Deep reinforcement learning in finite-horizon to explore the most probable transition pathway

J Guo, T Gao, P Zhang, J Han, J Duan - Physica D: Nonlinear Phenomena, 2024 - Elsevier
In many scientific and engineering problems, noise and nonlinearity are unavoidable, which
could induce interesting mathematical problem such as transition phenomena. This paper …

The Onsager-Machlup action functional for degenerate McKean-Vlasov Stochastic Differential Equations

S Liu, H Gao - arXiv preprint arXiv:2312.03472, 2023 - arxiv.org
The purpose of this paper is to investigate the existence of the Onsager-Machlup action
functional for degenerate McKean-Vlasov stochastic differential equations. To this end, we …

[引用][C] Stochastic dynamics and data science

T Gao, J Duan - Stochastics and Dynamics, 2023 - World Scientific
Recent advances in data science are opening up new research fields and broadening the
range of applications of stochastic dynamical systems. Considering the complexities in real …