Modeling and Control of Collective Dynamics

Monday, November 23, 2015 - 2:25pm - 3:25pm
Lind 305
Yongxin Chen (University of Minnesota, Twin Cities)
We present an overview of our recent work on the modeling and control of collective dynamics. This work provides implementable solutions to the Schroedinger bridge problem and has potential application to stochastic optimal control, optimal transport, and various generalizations. We discuss the case of degenerate constant diffusion coefficients and the steering of linear dynamical systems between two one-time state-distributions using state feedback, the limiting case of Optimal Mass transport with nontrivial prior dynamics. For the special case of Gaussian marginals, closed-form solutions will be presented. [The presentation is based on joint work with Tryphon T. Georgiou and Michele Pavon.]
MSC Code: