Imagen de Portada

Necessary and Sufficient Conditions for Optimal Control of Semilinear Stochastic Partial Differential Equations

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Stannat, Wilhelm, Wessels, Lukas
Formato:	Preprint
Publicado:	2021
Materias:	Probability Optimization and Control
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Peng's Maximum Principle for Stochastic Delay Differential Equations of Mean-Field Type
por: Guatteri, Giuseppina, et al.
Publicado: (2025)

Transposition Approach to Optimal Control of McKean-Vlasov SPDEs
por: Chen, Liangying, et al.
Publicado: (2026)

Optimal Control of the Nonlinear Stochastic Fokker--Planck Equation
por: Hambly, Ben, et al.
Publicado: (2024)

A Novel Approach to Peng's Maximum Principle for McKean-Vlasov Stochastic Differential Equations
por: Spille, Johan Benedikt, et al.
Publicado: (2026)

Pontryagin Maximum Principle for McKean-Vlasov Stochastic Reaction-Diffusion Equations
por: Spille, Johan Benedikt, et al.
Publicado: (2025)

Pathwise Relaxed Optimal Control of Rough Differential Equations
por: Chakraborty, Prakash, et al.
Publicado: (2024)

Diffusion-Based Stochastic Operator Networks for Uncertainty Quantification in Stochastic Partial Differential Equations
por: Huynh, Phuoc-Toan, et al.
Publicado: (2026)

Infinite Anticipation Backward Stochastic Differential Equations
por: Cheng, Guanwei, et al.
Publicado: (2025)

Stochastic Passivity in Stochastic Differential Equations: A Port-Hamiltonian Perspective
por: Ackermann, Julia, et al.
Publicado: (2025)

Mean Field Games in Hilbert Spaces with Degenerate Diffusion: A Viscosity Solution Approach
por: Święch, Andrzej, et al.
Publicado: (2026)

Optimal Policy Characterization for a Class of Multi-Dimensional Ergodic Singular Stochastic Control Problems
por: Calvia, Alessandro, et al.
Publicado: (2025)

Fractional Backward Stochastic Partial Differential Equations with Applications to Stochastic Optimal Control of Partially Observed Systems driven by Lévy Processes
por: Ye, Yuyang, et al.
Publicado: (2024)

Partial Backorder Inventory System: Asymptotic Optimality and Demand Learning
por: Lim, Andrew E. B., et al.
Publicado: (2024)

BSDE Approach for $α$-Potential Stochastic Differential Games
por: Guo, Xin, et al.
Publicado: (2025)

Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations with Jumps
por: Liang, Dunxiang, et al.
Publicado: (2026)

Algebraic Control: Complete Stable Inversion with Necessary and Sufficient Conditions
por: Kürkçü, Burak, et al.
Publicado: (2024)

Optimal Doubling Thresholds in Backgammon-like Stochastic Games
por: Ju, Haoru, et al.
Publicado: (2024)

Necessary and Sufficient Conditions for Data-driven Model Reference Control
por: Wang, Jiwei, et al.
Publicado: (2023)

$N$-Player Stochastic Differential Games with Regime Switching and Mean Field Convergence
por: Wang, Mingrui, et al.
Publicado: (2025)

Numerical approximations of McKean Anticipative Backward Stochastic Differential Equations arising in Initial Margin requirements
por: Agarwal, A., et al.
Publicado: (2024)

Martingale Optimal Transport and Martingale Schrödinger Bridges for Calibration of Stochastic Volatility Models
por: Zitridis, Antonios
Publicado: (2025)

Stochastic Optimal Control Matching
por: Domingo-Enrich, Carles, et al.
Publicado: (2023)

Seierstad Sufficient Conditions for Stochastic Optimal Control Problems with Infinite Horizon
por: Belyakov, Anton O., et al.
Publicado: (2025)

Optimal Harvesting of a Stochastic Logistic Model Driven by One-Sided Tempered Stable Process
por: Deng, Wenmin, et al.
Publicado: (2026)

Optimal Impulse Control for Cyber Risk Management
por: Hillairet, Caroline, et al.
Publicado: (2024)

Solving non-Markovian Stochastic Control Problems driven by Wiener Functionals
por: Leão, Dorival, et al.
Publicado: (2020)

The Solution to an Impulse Control Problem Motivated by Optimal Harvesting
por: Liu, Zhesheng, et al.
Publicado: (2024)

Optimal Control of Semilinear Elliptic Partial Differential Equations with Non-Lipschitzian Nonlinearities
por: Christof, Constantin
Publicado: (2024)

Singular Perturbation in Multiscale Stochastic Control Problems with Domain Restriction in the Slow Variable
por: Calixto, Anderson O., et al.
Publicado: (2025)

Optimal Control of McKean--Vlasov Branching Diffusion Processes
por: Claisse, Julien, et al.
Publicado: (2025)

Indefinite Linear-Quadratic Optimal Control Problems of Backward Stochastic Differential Equations with Partial Information
por: Li, Jialong, et al.
Publicado: (2025)

Existence of Optimal Stationary Singular Controls and Mean Field Game Equilibria
por: Cohen, Asaf, et al.
Publicado: (2024)

Necessary and Sufficient Conditions for PID Design of MIMO Nonlinear Systems
por: Xiang, Tianyou, et al.
Publicado: (2025)

Exact Cost-Increment Formula for Optimal Control of Semilinear Evolution Equations
por: Chertovskih, Roman, et al.
Publicado: (2026)

Bridging Schrödinger and Bass: A Semimartingale Optimal Transport Problem with Diffusion Control
por: Henry-Labordere, Pierre, et al.
Publicado: (2026)

Optimal Scheduling of Uplink-Downlink Networked Control Systems with Energy Harvesting Sensor
por: Dutta, Manali, et al.
Publicado: (2024)

Differential Flatness by Pure Prolongation: Necessary and Sufficient Conditions
por: Lévine, Jean
Publicado: (2023)

Method of Successive Approximations for Stochastic Optimal Control: Contractivity and Convergence
por: Taoufik, Safouane, et al.
Publicado: (2024)

Optimal Control of 1D Semilinear Heat Equations with Moment-SOS Relaxations
por: Lebarbé, Charlie, et al.
Publicado: (2024)

A Geometric Framework for Stochastic Iterations
por: Combettes, Patrick L., et al.
Publicado: (2025)