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math.OC2025
Constrained non-linear estimation and links with stochastic filtering
Louis-Pierre Chaintron, Laurent Mertz, Philippe Moireau +1
This article studies the problem of estimating the state variable of non-smooth subdifferential dynamics constrained in a bounded convex domain given some real-time observation. On…
math.OC2024
Regularity and stability for the Gibbs conditioning principle on path space via McKean-Vlasov control
Louis-Pierre Chaintron, Giovanni Conforti
We consider a system of diffusion processes interacting through their empirical distribution. Assuming that the empirical average of a given observable can be observed at any time,…