84 citations · 277 across the 25 of their papers we have counts for
3 papers · 2 filters
Reachability Analysis of Randomly Perturbed Hamiltonian Systems
Carsten Hartmann, Lara Neureither, Markus Strehlau
In this paper, we revisit energy-based concepts of controllability and reformulate them for control-affine nonlinear systems perturbed by white noise. Specifically, we discuss the…
Stochastic gradient descent and fast relaxation to thermodynamic equilibrium: a stochastic control approach
Tobias Breiten, Carsten Hartmann, Lara Neureither +1
We study the convergence to equilibrium of an underdamped Langevin equation that is controlled by a linear feedback force. Specifically, we are interested in sampling the possibly…
Model reduction and uncertainty quantification of multiscale diffusions with parameter uncertainties using nonlinear expectations
Hafida Bouanani, Carsten Hartmann, Omar Kebiri
In this paper we study model reduction of linear and bilinear quadratic stochastic control problems with parameter uncertainties. Specifically, we consider slow-fast systems with u…