Cover Image

Data-driven rules for multidimensional reflection problems

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Christensen, Sören, Thomsen, Asbjørn Holk, Trottner, Lukas
Format:	Preprint
Published:	2023
Subjects:	Optimization and Control Probability Statistics Theory Machine Learning 93E35, 68T05, 49Q10, 60J60, 62M05
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Learning to reflect: A unifying approach for data-driven stochastic control strategies
by: Christensen, Sören, et al.
Published: (2021)

Mirror Descent for Stochastic Control Problems with Measure-valued Controls
by: Kerimkulov, Bekzhan, et al.
Published: (2024)

Gaussian Approximation and Multiplier Bootstrap for Stochastic Gradient Descent
by: Sheshukova, Marina, et al.
Published: (2025)

Optimal resource allocation for maintaining system solvency
by: Guo, Gaoyue, et al.
Published: (2026)

A Probabilistic Approach to Trajectory-Based Optimal Experimental Design
by: Attia, Ahmed
Published: (2026)

Learning to steer with Brownian noise
by: Ankirchner, Stefan, et al.
Published: (2024)

Model reduction for fully nonlinear stochastic systems
by: Redmann, Martin
Published: (2025)

The Schrödinger Bridge Problem for Jump Diffusions with Regime Switching
by: Zlotchevski, Andrei, et al.
Published: (2025)

Importance sampling for rare event tracking within the ensemble Kalman filtering framework
by: Rached, Nadhir Ben, et al.
Published: (2024)

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

On a copula product linking Wasserstein correlations and rearranged dependence measures
by: Ansari, Jonathan
Published: (2026)

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

Empirical Convergence of Even-Order Gromov-Wasserstein Functionals
by: Paliy, Vasyl
Published: (2026)

Distributional Shrinkage II: Higher-Order Scores Encode Brenier Map
by: Liang, Tengyuan
Published: (2025)

Ergodic Risk Sensitive Control of Diffusions under a General Structural Hypothesis
by: Anugu, Sumith Reddy, et al.
Published: (2025)

Convergence of the extended Kalman filter with small and state-dependent noise
by: Njiasse, Ibrahim Mbouandi, et al.
Published: (2025)

Change point estimation for a stochastic heat equation
by: Reiß, Markus, et al.
Published: (2023)

Model-free policy gradient for discrete-time mean-field control
by: Meunier, Matthieu, et al.
Published: (2026)

Concentration analysis of multivariate elliptic diffusion processes
by: Aeckerle-Willems, Cathrine, et al.
Published: (2022)

The mean-field control problem for heterogeneous forward-backward systems
by: Sojmark, Andreas, et al.
Published: (2026)

Statistical Learning with Sublinear Regret of Propagator Models
by: Neuman, Eyal, et al.
Published: (2023)

Mean-field control of non exchangeable systems
by: De Crescenzo, Anna, et al.
Published: (2024)

On the Rate of Gaussian Approximation for Linear Regression Problems
by: Khusainov, Marat, et al.
Published: (2025)

Exact upper bound for copulas with a given diagonal section
by: Bukovšek, Damjana Kokol, et al.
Published: (2023)

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

Model-free filtering in high dimensions via projection and score-based diffusions
by: Christensen, Sören, et al.
Published: (2025)

A Simplified Condition For Quantile Regression
by: Peng, Liang, et al.
Published: (2025)

Optimal Quantization for Nonuniform Densities on Spherical Curves
by: Saha, Silpi, et al.
Published: (2026)

Probabilistic Approach to Black-Box Binary Optimization with Budget Constraints: Application to Sensor Placement
by: Attia, Ahmed
Published: (2024)

A localized particle filter for geophysical data assimilation
by: Crisan, Dan, et al.
Published: (2025)

A convex approach for Markov chain estimation from aggregate data via inverse optimal transport
by: Mascherpa, Michele, et al.
Published: (2025)

On the saddle point of a zero-sum stopper vs. singular-controller game
by: Bovo, Andrea, et al.
Published: (2024)

Global regularity of the value function in a stopper vs. singular-controller game
by: Bovo, Andrea, et al.
Published: (2025)

Tackling heavy-tailed noise in distributed estimation: Asymptotic performance and tradeoffs
by: Bajovic, Dragana, et al.
Published: (2026)

Adapted Wasserstein distance between the laws of SDEs
by: Backhoff-Veraguas, Julio, et al.
Published: (2022)

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

Convergence of Proximal Policy Gradient Method for Problems with Control Dependent Diffusion Coefficients
by: Davey, Ashley, et al.
Published: (2025)

On $q$-Order Statistics
by: Vamvakari, Malvina
Published: (2023)

A remark on the comparison of the sum and the maximum of positive random variables
by: Okamura, Kazuki
Published: (2026)

Quantitative Stability of the Shadow for Wasserstein Projections and Sample Complexity
by: Kim, Jakwang
Published: (2026)