Saved in:
| Main Authors: | Easlick, Terry, Sun, Wei |
|---|---|
| Format: | Preprint |
| Published: |
2022
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2201.03406 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Maximum principle for an optimal control problem associated to a SPDE with nonlinear boundary conditions
by: Bonaccorsi, Stefano, et al.
Published: (2017)
by: Bonaccorsi, Stefano, et al.
Published: (2017)
A SIR epidemic model on a refining spatial grid II-Central limit theorem
by: Gallouët, Thierry, et al.
Published: (2024)
by: Gallouët, Thierry, et al.
Published: (2024)
Ergodic distribution dependent BSDE and application to long-time behavior of finite horizon distribution dependent BSDE
by: Desbouis, Kaplan, et al.
Published: (2025)
by: Desbouis, Kaplan, et al.
Published: (2025)
On a stochastic epidemic SIR model with non homogenous population: a toy model for HIV
by: Rovira, Carles
Published: (2025)
by: Rovira, Carles
Published: (2025)
Fractional Backward Stochastic Partial Differential Equations with Applications to Stochastic Optimal Control of Partially Observed Systems driven by Lévy Processes
by: Ye, Yuyang, et al.
Published: (2024)
by: Ye, Yuyang, et al.
Published: (2024)
Stochastic viscosity solutions for stochastic integral-partial differential equations and singular stochastic control
by: Wu, Jinbiao
Published: (2019)
by: Wu, Jinbiao
Published: (2019)
Optimal consumption and investment under relative performance criteria with Epstein-Zin utility
by: Dianetti, Jodi, et al.
Published: (2024)
by: Dianetti, Jodi, et al.
Published: (2024)
Two sided long-time optimization singular control problems for Lévy processes and Dynkin's games
by: Mordecki, Ernesto, et al.
Published: (2024)
by: Mordecki, Ernesto, et al.
Published: (2024)
A Class of Degenerate Mean Field Games, Associated FBSDEs and Master Equations
by: Bensoussan, Alain, et al.
Published: (2024)
by: Bensoussan, Alain, et al.
Published: (2024)
Lorenz ordering of parasite loads across hosts in Isham's model of Host-Macroparasite Interaction
by: McVinish, R.
Published: (2025)
by: McVinish, R.
Published: (2025)
Stochastic Curve Shortening Flow with Scale-Dependent Noise
by: Yan, Qi
Published: (2025)
by: Yan, Qi
Published: (2025)
Fully coupled forward-backward stochastic dynamics and functional differential systems
by: Casserini, Matteo, et al.
Published: (2011)
by: Casserini, Matteo, et al.
Published: (2011)
Hautus-Type Criteria for Controllability and Stabilizability of Backward-Structured Stochastic Systems
by: Sun, Jingrui
Published: (2026)
by: Sun, Jingrui
Published: (2026)
Stochastic maximum principle for optimal control of infinitely delayed systems of functional type in infinite dimensions
by: Cheng, Guanwei
Published: (2026)
by: Cheng, Guanwei
Published: (2026)
The delay feedback control for the McKean-Vlasov stochastic differential equations with common noise
by: Chen, Xing, et al.
Published: (2023)
by: Chen, Xing, et al.
Published: (2023)
On McKean-Vlasov SDEs with polynomial drifts for SIS epidemic models
by: Kalinin, Alexander, et al.
Published: (2026)
by: Kalinin, Alexander, et al.
Published: (2026)
Control of McKean--Vlasov SDEs with Contagion Through Killing at a State-Dependent Intensity
by: Hambly, Ben, et al.
Published: (2023)
by: Hambly, Ben, et al.
Published: (2023)
Extinction and Persistence in a Stochastic Mpox Model with Hawkes-type Self-Excitation
by: Di Nunno, Giulia, et al.
Published: (2025)
by: Di Nunno, Giulia, et al.
Published: (2025)
Parameter estimation of stochastic SIR model driven by small Lévy noise with time-dependent periodic transmission
by: Easlick, Terry, et al.
Published: (2023)
by: Easlick, Terry, et al.
Published: (2023)
Stochastic persistence and extinction for degenerate stochastic Rosenzweig-MacArthur model
by: Benaïm, Michel, et al.
Published: (2025)
by: Benaïm, Michel, et al.
Published: (2025)
SIR-Model for Households
by: Doenges, Philipp, et al.
Published: (2023)
by: Doenges, Philipp, et al.
Published: (2023)
Stochastic maximum principle for problems with delay with general dependence on the past
by: Guatteri, Giuseppina, et al.
Published: (2020)
by: Guatteri, Giuseppina, et al.
Published: (2020)
Model reduction for fully nonlinear stochastic systems
by: Redmann, Martin
Published: (2025)
by: Redmann, Martin
Published: (2025)
A Novel Approach to Peng's Maximum Principle for McKean-Vlasov Stochastic Differential Equations
by: Spille, Johan Benedikt, et al.
Published: (2026)
by: Spille, Johan Benedikt, et al.
Published: (2026)
Stochastic epidemic SIR models with hidden states
by: Du, Nguyen, et al.
Published: (2022)
by: Du, Nguyen, et al.
Published: (2022)
A Regime-Switching Approach to the Unbalanced Schrödinger Bridge Problem
by: Zlotchevski, Andrei, et al.
Published: (2025)
by: Zlotchevski, Andrei, et al.
Published: (2025)
Stochastic electromechanical bidomain model
by: Bendahmane, Mostafa, et al.
Published: (2023)
by: Bendahmane, Mostafa, et al.
Published: (2023)
On Bellman equation in the limit order optimization problem for high-frequency trading
by: Balakaeva, M. I., et al.
Published: (2025)
by: Balakaeva, M. I., et al.
Published: (2025)
The stability of the multivariate geometric Brownian motion as a bilinear matrix inequality problem
by: Barrera, Gerardo, et al.
Published: (2024)
by: Barrera, Gerardo, et al.
Published: (2024)
Stochastic Extinction, An Average Lyapunov Function Approach
by: Foldes, Juraj, et al.
Published: (2024)
by: Foldes, Juraj, et al.
Published: (2024)
Utility maximization under endogenous pricing
by: Nguyen, Thai, et al.
Published: (2020)
by: Nguyen, Thai, et al.
Published: (2020)
Optimality Conditions for Control Systems Governed by Monotone Stochastic Evolution Equations
by: Ciotir, Ioana, et al.
Published: (2025)
by: Ciotir, Ioana, et al.
Published: (2025)
Multiple equilibria in mean-field game models for large oligopolies with strategic complementarities
by: Dianetti, Jodi, et al.
Published: (2024)
by: Dianetti, Jodi, et al.
Published: (2024)
Anchoring and Mixed-Norm Contractions in Averaging-Learning Dynamics
by: Popescu, Ionel, et al.
Published: (2026)
by: Popescu, Ionel, et al.
Published: (2026)
Mathematical Analysis and Modeling of Ebola Virus Dynamics via Optimal Control and Neural Network Paradigms
by: Muhammad, Noor, et al.
Published: (2025)
by: Muhammad, Noor, et al.
Published: (2025)
Optimal stopping involving a diffusion and its running maximum: a generalisation of the maximality principle
by: Rodosthenous, Neofytos, et al.
Published: (2025)
by: Rodosthenous, Neofytos, et al.
Published: (2025)
Large Deviations Analysis for Stochastic Models of Bacterial Evolution
by: Azencott, Robert, et al.
Published: (2018)
by: Azencott, Robert, et al.
Published: (2018)
Optimal Investment and Entropy-Regularized Learning Under Stochastic Volatility Models with Portfolio Constraints
by: Nguyen, Thai, et al.
Published: (2026)
by: Nguyen, Thai, et al.
Published: (2026)
Maximum Principles for Partially Observed Controls of Forward SPDEs and Backward SDEs with Jumps
by: Qian, Hongjiang, et al.
Published: (2026)
by: Qian, Hongjiang, et al.
Published: (2026)
A primer of optimal ergodic average control for an insurance company diffusion model
by: Iashchenko, Elizaveta, et al.
Published: (2025)
by: Iashchenko, Elizaveta, et al.
Published: (2025)
Similar Items
-
Maximum principle for an optimal control problem associated to a SPDE with nonlinear boundary conditions
by: Bonaccorsi, Stefano, et al.
Published: (2017) -
A SIR epidemic model on a refining spatial grid II-Central limit theorem
by: Gallouët, Thierry, et al.
Published: (2024) -
Ergodic distribution dependent BSDE and application to long-time behavior of finite horizon distribution dependent BSDE
by: Desbouis, Kaplan, et al.
Published: (2025) -
On a stochastic epidemic SIR model with non homogenous population: a toy model for HIV
by: Rovira, Carles
Published: (2025) -
Fractional Backward Stochastic Partial Differential Equations with Applications to Stochastic Optimal Control of Partially Observed Systems driven by Lévy Processes
by: Ye, Yuyang, et al.
Published: (2024)