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math.PR2025
Ergodic theorem for the differential equations with interaction
A. A. Dorogovtsev, K. Hlyniana, Suli Liu
For a differential equation with interaction, we investigate its ergodic properties. We apply the obtained results to study the limiting behavior of braid invariants associated wit…
math.PR2024
Maximum principle for optimal control of interacting particle system: stochastic flow model
Andrey A. Dorogovtsev, Yuecai Han, Kateryna Hlyniana +1
In this paper, we consider the stochastic optimal control problem for the interacting particle system. We obtain the stochastic maximum principle of the optimal control system by i…