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Digital Twins: McKean-Pontryagin Control for Partially Observed Physical Twins

math.OC · 2025-10-01 · unverdicted · novelty 6.0

The authors derive forward mean-field equations that integrate ensemble Kalman filtering with McKean-Pontryagin control to enable simultaneous online data assimilation and optimal control for partially observed stochastic systems, with numerical tests on Lorenz-63, Lorenz-96, and an inverted-pendul

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  • Digital Twins: McKean-Pontryagin Control for Partially Observed Physical Twins math.OC · 2025-10-01 · unverdicted · none · ref 29

    The authors derive forward mean-field equations that integrate ensemble Kalman filtering with McKean-Pontryagin control to enable simultaneous online data assimilation and optimal control for partially observed stochastic systems, with numerical tests on Lorenz-63, Lorenz-96, and an inverted-pendul