:: Library Catalog

Copertina

Salvato in:

Dettagli Bibliografici
Autori principali:	Gozzi, Fausto, Masiero, Federica, Rosestolato, Mauro
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Optimization and Control Probability
Accesso online:	https://arxiv.org/abs/2402.01015
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Stochastic Maximum Principle for optimal advertising models with delay and non-convex control space
di: Guatteri, Giuseppina, et al.
Pubblicazione: (2024)

Lifting partial smoothing to solve HJB equations and stochastic control problems
di: Gozzi, Fausto, et al.
Pubblicazione: (2023)

Wage Rigidity and Retirement in Optimal Portfolio Choice
di: Biagini, Sara, et al.
Pubblicazione: (2021)

Peng's Maximum Principle for Stochastic Delay Differential Equations of Mean-Field Type
di: Guatteri, Giuseppina, et al.
Pubblicazione: (2025)

A mean field game model with non-local spatial interactions and resources accumulation
di: Ghilli, Daria, et al.
Pubblicazione: (2025)

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

Mean Field Games Incorporating Carryover Effects: Optimizing Advertising Models
di: Ricciardi, Michele, et al.
Pubblicazione: (2024)

Linear-quadratic optimal control for non-exchangeable mean-field SDEs and applications to systemic risk
di: de Crescenzo, Anna, et al.
Pubblicazione: (2025)

A mean field Jacobi process for modeling sustainable tourism
di: Yoshioka, Hidekazu
Pubblicazione: (2024)

Markov-Nash equilibria in mean-field games under model uncertainty
di: Langner, Johannes, et al.
Pubblicazione: (2024)

Non-convex entropic mean-field optimization via Best Response flow
di: Lascu, Razvan-Andrei, et al.
Pubblicazione: (2025)

On propagation of chaos for the Fisher-Rao gradient flow in entropic mean-field optimization
di: Lazić, Petra, et al.
Pubblicazione: (2026)

On the mean field limit of consensus based methods
di: Koß, Marvin, et al.
Pubblicazione: (2024)

Propagation of chaos for mean field Schrödinger problems
di: Hernández, Camilo, et al.
Pubblicazione: (2023)

Mean-field optimal control with stochastic leaders
di: Zimper, Sebastian, et al.
Pubblicazione: (2025)

Lifting and partial smoothing for stationary HJB equations and related control problems in infinite dimensions
di: Bolli, Gabriele, et al.
Pubblicazione: (2025)

Stochastic maximum principle for weighted mean-field system with jump
di: Tang, Yanyan, et al.
Pubblicazione: (2024)

Controllability concepts for mean-field dynamics with reduced-rank coefficients
di: Goreac, Dan, et al.
Pubblicazione: (2025)

Robust mean-field games under entropy-based uncertainty
di: Delarue, François, et al.
Pubblicazione: (2026)

A randomisation method for mean-field control problems with common noise
di: Denkert, Robert, et al.
Pubblicazione: (2024)

Non--exchangeable mean field games with moderate interactions and common noise
di: Djete, Mao Fabrice
Pubblicazione: (2026)

Continuous-time mean field games: a primal-dual characterization
di: Guo, Xin, et al.
Pubblicazione: (2025)

A stochastic maximum principle of mean-field type with monotonicity conditions
di: He, Bowen, et al.
Pubblicazione: (2025)

Risk-averse mean field games: exploitability and non-asymptotic analysis
di: Cheng, Ziteng, et al.
Pubblicazione: (2023)

A non-exchangeable mean field control problem with controlled interactions
di: Djete, Mao Fabrice
Pubblicazione: (2025)

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

Time-inconsistent mean-field stopping problems: A regularized equilibrium approach
di: Yu, Xiang, et al.
Pubblicazione: (2023)

Limit theory for mean-field control problems with common noise adapted controls
di: Bouchard, Bruno, et al.
Pubblicazione: (2025)

Entropic mean-field min-max problems via Best Response flow
di: Lascu, Razvan-Andrei, et al.
Pubblicazione: (2023)

Mean-field games of optimal stopping: master equation and weak equilibria
di: Possamaï, Dylan, et al.
Pubblicazione: (2023)

Singular mean-field backward stochastic Volterra integral equations in infinite dimensional spaces
di: Asadzade, Javad A., et al.
Pubblicazione: (2024)

Infinite horizon McKean-Vlasov FBSDEs and applications to mean field control problems
di: Hua, Tianjiao, et al.
Pubblicazione: (2024)

Coarse correlated equilibria for continuous time mean field games in open loop strategies
di: Campi, Luciano, et al.
Pubblicazione: (2023)

Extended mean-field control under constraints: The generalized Fritz-John conditions and Lagrangian method
di: Bo, Lijun, et al.
Pubblicazione: (2024)

Optimal control problems with generalized mean-field dynamics and viscosity solution to Master Bellman equation
di: Buckdahn, Rainer, et al.
Pubblicazione: (2024)

Constrained mean-field control with singular controls: Existence, stochastic maximum principle and constrained FBSDE
di: Bo, Lijun, et al.
Pubblicazione: (2025)

Corrections to and improvements on results from "The Laplacian spectrum of large graphs sampled from graphons"
di: Garin, Federica, et al.
Pubblicazione: (2024)

On optimal periodic dividend and capital injection strategies for general Lévy models
di: Mata, Dante, et al.
Pubblicazione: (2025)

Extended mean-field control problems with Poissonian common noise: Stochastic maximum principle and Hamiltonian-Jacobi-Bellman equation
di: Bo, Lijun, et al.
Pubblicazione: (2024)

A dynamic optimal reinsurance strategy with capital injections in the Cramer-Lundberg model
di: Aljaberi, Zakaria, et al.
Pubblicazione: (2024)