Pathwise Relaxed Optimal Control of Rough Differential Equations
Fuente:
arXiv
Guardado en:
| Autores principales: | Chakraborty, Prakash, Honnappa, Harsha, Tindel, Samy |
|---|---|
| Formato: | Preprint |
| Publicado: |
2024
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
The Pontryagin maximum principle and $Q$-functions in rough environments
por: Ashkarian, Estepan, et al.
Publicado: (2026)
por: Ashkarian, Estepan, et al.
Publicado: (2026)
The Variational Approach in Filtering and Correlated Noise
por: Srinivasan, Sharan, et al.
Publicado: (2026)
por: Srinivasan, Sharan, et al.
Publicado: (2026)
A stochastic optimization algorithm for revenue maximization in a service system with balking customers
por: Bodas, Shreehari Anand, et al.
Publicado: (2025)
por: Bodas, Shreehari Anand, et al.
Publicado: (2025)
Rough Stochastic Pontryagin Maximum Principle and an Indirect Shooting Method
por: Lew, Thomas
Publicado: (2025)
por: Lew, Thomas
Publicado: (2025)
$N$-Player Stochastic Differential Games with Regime Switching and Mean Field Convergence
por: Wang, Mingrui, et al.
Publicado: (2025)
por: Wang, Mingrui, et al.
Publicado: (2025)
Pathwise Optimal Control and Rough Fractional Hamilton-Jacobi-Bellman Equations for Rough-Fractional Dynamics
por: Iannucci, Andrea, et al.
Publicado: (2024)
por: Iannucci, Andrea, et al.
Publicado: (2024)
Tightening Quadratic Convex Relaxations for the AC Optimal Transmission Switching Problem
por: Guo, Cheng, et al.
Publicado: (2022)
por: Guo, Cheng, et al.
Publicado: (2022)
Necessary and Sufficient Conditions for Optimal Control of Semilinear Stochastic Partial Differential Equations
por: Stannat, Wilhelm, et al.
Publicado: (2021)
por: Stannat, Wilhelm, et al.
Publicado: (2021)
Mean Field Control with Poissonian Common Noise: A Pathwise Compactification Approach
por: Bo, Lijun, et al.
Publicado: (2025)
por: Bo, Lijun, et al.
Publicado: (2025)
Trajectory-Based Optimization for Air Traffic Control in the Terminal Maneuvering Area
por: Pang, Yutian, et al.
Publicado: (2026)
por: Pang, Yutian, et al.
Publicado: (2026)
Control policies for a two-stage queueing system with parallel and single server options
por: Lu, Shuwen, et al.
Publicado: (2026)
por: Lu, Shuwen, et al.
Publicado: (2026)
A Unified Control Theory Derivation of Discrete-Time Linear Ensemble Kalman Filters
por: Kim, Jin Won
Publicado: (2026)
por: Kim, Jin Won
Publicado: (2026)
A Feedback Control Framework for Incentivised Suburban Parking Utilisation and Urban Core Traffic Relief
por: Satti, Abdul Baseer, et al.
Publicado: (2025)
por: Satti, Abdul Baseer, et al.
Publicado: (2025)
Optimal Control of the Nonlinear Stochastic Fokker--Planck Equation
por: Hambly, Ben, et al.
Publicado: (2024)
por: Hambly, Ben, et al.
Publicado: (2024)
Causal Optimal Coupling for Gaussian Input-Output Distributional Data
por: Xu, Daran, et al.
Publicado: (2026)
por: Xu, Daran, et al.
Publicado: (2026)
Complexity Guarantees for Zeroth-order Methods via Exponentially-shifted Gaussian Smoothing: Mitigating Dimension-dependence and Incorporating Decision-dependence
por: Wang, Mingrui, et al.
Publicado: (2026)
por: Wang, Mingrui, et al.
Publicado: (2026)
Markov Decision Process and Approximate Dynamic Programming for a Patient Assignment Scheduling problem
por: O'Reilly, Malgorzata M., et al.
Publicado: (2024)
por: O'Reilly, Malgorzata M., et al.
Publicado: (2024)
Explicit Steady-State Approximations for Parallel Server Systems with Heterogeneous Servers
por: Xu, Yaosheng
Publicado: (2024)
por: Xu, Yaosheng
Publicado: (2024)
Revisiting Stochastic Realization Theory using Functional Itô Calculus
por: Veeravalli, Tanya, et al.
Publicado: (2024)
por: Veeravalli, Tanya, et al.
Publicado: (2024)
SIS epidemics on open networks: A replacement-based approximation
por: Vizuete, Renato, et al.
Publicado: (2024)
por: Vizuete, Renato, et al.
Publicado: (2024)
Stability of Polling Systems for a Large Class of Markovian Switching Policies
por: Avrachenkov, Konstantin, et al.
Publicado: (2025)
por: Avrachenkov, Konstantin, et al.
Publicado: (2025)
Trajectories and Platoon-forming Algorithm for Intersections with Heterogeneous Autonomous Traffic
por: Joshi, P. C., et al.
Publicado: (2023)
por: Joshi, P. C., et al.
Publicado: (2023)
Balancing Independent and Collaborative Service
por: Lu, Shuwen, et al.
Publicado: (2026)
por: Lu, Shuwen, et al.
Publicado: (2026)
Throughput Maximizing Takeoff Scheduling for eVTOL Vehicles in On-Demand Urban Air Mobility Systems
por: Pooladsanj, Milad, et al.
Publicado: (2025)
por: Pooladsanj, Milad, et al.
Publicado: (2025)
Environmental management and restoration under unified risk and uncertainty using robustified dynamic Orlicz risk
por: Yoshioka, Hidekazu, et al.
Publicado: (2023)
por: Yoshioka, Hidekazu, et al.
Publicado: (2023)
An Online Multiobjective Policy Gradient for Long-run Average-reward Markov Decision Process
por: Misra, Rahul, et al.
Publicado: (2025)
por: Misra, Rahul, et al.
Publicado: (2025)
Non-Exchangeable Mean Field Markov Decision Processes with common noise : from Bellman equation to quantitative propagation of chaos
por: Mekkaoui, Samy, et al.
Publicado: (2026)
por: Mekkaoui, Samy, et al.
Publicado: (2026)
Infinite Anticipation Backward Stochastic Differential Equations
por: Cheng, Guanwei, et al.
Publicado: (2025)
por: Cheng, Guanwei, et al.
Publicado: (2025)
Control-affine Schrödinger Bridge and Generalized Bohm Potential
por: Teter, Alexis M. H., et al.
Publicado: (2025)
por: Teter, Alexis M. H., et al.
Publicado: (2025)
An Information-Theoretic Analysis of Continuous-Time Control and Filtering Limitations by the I-MMSE Relationships
por: Wan, Neng, et al.
Publicado: (2022)
por: Wan, Neng, et al.
Publicado: (2022)
Markov Kernels, Distances and Optimal Control: A Parable of Linear Quadratic Non-Gaussian Distribution Steering
por: Teter, Alexis M. H., et al.
Publicado: (2025)
por: Teter, Alexis M. H., et al.
Publicado: (2025)
Highly Efficient Optimal Control for Lyophilization via Simulation of Discrete/Continuous Mixed-index Differential-algebraic Equations
por: Srisuma, Prakitr, et al.
Publicado: (2025)
por: Srisuma, Prakitr, et al.
Publicado: (2025)
The Third Evolution Equation for Optimal Control Computation
por: Zhang, Sheng, et al.
Publicado: (2018)
por: Zhang, Sheng, et al.
Publicado: (2018)
Stochastic Passivity in Stochastic Differential Equations: A Port-Hamiltonian Perspective
por: Ackermann, Julia, et al.
Publicado: (2025)
por: Ackermann, Julia, et al.
Publicado: (2025)
Optimal Robust Network Design: Formulations and Algorithms for Maximizing Algebraic Connectivity
por: Somisetty, Neelkamal, et al.
Publicado: (2023)
por: Somisetty, Neelkamal, et al.
Publicado: (2023)
Derivative Estimation from Coarse, Irregular, Noisy Samples: An MLE-Spline Approach
por: Avrachenkov, Konstantin E., et al.
Publicado: (2025)
por: Avrachenkov, Konstantin E., et al.
Publicado: (2025)
Peng's Maximum Principle for Stochastic Delay Differential Equations of Mean-Field Type
por: Guatteri, Giuseppina, et al.
Publicado: (2025)
por: Guatteri, Giuseppina, et al.
Publicado: (2025)
Method of Successive Approximations for Stochastic Optimal Control: Contractivity and Convergence
por: Taoufik, Safouane, et al.
Publicado: (2024)
por: Taoufik, Safouane, et al.
Publicado: (2024)
Compact Formulation of the First Evolution Equation for Optimal Control Computation
por: Zhang, Sheng, et al.
Publicado: (2018)
por: Zhang, Sheng, et al.
Publicado: (2018)
Set Invariance with Probability One for Controlled Diffusion: Score-based Approach
por: Wang, Wenqing, et al.
Publicado: (2025)
por: Wang, Wenqing, et al.
Publicado: (2025)
Ejemplares similares
-
The Pontryagin maximum principle and $Q$-functions in rough environments
por: Ashkarian, Estepan, et al.
Publicado: (2026) -
The Variational Approach in Filtering and Correlated Noise
por: Srinivasan, Sharan, et al.
Publicado: (2026) -
A stochastic optimization algorithm for revenue maximization in a service system with balking customers
por: Bodas, Shreehari Anand, et al.
Publicado: (2025) -
Rough Stochastic Pontryagin Maximum Principle and an Indirect Shooting Method
por: Lew, Thomas
Publicado: (2025) -
$N$-Player Stochastic Differential Games with Regime Switching and Mean Field Convergence
por: Wang, Mingrui, et al.
Publicado: (2025)