A deterministic McKean-Pontryagin minimum principle is formulated for stochastic optimal control via auxiliary functions that enable Hamiltonian structure and time-decoupling.
Leading the Lor enz 63 system towards the prescribed regime by model predictive control coupled w ith data assimilation
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On a mean-field Pontryagin minimum principle for stochastic optimal control
A deterministic McKean-Pontryagin minimum principle is formulated for stochastic optimal control via auxiliary functions that enable Hamiltonian structure and time-decoupling.