Aaron Palmer - Non-Commutative Optimal Control and Viscosity Solutions - IPAM at UCLA
Presenter
May 2, 2025
Abstract
Recorded 02 May 2025. Aaron Palmer of the University of California, Los Angeles, presents "Non-Commutative Optimal Control and Viscosity Solutions" at IPAM's Dynamics of Density Operators Workshop.
Abstract: In recent joint work with Wilfrid Gangbo, David Jekel, and Kyeongsik Nam, we developed a theory for optimal control problems involving non-commutative variables, inspired by dynamic random matrix models. As matrix dimensions become large, classical descriptions give way to non-commutative analogues, raising new mathematical challenges closely related to free probability theory and quantum statistical mechanics. Our approach uses infinite-dimensional Hamilton-Jacobi-Bellman equations on the space of non-commutative laws, and we developed a theory of viscosity solutions adapted to this non-commutative setting. This framework naturally handles both classical ("common noise") and non-commutative ("free individual noise") randomness. In this talk, I will summarize our progress, highlight challenges unique to the non-commutative setting, and discuss open questions our work may help illuminate.
Learn more online at: https://www.ipam.ucla.edu/programs/workshops/workshop-ii-dynamics-of-density-operators/