Saved in:
| Main Authors: | Gruhlke, Robert, Nouy, Anthony, Trunschke, Philipp |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2402.03113 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Generative optimal transport via forward-backward HJB matching
by: Yang, Haiqian, et al.
Published: (2026)
by: Yang, Haiqian, et al.
Published: (2026)
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)
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)
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)
Drift Optimization of Regulated Stochastic Models Using Sample Average Approximation
by: Zhou, Zihe, et al.
Published: (2025)
by: Zhou, Zihe, et al.
Published: (2025)
Near Optimality of Discrete-Time Approximations for Controlled McKean-Vlasov Diffusions and Interacting Particle Systems
by: Pradhan, Somnath, et al.
Published: (2025)
by: Pradhan, Somnath, et al.
Published: (2025)
A Control Theoretical Approach to Mean Field Games and Associated Master Equations
by: Bensoussan, Alain, et al.
Published: (2024)
by: Bensoussan, Alain, et al.
Published: (2024)
Global Convergence of Successive Approximations for Non-convex Stochastic Optimal Control Problems
by: Ji, Shaolin, et al.
Published: (2022)
by: Ji, Shaolin, et al.
Published: (2022)
Mirror Descent for Stochastic Control Problems with Measure-valued Controls
by: Kerimkulov, Bekzhan, et al.
Published: (2024)
by: Kerimkulov, Bekzhan, et al.
Published: (2024)
Optimal consumption and investment under relative performance criteria with Epstein-Zin utility
by: Dianetti, Jodi, et al.
Published: (2024)
by: Dianetti, Jodi, et al.
Published: (2024)
A Novel Approach to Peng's Maximum Principle for McKean-Vlasov Stochastic Differential Equations
by: Spille, Johan Benedikt, et al.
Published: (2026)
by: Spille, Johan Benedikt, et al.
Published: (2026)
Partially observed controlled Markov chains and optimal control of the Wonham filter
by: Confortola, Fulvia, et al.
Published: (2026)
by: Confortola, Fulvia, et al.
Published: (2026)
Single-Item Continuous-Review Inventory Models with Random Supplies
by: Helmes, K. L., et al.
Published: (2024)
by: Helmes, K. L., et al.
Published: (2024)
Entropy annealing for policy mirror descent in continuous time and space
by: Sethi, Deven, et al.
Published: (2024)
by: Sethi, Deven, et al.
Published: (2024)
Consistency of sample-based stationary points for infinite-dimensional stochastic optimization
by: Milz, Johannes
Published: (2023)
by: Milz, Johannes
Published: (2023)
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)
A Pontryagin Maximum Principle on the Belief Space for Continuous-Time Optimal Control with Discrete Observations
by: Bayer, Christian, et al.
Published: (2025)
by: Bayer, Christian, et al.
Published: (2025)
Multiple equilibria in mean-field game models for large oligopolies with strategic complementarities
by: Dianetti, Jodi, et al.
Published: (2024)
by: Dianetti, Jodi, et al.
Published: (2024)
Stochastic maximum principle for optimal control of infinitely delayed systems of functional type in infinite dimensions
by: Cheng, Guanwei
Published: (2026)
by: Cheng, Guanwei
Published: (2026)
Ergodic control of McKean-Vlasov systems on the Wasserstein space
by: Fuhrman, Marco, et al.
Published: (2025)
by: Fuhrman, Marco, et al.
Published: (2025)
Continuous-time Online Learning via Mean-Field Neural Networks: Regret Analysis in Diffusion Environments
by: Bayraktar, Erhan, et al.
Published: (2026)
by: Bayraktar, Erhan, et al.
Published: (2026)
Second-Order $Λ$-Sets and Extensions to Non-Smooth, Hybrid, and Stochastic Optimal Control
by: Rashid, Mohammad H. M
Published: (2025)
by: Rashid, Mohammad H. M
Published: (2025)
Maximum Principles for Partially Observed Controls of Forward SPDEs and Backward SDEs with Jumps
by: Qian, Hongjiang, et al.
Published: (2026)
by: Qian, Hongjiang, et al.
Published: (2026)
Utility maximization under endogenous pricing
by: Nguyen, Thai, et al.
Published: (2020)
by: Nguyen, Thai, et al.
Published: (2020)
Self-Organizing Dual-Buffer Adaptive Clustering Experience Replay (SODACER) for Safe Reinforcement Learning in Optimal Control
by: Amirabadi, Roya Khalili, et al.
Published: (2026)
by: Amirabadi, Roya Khalili, et al.
Published: (2026)
Dimension-free estimators of gradients of functions with(out) non-independent variables
by: Lamboni, Matieyendou
Published: (2025)
by: Lamboni, Matieyendou
Published: (2025)
2BSDE with uncertain horizon and application to stochastic control in erratic environments
by: Gennaro, Alberto, et al.
Published: (2025)
by: Gennaro, Alberto, et al.
Published: (2025)
Model reduction for fully nonlinear stochastic systems
by: Redmann, Martin
Published: (2025)
by: Redmann, Martin
Published: (2025)
A Class of Degenerate Mean Field Games, Associated FBSDEs and Master Equations
by: Bensoussan, Alain, et al.
Published: (2024)
by: Bensoussan, Alain, et al.
Published: (2024)
Stochastic Optimal Control for Jump Diffusion Models with Singular Drifts
by: Bogso, Antoine-Marie, et al.
Published: (2026)
by: Bogso, Antoine-Marie, et al.
Published: (2026)
Maximum principle for discrete-time robust stochastic optimal control problem
by: He, Wei
Published: (2025)
by: He, Wei
Published: (2025)
Closed-loop equilibria for Stackelberg games: a story about stochastic targets
by: Hernández, Camilo, et al.
Published: (2024)
by: Hernández, Camilo, et al.
Published: (2024)
Capacities, Measurable Selection and Dynamic Programming Part II: Application in Stochastic Control Problems
by: Karoui, Nicole El, et al.
Published: (2013)
by: Karoui, Nicole El, et al.
Published: (2013)
Long-Term Average Impulse and Singular Control of a Growth Model with Two Revenue Sources
by: Helmes, K. L., et al.
Published: (2026)
by: Helmes, K. L., et al.
Published: (2026)
A Decomposition Method for LQ Conditional McKean-Vlasov Control Problems with Random Coefficients
by: Hounkpe, Onésime, et al.
Published: (2026)
by: Hounkpe, Onésime, et al.
Published: (2026)
The global well-posedness for master equations of mean field games of controls
by: Liu, Shuhui, et al.
Published: (2026)
by: Liu, Shuhui, et al.
Published: (2026)
Robust pointwise second order necessary conditions for singular stochastic optimal control with model uncertainty
by: Jing, Guangdong
Published: (2024)
by: Jing, Guangdong
Published: (2024)
Dimension reduction for large-scale stochastic systems with non-zero initial states and controlled diffusion
by: Redmann, Martin
Published: (2024)
by: Redmann, Martin
Published: (2024)
The landscape of deterministic and stochastic optimal control problems: One-shot Optimization versus Dynamic Programming
by: Kim, Jihun, et al.
Published: (2024)
by: Kim, Jihun, et al.
Published: (2024)
Joint Pricing and Innovation Control in Regulated Recycling-Rate Diffusion
by: Xie, Bowen, et al.
Published: (2026)
by: Xie, Bowen, et al.
Published: (2026)
Similar Items
-
Generative optimal transport via forward-backward HJB matching
by: Yang, Haiqian, et al.
Published: (2026) -
Optimality Conditions for Control Systems Governed by Monotone Stochastic Evolution Equations
by: Ciotir, Ioana, et al.
Published: (2025) -
Trading in residential energy systems with storage: a kinetic mean-field approach
by: Fabini, Margherita, et al.
Published: (2026) -
Optimal control, viscosity approximation and Arrhenius Law for the shallow lake problem
by: Koutsimpela, Angeliki, et al.
Published: (2024) -
Drift Optimization of Regulated Stochastic Models Using Sample Average Approximation
by: Zhou, Zihe, et al.
Published: (2025)