2 papers
math.PR2026
The Fenchel Game of Underdamped Langevin Dynamics: Insights into Accelerated Convergence
Alexandra Borkowski, Nikolas Nüsken
For governed by suitably damped underdamped Langevin dynamics, we quantify the convergence in KL divergence of the positional marginal to a -strongly log-concave tar…
math.OC2022
Stability and Convergence of a Randomized Model Predictive Control Strategy
Daniël Veldman, Alexandra Borkowski, Enrique Zuazua
RBM-MPC is a computationally efficient variant of Model Predictive Control (MPC) in which the Random Batch Method (RBM) is used to speed up the finite-horizon optimal control probl…