Copertina

Lifting partial smoothing to solve HJB equations and stochastic control problems

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Gozzi, Fausto, Masiero, Federica
Natura:	Preprint
Pubblicazione:	2023
Soggetti:	Optimization and Control 93E20, 47D07, 49L20, 35R15, 93C23
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Optimal Control in Infinite Dimensional Spaces and Economic Modeling: State of the Art and Perspectives
di: Fabbri, Giorgio, et al.
Pubblicazione: (2025)

Optimal Control of Unbounded Functional Stochastic Evolution Systems in Hilbert Spaces: Second-Order Path-dependent HJB Equation
di: Tang, Shanjian, et al.
Pubblicazione: (2024)

Mild solutions of HJB equations associated with cylindrical stable Lévy noise in infinite dimensions
di: Bondi, Alessandro, et al.
Pubblicazione: (2025)

High risk aversion Merton's problem without transversality conditions
di: Biffis, Enrico, et al.
Pubblicazione: (2025)

Policy Gradient for Continuous-Time Mean-Field Control
di: Bayraktar, Erhan, et al.
Pubblicazione: (2026)

Mean field social optimization: feedback person-by-person optimality and the dynamic programming equation
di: Huang, Minyi, et al.
Pubblicazione: (2025)

Infinite time horizon stochastic recursive control problems with jumps: dynamic programming and stochastic verification theorems
di: Luo, Sheng, et al.
Pubblicazione: (2024)

Linear-Quadratic Mean Field Games in Hilbert spaces
di: Federico, Salvatore, et al.
Pubblicazione: (2024)

Optimal control of stochastic delay differential equations: Optimal feedback controls
di: de Feo, Filippo, et al.
Pubblicazione: (2023)

Stochastic internal habit formation and optimality
di: Aleandri, Michele, et al.
Pubblicazione: (2025)

Reinforcement learning for irreversible reinsurance problems: the randomized singular control approach
di: Liang, Zongxia, et al.
Pubblicazione: (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
di: de Feo, Filippo
Pubblicazione: (2023)

Controlled superprocesses and HJB equation in the space of finite measures
di: Ocello, Antonio
Pubblicazione: (2023)

Unifying HJB and Riccati equations: A Koopman operator approach to nonlinear optimal control
di: Breiten, Tobias, et al.
Pubblicazione: (2025)

Turnpike and dissipativity in generalized discrete-time stochastic linear-quadratic optimal control
di: Schießl, Jonas, et al.
Pubblicazione: (2023)

Finite Dimensional Projections of HJB Equations in the Wasserstein Space
di: Święch, Andrzej, et al.
Pubblicazione: (2024)

Continuous time Stochastic optimal control under discrete time partial observations
di: Bayer, Christian, et al.
Pubblicazione: (2024)

Polynomial Stability of Non-Linearly Damped Contraction Semigroups
di: Paunonen, Lassi, et al.
Pubblicazione: (2025)

Optimal control of SDEs with merely measurable drift: an HJB approach
di: Du, Kai, et al.
Pubblicazione: (2025)

Causal Hamilton-Jacobi-Bellman Equations for Anticipative Stochastic Optimal Control
di: Bank, Peter, et al.
Pubblicazione: (2025)

Beyond Bellman: High-Order Generator Regression for Continuous-Time Policy Evaluation
di: Zheng, Yaowei, et al.
Pubblicazione: (2026)

Turnpike Property of a Linear-Quadratic Optimal Control Problem in Large Horizons with Regime Switching II: Non-Homogeneous Cases
di: Mei, Hongwei, et al.
Pubblicazione: (2025)

Finite Codimensionality Method in Infinite-dimensional Optimization Problems
di: Liu, Xu, et al.
Pubblicazione: (2021)

Convergence and turnpike properties of linear-quadratic mean field control problems with common noise
di: Bayraktar, Erhan, et al.
Pubblicazione: (2026)

Linear-Quadratic optimal control for boundary controlled networks of waves
di: Hastir, Anthony, et al.
Pubblicazione: (2024)

A measure-valued HJB perspective on Bayesian optimal adaptive control
di: Cox, Alexander M. G., et al.
Pubblicazione: (2025)

A Reinforcement Learning Framework for Some Singular Stochastic Control Problems
di: Liang, Zongxia, et al.
Pubblicazione: (2025)

Ergodicity and turnpike properties of linear-quadratic mean field control problems
di: Bayraktar, Erhan, et al.
Pubblicazione: (2025)

Projected Evolutionary Lifting and Well-Posedness of Stationary Hamilton-Jacobi-Bellman Equations in Infinite Dimensions
di: Bolli, Gabriele, et al.
Pubblicazione: (2026)

Distributed Online Optimization for Multi-Agent Optimal Transport
di: Krishnan, Vishaal, et al.
Pubblicazione: (2018)

Turnpike Property of Stochastic Linear-Quadratic Optimal Control Problems in Large Horizons with Regime Switching I: Homogeneous Cases
di: Mei, Hongwei, et al.
Pubblicazione: (2025)

Finite dimensional backstepping controller design
di: Kalantarov, Varga, et al.
Pubblicazione: (2023)

Generative optimal transport via forward-backward HJB matching
di: Yang, Haiqian, et al.
Pubblicazione: (2026)

Value existence for zero-sum ergodic stochastic differential games
di: Li, Juan, et al.
Pubblicazione: (2021)

First and second-order optimality conditions for a bilinear controlled wave equation on an infinite horizon
di: Mezegueldy, Redouane El, et al.
Pubblicazione: (2026)

Extended Dynamic Programming Principle and Applications to Time-Inconsistent Control
di: Xu, Yuhong, et al.
Pubblicazione: (2022)

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

A class of stochastic control problems with state constraints
di: De Angelis, Tiziano, et al.
Pubblicazione: (2026)

Controlled Occupied Processes and Viscosity Solutions
di: Soner, H. Mete, et al.
Pubblicazione: (2024)

Exact boundary controllability and stabilizability of a degenerated Timoshenko beam
di: Leugering, Günter, et al.
Pubblicazione: (2025)