:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Yevgenieva, Yevgeniia, Zuyev, Alexander, Benner, Peter, Seidel-Morgenstern, Andreas
Format:	Preprint
Published:	2023
Subjects:	Optimization and Control 93C20, 92E20, 49K20, 49N20
Online Access:	https://arxiv.org/abs/2308.04804
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Optimal Control of McKean-Vlasov equations with controlled stochasticity
by: Di Persio, Luca, et al.
Published: (2023)

Infinite dimensional open-loop linear quadratic stochastic optimal control problems and related games
by: Jing, Guangdong
Published: (2024)

Periodic Exponential Turnpike Phenomenon in Mean-Field Stochastic Linear-Quadratic Optimal Control
by: Sun, Jingrui, et al.
Published: (2024)

Risk-averse optimization under distributional uncertainty with Rockafellian relaxation
by: Antil, Harbir, et al.
Published: (2026)

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

Second-order optimality conditions for the sparse optimal control of nonviscous Cahn-Hilliard systems
by: Colli, Pierluigi, et al.
Published: (2024)

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

Rockafellian Relaxation for PDE-Constrained Optimization with Distributional Uncertainty
by: Antil, Harbir, et al.
Published: (2024)

A stochastic maximum principle for singular mean-field regime-switching optimal control
by: Somé, Maalvladédon Ganet, et al.
Published: (2025)

Optimality conditions for sparse optimal control of viscous Cahn-Hilliard systems with logarithmic potential
by: Colli, Pierluigi, et al.
Published: (2024)

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

Optimal control for a fourth-order nonisothermal tumor growth model of Caginalp type
by: Cavalleri, Giulia, et al.
Published: (2026)

Optimal control of therapies related to an oxytaxis glioblastoma model
by: Forero-Hernańdez, Juan J., et al.
Published: (2026)

Approximately optimal distributed controls for high-dimensional stochastic systems with pairwise interaction through controls
by: Devey, Elise
Published: (2025)

Optimal control on a brain tumor growth model with lactate metabolism, viscoelastic effects, and tissue damage
by: Cavalleri, Giulia, et al.
Published: (2025)

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

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

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

Approximation of risk-averse optimal feedback control
by: Guth, Philipp A., et al.
Published: (2025)

The landscape of deterministic and stochastic optimal control problems: One-shot Optimization versus Dynamic Programming
by: Kim, Jihun, et al.
Published: (2024)

Optimal control of heterogeneous mean-field stochastic differential equations with common noise and applications to financial models
by: de Feo, Filippo, et al.
Published: (2025)

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

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

Indirect methods in optimal control on Banach spaces
by: Chertovskih, Roman, et al.
Published: (2025)

A Linear-Quadratic Stackelberg Differential Game with Mixed Deterministic and Stochastic Controls
by: Shi, Jingtao, et al.
Published: (2020)

A Partially Observed Stochastic Linear Stackelberg Differential Game with Poisson Jumps under Mean-Variance Criteria
by: Lin, Jingtao, et al.
Published: (2026)

Global Maximum Principle for Partially Observed Risk-Sensitive Progressive Optimal Control of FBSDE with Poisson Jumps
by: Lin, Jingtao, et al.
Published: (2025)

Optimal Bilinear control restricted to the three-dimensional chemo-repulsion model with potential production
by: Guillen-Gonzalez, Francisco, et al.
Published: (2026)

Optimal control of diffusion processes: $\infty$-order variational analysis and numerical solution
by: Chertovskih, Roman, et al.
Published: (2024)

Stochastic Optimal Control with Measurable Coefficients and Applications
by: de Feo, Filippo
Published: (2025)

Necessary conditions for the optimal control of a shape optimization problem with non-smooth PDE constraints
by: Betz, Livia
Published: (2024)

Quantitative Soft-to-Hard Terminal Constraint Convergence for the Heat Equation
by: Kwon, Sung-Sik
Published: (2026)

Optimal error estimates of the stochastic parabolic optimal control problem with integral state constraint
by: Wang, Qiming, et al.
Published: (2024)

A Local Discontinuous Galerkin Method for Dirichlet Boundary Control Problems
by: Benner, Peter, et al.
Published: (2026)

Stability and decay rate estimates for a nonlinear dispersed flow reactor model with boundary control
by: Yevgenieva, Yevgeniia, et al.
Published: (2024)

A Pontryagin Maximum Principle on the Belief Space for Continuous-Time Optimal Control with Discrete Observations
by: Bayer, Christian, et al.
Published: (2025)

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

Stackelberg Stochastic Linear-Quadratic Differential Games: A Closed-Loop Equilibrium Approach
by: Lü, Qi, et al.
Published: (2026)

Indefinite Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Poisson Jumps: Closed-Loop Representation of Open-Loop Optimal Controls
by: Ding, Kai, et al.
Published: (2026)

On the Value Function of Convex Bolza Problems Governed by Stochastic Difference Equations
by: Álvarez, Sebastián, et al.
Published: (2026)