We want to develop continuous-time optimality-seeking algorithms on the space of probability distributions. We envision our approach to result in practically useful algorithms to probabilistic (e.g. distributionally robust) optimization problems. Furthermore, our framework is directly applicable to optimization and control of traffic flow in a density modelling approach or a continuum modelling of multi-agent systems.
We want to develop continuous-time optimality-seeking algorithms on the space of probability distributions. We envision our approach to result in practically useful algorithms to probabilistic (e.g. distributionally robust) optimization problems. Furthermore, our framework is directly applicable to optimization and control of traffic flow in a density modelling approach or a continuum modelling of multi-agent systems.