Computational and Applied Mathematics Seminar: Jian-Guo Liu, Duke University, Optimal Control for Transition Path Problems in Markov Jump Processes
SAS 4201Transition paths connecting metastable states are significant in science and engineering, such as in biochemical reactions. In this talk, I will present a stochastic optimal control formulation for transition path problems over an infinite time horizon, modeled by Markov jump processes on Polish spaces. An unbounded terminal cost at a stopping time and a running…