3 papers
math.NA2025
Affine Invariant Langevin Dynamics for rare-event sampling
Deepyaman Chakraborty, Ruben Harris, Rupert Klein +3
We introduce an affine invariant Langevin dynamics (ALDI) framework for the efficient estimation of rare events in nonlinear dynamical systems. Rare events are formulated as Bayesi…
math.OC2025
Digital Twins: McKean-Pontryagin Control for Partially Observed Physical Twins
Manfred Opper, Sebastian Reich
Optimal control for fully observed diffusion processes is well established and has led to numerous numerical implementations based on, for example, Bellman's principle, model free…
math.OC2025
Ensemble Kalman-Bucy filtering for nonlinear model predictive control
Sebastian Reich
We consider the problem of optimal control for partially observed dynamical systems. Despite its prevalence in practical applications, there are still very few algorithms available…