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math.OC2024
Optimal control under unknown intensity with Bayesian learning
Nicolas Baradel, Quentin Cormier
We investigate an optimal control problem motivated by neuroscience, where the dynamics is driven by a Poisson process with a controlled stochastic intensity and an unknown paramet…
math.OC2022
Synchronization in a Kuramoto Mean Field Game
Rene Carmona, Quentin Cormier, H. Mete Soner
The classical Kuramoto model is studied in the setting of an infinite horizon mean field game. The system is shown to exhibit both synchronization and phase transition. Incoherence…