Mean viability theorems and second-order Hamilton-Jacobi equations
Fuente:
arXiv
Saved in:
| Main Author: | Keller, Christian |
|---|---|
| Format: | Preprint |
| Published: |
2022
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Hamilton--Jacobi--Bellman equation for optimal control of stochastic Wasserstein--Hamiltonian system on graphs
by: Cui, Jianbo, et al.
Published: (2025)
by: Cui, Jianbo, et al.
Published: (2025)
Path-dependent Hamilton-Jacobi equations with u-dependence and time-measurable Hamiltonians
by: Bandini, Elena, et al.
Published: (2024)
by: Bandini, Elena, et al.
Published: (2024)
Optimal Savings and Value of Population in A Stochastic Environment: Transient Behavior
by: Liu, Hao, et al.
Published: (2024)
by: Liu, Hao, et al.
Published: (2024)
Viability for locally monotone evolution inclusions and lower semicontinuous solutions of Hamilton-Jacobi-Bellman equations in infinite dimensions
by: Jiang, Jichao, et al.
Published: (2024)
by: Jiang, Jichao, et al.
Published: (2024)
Large deviations for Markov processes with switching and homogenisation via Hamilton-Jacobi-Bellman equations
by: Della Corte, Serena, et al.
Published: (2022)
by: Della Corte, Serena, et al.
Published: (2022)
Viscosity Solutions of a class of Second Order Hamilton-Jacobi-Bellman Equations in the Wasserstein Space
by: Cheung, Hang, et al.
Published: (2023)
by: Cheung, Hang, et al.
Published: (2023)
Optimal control of stochastic delay differential equations: Optimal feedback controls
by: de Feo, Filippo, et al.
Published: (2023)
by: de Feo, Filippo, et al.
Published: (2023)
HJB equations driven by the Dirichlet-Ferguson Laplacian in Wasserstein-Sobolev spaces
by: Delarue, François, et al.
Published: (2025)
by: Delarue, François, et al.
Published: (2025)
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)
State-Constrained Chemical Reactions: Discrete-to-Continuous Hamilton--Jacobi Equations and Large Deviations
by: Gao, Yuan, et al.
Published: (2025)
by: Gao, Yuan, et al.
Published: (2025)
Viscosity Solutions of Fully second-order HJB Equations in the Wasserstein Space
by: Bayraktar, Erhan, et al.
Published: (2025)
by: Bayraktar, Erhan, et al.
Published: (2025)
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)
by: Liao, Huafu, et al.
Published: (2024)
Minimax solutions of path-dependent Hamilton--Jacobi equations under weakened assumptions with application to differential games
by: Gomoyunov, Mikhail
Published: (2026)
by: Gomoyunov, Mikhail
Published: (2026)
Stochastic optimal control in Hilbert spaces: $C^{1,1}$ regularity of the value function and optimal synthesis via viscosity solutions
by: de Feo, Filippo, et al.
Published: (2023)
by: de Feo, Filippo, et al.
Published: (2023)
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)
by: de Feo, Filippo
Published: (2023)
Unbounded Hamilton-Jacobi-Bellman Equations with one co-dimensional discontinuities
by: Chasseigne, Emmanuel, et al.
Published: (2024)
by: Chasseigne, Emmanuel, et al.
Published: (2024)
Freidlin-Wentzell solutions of discrete Hamilton Jacobi equations
by: Aleandri, Michele, et al.
Published: (2025)
by: Aleandri, Michele, et al.
Published: (2025)
Beyond separability: convergence rate of vanishing viscosity approximations to mean field games via FBSDE stability
by: Yu, Winston, et al.
Published: (2025)
by: Yu, Winston, et al.
Published: (2025)
Non-local Hamilton-Jacobi-Bellman equations for the stochastic optimal control of path-dependent piecewise deterministic processes
by: Bandini, Elena, et al.
Published: (2024)
by: Bandini, Elena, et al.
Published: (2024)
Vanishing discount limits for first-order fully nonlinear Hamilton-Jacobi equations on noncompact domains
by: Tu, Son N. T., et al.
Published: (2025)
by: Tu, Son N. T., et al.
Published: (2025)
Finite-difference least square methods for solving Hamilton-Jacobi equations using neural networks
by: Esteve-Yagüe, Carlos, et al.
Published: (2024)
by: Esteve-Yagüe, Carlos, et al.
Published: (2024)
Hamilton-Jacobi-Bellman Equations in the Wasserstein Space for the Optimal Control of the Kushner-Stratonovich Equation
by: Wan, Hexiang, et al.
Published: (2025)
by: Wan, Hexiang, et al.
Published: (2025)
Singular SPDEs on Homogeneous Lie Groups
by: Mayorcas, Avi, et al.
Published: (2023)
by: Mayorcas, Avi, et al.
Published: (2023)
Operator Splitting, Policy Iteration, and Machine Learning for Stochastic Optimal Control
by: Bensoussan, Alain, et al.
Published: (2026)
by: Bensoussan, Alain, et al.
Published: (2026)
Master equations with an individual noise on finite state graphs
by: Gangbo, Wilfrid, et al.
Published: (2026)
by: Gangbo, Wilfrid, et al.
Published: (2026)
Stochastic Optimal Control of Interacting Particle Systems in Hilbert Spaces and Applications
by: de Feo, Filippo, et al.
Published: (2025)
by: de Feo, Filippo, et al.
Published: (2025)
Viscosity Solutions of Second Order Path-Dependent Partial Differential Equations and Applications
by: Tang, Shanjian, et al.
Published: (2024)
by: Tang, Shanjian, et al.
Published: (2024)
Optimal control, viscosity approximation and Arrhenius Law for the shallow lake problem
by: Koutsimpela, Angeliki, et al.
Published: (2024)
by: Koutsimpela, Angeliki, et al.
Published: (2024)
Equivalence of minimax and viscosity solutions of path-dependent Hamilton-Jacobi equations
by: Gomoyunov, Mikhail, et al.
Published: (2022)
by: Gomoyunov, Mikhail, et al.
Published: (2022)
Dynamic Programming Principle and Hamilton-Jacobi-Bellman Equation for Optimal Control Problems with Uncertainty
by: Aronna, M. Soledad, et al.
Published: (2024)
by: Aronna, M. Soledad, et al.
Published: (2024)
Infinite Time Horizon Optimal Control of McKean-Vlasov SDEs
by: Rudà, Silvia
Published: (2025)
by: Rudà, Silvia
Published: (2025)
On equivalence of entropy and viscosity solutions to degenerate parabolic equations and applications
by: Mitake, Hiroyoshi, et al.
Published: (2024)
by: Mitake, Hiroyoshi, et al.
Published: (2024)
Quantitative convergence for displacement monotone Mean Field Games of control
by: Jackson, Joe, et al.
Published: (2025)
by: Jackson, Joe, et al.
Published: (2025)
Trading in residential energy systems with storage: a kinetic mean-field approach
by: Fabini, Margherita, et al.
Published: (2026)
by: Fabini, Margherita, et al.
Published: (2026)
Controlled superprocesses and HJB equation in the space of finite measures
by: Ocello, Antonio
Published: (2023)
by: Ocello, Antonio
Published: (2023)
Hamilton-Jacobi-Bellman equations on graphs
by: Forcillo, Nicolò, et al.
Published: (2025)
by: Forcillo, Nicolò, et al.
Published: (2025)
A Semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with Dirichlet boundary conditions
by: Carlini, Elisabetta, et al.
Published: (2025)
by: Carlini, Elisabetta, et al.
Published: (2025)
Continuous time Markov chain based approximation of stationary and weak KAM Hamilton-Jacobi equations
by: Averboukh, Yurii
Published: (2024)
by: Averboukh, Yurii
Published: (2024)
Mean-Field Games with common Poissonian noise: a Maximum Principle approach
by: Hernández-Hernández, Daniel, et al.
Published: (2024)
by: Hernández-Hernández, Daniel, et al.
Published: (2024)
Stable representations of Hamilton-Jacobi-Bellman equations with infinite horizon
by: Misztela, Arkadiusz, et al.
Published: (2026)
by: Misztela, Arkadiusz, et al.
Published: (2026)
Similar Items
-
Hamilton--Jacobi--Bellman equation for optimal control of stochastic Wasserstein--Hamiltonian system on graphs
by: Cui, Jianbo, et al.
Published: (2025) -
Path-dependent Hamilton-Jacobi equations with u-dependence and time-measurable Hamiltonians
by: Bandini, Elena, et al.
Published: (2024) -
Optimal Savings and Value of Population in A Stochastic Environment: Transient Behavior
by: Liu, Hao, et al.
Published: (2024) -
Viability for locally monotone evolution inclusions and lower semicontinuous solutions of Hamilton-Jacobi-Bellman equations in infinite dimensions
by: Jiang, Jichao, et al.
Published: (2024) -
Large deviations for Markov processes with switching and homogenisation via Hamilton-Jacobi-Bellman equations
by: Della Corte, Serena, et al.
Published: (2022)