Cover Image

The Stefan problem and free targets of optimal Brownian martingale transport

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Kim, Inwon C., Kim, Young-Heon
Format:	Preprint
Published:	2021
Subjects:	Probability Analysis of PDEs Optimization and Control 60, 49, 35, 80
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

The Nonlocal Stefan Problem via a Martingale Transport
by: Chu, Raymond, et al.
Published: (2023)

The supercooled Stefan problem: fractal freezing and the fine structure of maximal solutions
by: Chu, Raymond, et al.
Published: (2025)

Cascade equation for the discontinuities in the Stefan problem with surface tension
by: Guo, Yucheng, et al.
Published: (2024)

A description based on optimal transport for a class of stochastic McKean-Vlasov control problems
by: De Vecchi, Francesco C., et al.
Published: (2024)

A particle system approach towards the global well-posedness of master equations for potential mean field games of control
by: Liao, Huafu, et al.
Published: (2024)

Stochastic maximum principle for optimal control problem of non exchangeable mean field systems
by: Kharroubi, Idris, et al.
Published: (2025)

The exponential turnpike phenomenon for mean field game systems: weakly monotone drifts and small interactions
by: Cecchin, Alekos, et al.
Published: (2024)

Analysis of mean field games via Fokker-Planck-Kolmogorov equations: existence of equilibria
by: Shaposhnikov, Stanislav V., et al.
Published: (2025)

Fourier Galerkin approximation of mean field control problems
by: Delarue, François, et al.
Published: (2024)

On the equivalence between static and dynamic optimal transport governed by linear control systems
by: Einav, Amit, et al.
Published: (2025)

Sampleability transport, nonlinear regularization, and the porous medium flow
by: Lam, Hy P. G.
Published: (2026)

HJB equations driven by the Dirichlet-Ferguson Laplacian in Wasserstein-Sobolev spaces
by: Delarue, François, et al.
Published: (2025)

Quantitative convergence for displacement monotone Mean Field Games of control
by: Jackson, Joe, et al.
Published: (2025)

Regularity of the free boundary for the supercooled Stefan problem in arbitrary dimensions
by: Engelstein, Max, et al.
Published: (2025)

The mean-field control problem for heterogeneous forward-backward systems
by: Sojmark, Andreas, et al.
Published: (2026)

The supercooled Stefan problem with transport noise: weak solutions and blow-up
by: Ledger, Sean, et al.
Published: (2024)

A Tikhonov theorem for McKean-Vlasov two-scale systems and a new application to mean field optimal control problems
by: Burzoni, Matteo, et al.
Published: (2022)

The global well-posedness for master equations of mean field games of controls
by: Liu, Shuhui, et al.
Published: (2026)

Mean viability theorems and second-order Hamilton-Jacobi equations
by: Keller, Christian
Published: (2022)

Inverse problems for infinite-dimensional transport PDEs on Wasserstein space
by: Liu, Hongyu, et al.
Published: (2025)

The dual approach to optimal control in the coefficients of nonlocal nonlinear diffusion
by: Schytt, Marcus, et al.
Published: (2023)

Optimal Savings and Value of Population in A Stochastic Environment: Transient Behavior
by: Liu, Hao, et al.
Published: (2024)

Optimal resource allocation for maintaining system solvency
by: Guo, Gaoyue, et al.
Published: (2026)

Bi-martingale optimal transport and its applications
by: Bołbotowski, Karol
Published: (2025)

Optimality Conditions for Control Systems Governed by Monotone Stochastic Evolution Equations
by: Ciotir, Ioana, et al.
Published: (2025)

A dynamical formulation of multi-marginal optimal transport
by: Pass, Brendan, et al.
Published: (2025)

Uniqueness of synchronized stationary equilibria in the Kuramoto mean field game
by: Munoz, Sebastian
Published: (2026)

The nonlocal Kelvin principle and the dual approach to nonlocal control in the conduction coefficients
by: Evgrafov, Anton, et al.
Published: (2021)

Control on Hilbert Space and Mean Field Control: the Common Noise Case
by: Bensoussan, Alain, et al.
Published: (2025)

Stochastic optimal control problems with delays in the state and in the control via viscosity solutions and applications to optimal advertising and optimal investment problems
by: de Feo, Filippo
Published: (2023)

Convergence Rates of Time Discretization in Extended Mean Field Control
by: Reisinger, Christoph, et al.
Published: (2025)

Fully nonlinear second-order mean field games with nondifferentiable Hamiltonians
by: Sales, Thomas, et al.
Published: (2025)

New Uniqueness Results For A Mean Field Game Of Controls
by: Graber, Jameson, et al.
Published: (2024)

Polynomial slowdown in an angle-dependent 2d branching Brownian motion
by: Berestycki, Julien, et al.
Published: (2025)

Hamilton--Jacobi--Bellman equation for optimal control of stochastic Wasserstein--Hamiltonian system on graphs
by: Cui, Jianbo, et al.
Published: (2025)

Ahlfors-regularity for minimizers of a multiphase optimal design problem
by: Esposito, Luca, et al.
Published: (2025)

Mean field games master equations: from discrete to continuous state space
by: Bertucci, Charles, et al.
Published: (2022)

Wasserstein Mirror Gradient Flow as the limit of the Sinkhorn Algorithm
by: Deb, Nabarun, et al.
Published: (2023)

Master equations with an individual noise on finite state graphs
by: Gangbo, Wilfrid, et al.
Published: (2026)

Mean-Field Games with common Poissonian noise: a Maximum Principle approach
by: Hernández-Hernández, Daniel, et al.
Published: (2024)