7 citations · 8 across the 3 of their papers we have counts for
6 papers
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…
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…
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…
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…
Stochastic Control on Space of Random Variables
Alain Bensoussan, P. Jameson Graber, S. C. P. Yam
By extending \cite{bensoussan2015control}, we implement the proposal of Lions \cite{lions14} on studying mean field games and their master equations via certain control problems on…
Risk-Sensitive Mean-Field-Type Control
Alain Bensoussan, Boualem Djehiche, Hamidou Tembine +1
We study risk-sensitive optimal control of a stochastic differential equation (SDE) of mean-field type, where the coefficients are allowed to depend on some functional of the law a…