387 citations · 2.1k across the 79 of their papers we have counts for
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Stochastic Optimal Control as Non-equilibrium Statistical Mechanics: Calculus of Variations over Density and Current
Vladimir Y. Chernyak, Michael Chertkov, Joris Bierkens +1
In Stochastic Optimal Control (SOC) one minimizes the average cost-to-go, that consists of the cost-of-control (amount of efforts), cost-of-space (where one wants the system to be)…
Low-Temperature Hopping Dynamics with Energy Disorder: Renormalization Group Approach
Kirill A. Velizhanin, Andrei Piryatinski, Vladimir Y. Chernyak
We formulate a real-space renormalization group (RG) approach for efficient numerical analysis of the low-temperature hopping dynamics in energy-disordered lattices. The approach e…
Linear PDEs and eigenvalue problems corresponding to ergodic stochastic optimization problems on compact manifolds
Joris Bierkens, Vladimir Y. Chernyak, Michael Chertkov +1
We consider long term average or `ergodic' optimal control poblems with a special structure: Control is exerted in all directions and the control costs are proportional to the squa…