Develops and proves a Pontryagin-type maximum principle for control problems in free probability using controlled forward equations and free backward SDEs.
An elementary approach to free entropy theory for convex poten- tials.Analysis and PDE, 13(8):2289–2374, 2020
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Pontryagin Maximum Principle in Free Probability Theory
Develops and proves a Pontryagin-type maximum principle for control problems in free probability using controlled forward equations and free backward SDEs.