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math.OC2023
Optimal control formulation of transition path problems for Markov Jump Processes
Yuan Gao, Jian-Guo Liu, Oliver Tse
We formulate the transition path problem for Markov jump processes as a stochastic optimal control problem on path space. Transitions between metastable sets are induced by an unbo…
math.OC2018
Variational Properties of Matrix Functions via the Generalized Matrix-Fractional Function
James V. Burke, Yuan Gao, Tim Hoheisel
We show that many important convex matrix functions can be represented as the partial infimal projection of the generalized matrix fractional (GMF) and a relatively simple convex f…
math.OC2017
Convex Geometry of the Generalized Matrix-Fractional Function
James V. Burke, Yuan Gao, Tim Hoheisel
Generalized matrix-fractional (GMF) functions are a class of matrix support functions introduced by Burke and Hoheisel as a tool for unifying a range of seemingly divergent matrix…