most citedExpected Signature on a Riemannian Manifold and Its Geometric Implications

1 citations · 1 across the 1 of their papers we have counts for

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2 papers

math.OC2025

A measure-valued HJB perspective on Bayesian optimal adaptive control

Alexander M. G. Cox, Sigrid Källblad, Chaorui Wang

We consider a Bayesian adaptive optimal stochastic control problem where a hidden static signal has a non-separable influence on the drift of a noisy observation. Being allowed to…

math.PR2024★ 1 cited

Expected Signature on a Riemannian Manifold and Its Geometric Implications

Xi Geng, Hao Ni, Chaorui Wang

On a compact Riemannian manifold we show that the Riemannian distance function can be explicitly reconstructed from suitable asymptotics of the expected signature of…