical phase transitions for the activity biased Ising model in a magnetic field, Periodically driven jump processes conditioned on large deviations, Large deviations at various levels for run-and-tumble processes with space-dependent velocities and space-dependent switching rates, Jump-drift and jump-diffusion processes: large deviations for the density, the current and the jump-flow and for the excursions between jumps, Large deviations for the skew-detailed-balance lifted-Markov processes to sample the equilibrium distribution of the Curie–Weiss model, Adaptive sampling of large deviations, Asymptotic equivalence of probability measures and stochastic processes, Canonical structure and orthogonality of forces and currents in irreversible Markov chains, Large deviations of empirical measures of diffusions in weighted topologies, Sampling rare events across dynamical phase transitions, Diffusions conditioned on occupation measures, Large deviations at level 2.5 for Markovian open quantum systems: quantum jumps and quantum state diffusion, Current fluctuations and transport efficiency for general Langevin systems, Multi-point nonequilibrium umbrella sampling and associated fluctuation relations, Large deviations conditioned on large deviations II: Fluctuating hydrodynamics, Large-deviation theory for a Brownian particle on a ring: a WKB approach, Revisiting the Ruelle thermodynamic formalism for Markov trajectories with application to the glassy phase of random trap models, Large deviations and optimal control forces for hard particles in one dimension, Large deviations for Markov processes with stochastic resetting: analysis via the empirical density and flows or via excursions between resets, Large deviations of the Lyapunov exponent in 2D matrix Langevin dynamics with applications to one-dimensional Anderson localization models, Inhomogeneous asymmetric exclusion processes between two reservoirs: large deviations for the local empirical observables in the mean-field approximation, Effective Hamiltonians and Lagrangians for conditioned Markov processes at large volume

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
• Unnamed Item
• Dynamics of instantaneous condensation in the ZRP conditioned on an atypical current
• Explicit solution of relative entropy weighted control
• Nonequilibrium Markov processes conditioned on large deviations
• Transition probabilities and dynamic structure function in the ASEP conditioned on strong flux
• Simulating rare events in dynamical processes
• Performance analysis conditioned on rare events: an adaptive simulation scheme
• A formal view on level 2.5 large deviations and fluctuation relations
• Equivalence and nonequivalence of ensembles: thermodynamic, macrostate, and measure levels
• Thermodynamic formalism for systems with Markov dynamics
• Non-equilibrium thermodynamics and topology of currents
• Stochastic variational formula for fundamental solutions of parabolic PDE
• Advances in filtering and optimal stochastic control. Proceedings of the IFIP-WG 7/1 Working Conference, Cocoyoc, Mexico, February 1-6, 1982
• Stochastic calculus of variations and mechanics
• Some estimates of the transition density of a nondegenerate diffusion Markov process
• Exit probabilities and optimal stochastic control
• A representation formula for the large deviation rate function for the empirical law of a continuous time Markov chain
• Risk-sensitivity, large deviations and stochastic control
• Connections between stochastic control and dynamic games
• Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential
• The Fokker-Planck equation. Methods of solutions and applications.
• Introduction to rare event simulation.
• Control theory in physics and other fields of science. Concepts, tools, and applications
• A risk-sensitive maximum principle
• Controlled Markov processes and viscosity solutions
• Introduction to the mathematical theory of control processes. Vol I: Linear equations and quadratic criteria
• Small distance behaviour in field theory and power counting
• Stochastic simulation: Algorithms and analysis
• Quasi-Stationary Distributions
• Large Deviations and Ensembles of Trajectories in Stochastic Models
• A Learning Algorithm for Risk-Sensitive Cost
• Conditional brownian motion and the boundary limits of harmonic functions
• Construction of a coordinate Bethe ansatz for the asymmetric simple exclusion process with open boundaries
• ASEP on a ring conditioned on enhanced flux
• Stochastic control and principal eigenvaluet^†
• On large deviations theory and asymptotically efficient Monte Carlo estimation
• First-order dynamical phase transition in models of glasses: an approach based on ensembles of histories
• A remark on the large deviations of an ergodic markov process
• A risk-sensitive maximum principle: the case of imperfect state observation
• Asymptotic evaluation of certain markov process expectations for large time, I
• Asymptotic evaluation of certain markov process expectations for large time, II
• Asymptotic evaluation of certain Markov process expectations for large time—III
• On a Variational Formula for the Principal Eigenvalue for Operators with Maximum Principle
• On the principal eigenvalue of second-order elliptic differential operators
• A new energy characterization of the smallest eigenvalue of the schrödinger equation
• A minimum principle for the principal eigenvalue for second-order linear elliptic equations with natural boundary conditions
• Nonequilibrium Statistical Physics of Small Systems
• Detailed balance has a counterpart in non-equilibrium steady states
• Risk-Sensitive Control on an Infinite Time Horizon
• Physics of large deviation
• Path integrals and symmetry breaking for optimal control theory
• Applications of the Cross-Entropy Method to Importance Sampling and Optimal Control of Diffusions
• Stochastic interacting particle systems out of equilibrium
• Non-equilibrium steady states: fluctuations and large deviations of the density and of the current
• On Quasi-Stationary distributions in absorbing discrete-time finite Markov chains
• Large deviations of the dynamical activity in the East model: analysing structure in biased trajectories
• Stochastic optimal control as non-equilibrium statistical mechanics: calculus of variations over density and current
• Variational Principle in Langevin Processes
• On quasi-stationary distributions in absorbing continuous-time finite Markov chains
• Stochastic Control for Small Noise Intensities
• Fluctuations and Irreversible Processes
• Large deviations
• Large deviation principles and complete equivalence and nonequivalence results for pure and mixed ensembles