Group Seminar: Optimization and Optimal Control Yifei Zheng

Yifei Zheng, Univ. California San Diego, online

Time: January 13, 2026 19:00
online

Titel: Staticization and Duality-based Methods for Problems in Optimal Control and Physics

Abstract:

This talk will focus on duality-based theoretical and numerical methods for nonlinear optimal control problems and the Schrödinger equation. Quadratic duals are used (in place of convex

duals) to transform the Hamiltonian in the HJB PDE, and thereby study the regularity of the value function and obtain an envelope thereof consisting of solutions to linear-quadratic-regulator problems. The scalability of numerical implementations, and connections to Monte Carlo methods and neural nets will also be discussed.

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Group Seminar: Optimization and Optimal Control Yifei Zheng

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