Dominguez Corella, A., & Gonzalez-Sanchez, D. (2025). A first-order condition for discrete-time distribution steering. arXiv. https://doi.org/10.48550/arXiv.2508.21026
E105-04 - Forschungsbereich Variationsrechnung, Dynamische Systeme und Operations Research
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ArXiv ID:
2508.21026
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Date (published):
28-Aug-2025
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Number of Pages:
11
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Preprint Server:
arXiv
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Keywords:
Distribution steering; Discreet time; Optimal Control; Pontryagin
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Abstract:
We study a class of distribution-steering problems from a variational point of view. Under some differentiability assumptions, we derive necessary conditions for optimal Markov policies in the spirit of the Lagrange multiplier approach. We also provide a heuristic gradient-based method derived from the variational principle.
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Project title:
Unilateralität und Asymmetrie in der Variationsanalyse: P 36344N (FWF - Österr. Wissenschaftsfonds)
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Research Areas:
Mathematical Methods in Economics: 80% Fundamental Mathematics Research: 20%
