Copertina

Brownian particles controlled by their occupation measure

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Béthencourt, Loïc, Catellier, Rémi, Tanré, Etienne
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Probability 93E20, 49J55, 60G57, 49L12
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

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

Stochastic control with self-exciting processes
di: Eyjolfsson, Heidar, et al.
Pubblicazione: (2026)

Agency Problems and Adversarial Bilevel Optimization under Uncertainty and Cyber Threats
di: Mastrolia, Thibaut, et al.
Pubblicazione: (2025)

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

Partially observed controlled Markov chains and optimal control of the Wonham filter
di: Confortola, Fulvia, et al.
Pubblicazione: (2026)

Optimal stopping involving a diffusion and its running maximum: a generalisation of the maximality principle
di: Rodosthenous, Neofytos, et al.
Pubblicazione: (2025)

On the Singular Control of a Diffusion and Its Running Infimum or Supremum
di: Ferrari, Giorgio, et al.
Pubblicazione: (2025)

Stochastic optimal control in Hilbert spaces: $C^{1,1}$ regularity of the value function and optimal synthesis via viscosity solutions
di: de Feo, Filippo, et al.
Pubblicazione: (2023)

Viscosity Solutions of Second Order Path-Dependent Partial Differential Equations and Applications
di: Tang, Shanjian, et al.
Pubblicazione: (2024)

Exploratory Mean-Variance with Jumps: An Equilibrium Approach
di: Chen, Yuling Max, et al.
Pubblicazione: (2025)

Controlled Occupied Processes and Viscosity Solutions
di: Soner, H. Mete, et al.
Pubblicazione: (2024)

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

Stochastic optimal control problems with delays in the state and in the control via viscosity solutions and applications to optimal advertising and optimal investment problems
di: de Feo, Filippo
Pubblicazione: (2023)

G-BSDEs with non-Lipschitz coefficients and the corresponding stochastic recursive optimal control problem
di: He, Wei, et al.
Pubblicazione: (2025)

Outrunning the Omega Clock: A Singular Control Problem for Dividend Optimisation with Ruin and Time-in-Distress Default
di: Bodnariu, Andi, et al.
Pubblicazione: (2026)

Optimal control of stochastic delay differential equations: Optimal feedback controls
di: de Feo, Filippo, et al.
Pubblicazione: (2023)

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

Dam Management in the Era of Climate Change
di: Di Girolami, Cristina, et al.
Pubblicazione: (2025)

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

Optimal Stopping of Branching Diffusion Processes
di: Kharroubi, Idris, et al.
Pubblicazione: (2024)

Robust Ergodic Control of Jump-Diffusion Systems under Drift and Intensity Uncertainty
di: Azze, Abel, et al.
Pubblicazione: (2026)

Optimal control, viscosity approximation and Arrhenius Law for the shallow lake problem
di: Koutsimpela, Angeliki, et al.
Pubblicazione: (2024)

Well-posedness of behavioral singular stochastic control problems
di: Sidorenko, Artur
Pubblicazione: (2025)

On the optimal stopping problem for diffusions and an approximation result for stopping times
di: Cosso, Andrea, et al.
Pubblicazione: (2025)

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

Optimal control for production inventory system with various cost criterion
di: Golui, Subrata, et al.
Pubblicazione: (2022)

Optimal Control of Unbounded Functional Stochastic Evolution Systems in Hilbert Spaces: Second-Order Path-dependent HJB Equation
di: Tang, Shanjian, et al.
Pubblicazione: (2024)

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

Mean-Field Games with two-sided singular controls for Lévy processes
di: Oliú, Facundo
Pubblicazione: (2025)

Nonlocal Stochastic Optimal Control for Diffusion Processes: Existence, Maximum Principle and Financial Applications
di: Anita, Stefana-Lucia, et al.
Pubblicazione: (2025)

Portfolio Optimization in a Market with Hidden Gaussian Drift and Randomly Arriving Expert Opinions: Modeling and Theoretical Results
di: Gabih, Abdelali, et al.
Pubblicazione: (2023)

Infinite Time Horizon Optimal Control of McKean-Vlasov SDEs
di: Rudà, Silvia
Pubblicazione: (2025)

A Control Theoretical Approach to Mean Field Games and Associated Master Equations
di: Bensoussan, Alain, et al.
Pubblicazione: (2024)

Optimal Savings and Value of Population in A Stochastic Environment: Transient Behavior
di: Liu, Hao, et al.
Pubblicazione: (2024)

Pontryagin Maximum Principle for McKean-Vlasov Stochastic Reaction-Diffusion Equations
di: Spille, Johan Benedikt, et al.
Pubblicazione: (2025)

High risk aversion Merton's problem without transversality conditions
di: Biffis, Enrico, et al.
Pubblicazione: (2025)

A General Maximum Principle for Progressive Optimal Control of Fully Coupled Forward-Backward Stochastic Systems with Jumps
di: Wang, Bin, et al.
Pubblicazione: (2024)

Long-run impulse control with generalised discounting
di: Jelito, Damian, et al.
Pubblicazione: (2023)

Bi-martingale optimal transport and its applications
di: Bołbotowski, Karol
Pubblicazione: (2025)

Weak semiconvexity estimates for Schrödinger potentials and logarithmic Sobolev inequality for Schrödinger bridges
di: Conforti, Giovanni
Pubblicazione: (2022)