Stochastic optimal control via local occupation measures

F Holtorf, A Edelman, C Rackauckas - arXiv preprint arXiv:2211.15652, 2022 - arxiv.org
Viewing stochastic processes through the lens of occupation measures has proved to be a
powerful angle of attack for the theoretical and computational analysis of a wide range of …

Bounds and Low-Rank Approximation for Controlled Markov Processes

F Holtorf - 2024 - dspace.mit.edu
Stochastic processes have captivated scientific interest by balancing conceptual simplicity
with the ability to model complex, poorly understood, or even entirely unknown phenomena …

Analysis of Markovian population processes

M Backenköhler - 2022 - publikationen.sulb.uni-saarland.de
Markovian population models are a powerful paradigm to describe processes of
stochastically interacting agents. Their dynamics is given by a continuous-time Markov …