activity
20122022
most citedStochastic Control on Space of Random Variables

7 citations · 9 across the 7 of their papers we have counts for

collaborators

13 papers

math.NA20221 cited

A Deep Learning Approximation of Non-Stationary Solutions to Wave Kinetic Equations

Steven Walton, Minh-Binh Tran, Alain Bensoussan

We present a deep learning approximation, stochastic optimization based, method for wave kinetic equations. To build confidence in our approach, we apply the method to a Smoluchows…

math.OC2021

Control in Hilbert Space and First Order Mean Field Type Problem

Alain Bensoussan, Henry Hang Cheung, Sheung Chi Phillip Yam

We extend the work \cite{bensoussan2019control} by two of the coauthors, which dealt with a deterministic control problem for which the Hilbert space could be generic and investiga…

math.OC2021

Value-Gradient based Formulation of Optimal Control Problem and Machine Learning Algorithm

Alain Bensoussan, Jiayue Han, Sheung Chi Phillip Yam +1

Optimal control problem is typically solved by first finding the value function through Hamilton-Jacobi equation (HJE) and then taking the minimizer of the Hamiltonian to obtain th…

cs.LG20201 cited

Machine Learning and Control Theory

Alain Bensoussan, Yiqun Li, Dinh Phan Cao Nguyen +3

We survey in this article the connections between Machine Learning and Control Theory. Control Theory provide useful concepts and tools for Machine Learning. Conversely Machine Lea…

math.OC2020

Identification of linear dynamical systems and machine learning

Alain Bensoussan, Fatih Gelir, Viswanath Ramakrishna +1

The topic of identification of dynamic systems, has been at the core of modern control , following the fundamental works of Kalman. Realization Theory has been one of the major out…

math.OC2019

Mean Field approach to stochastic control with partial information

Alain Bensoussan, Sheung Chi Phillip Yam

The classical stochastic control problem under partial information can be formulated as a control problem for Zakai equation, whose solution is the unnormalized conditional probabi…