Saved in:
| Main Authors: | Chen, Zengjing, Wu, Panyu, Zhou, Xiaowen |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2404.07618 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
De Finetti's Control for Refracted Skew Brownian Motion
by: Gao, Zhongqin, et al.
Published: (2024)
by: Gao, Zhongqin, et al.
Published: (2024)
Drift Control with Discretionary Stopping for a Diffusion
by: Beneš, Václav E., et al.
Published: (2024)
by: Beneš, Václav E., et al.
Published: (2024)
Near Optimality of Lipschitz and Smooth Policies in Controlled Diffusions
by: Pradhan, Somnath, et al.
Published: (2024)
by: Pradhan, Somnath, et al.
Published: (2024)
Optimal Control Problems Governed by MFSDEs with multi-defaults
by: Gou, Zhun, et al.
Published: (2020)
by: Gou, Zhun, et al.
Published: (2020)
Nonlocal Stochastic Optimal Control for Diffusion Processes: Existence, Maximum Principle and Financial Applications
by: Anita, Stefana-Lucia, et al.
Published: (2025)
by: Anita, Stefana-Lucia, et al.
Published: (2025)
Optimal withdrawals in a general diffusion model with control rates subject to a state-dependent upper bound
by: Guérin, Hélène, et al.
Published: (2024)
by: Guérin, Hélène, et al.
Published: (2024)
An irreversible investment problem with a learning-by-doing feature
by: Ekström, Erik, et al.
Published: (2024)
by: Ekström, Erik, et al.
Published: (2024)
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)
An Optimal Periodic Dividend and Risk Control Problem for an Insurance Company
by: Kelbert, Mark, et al.
Published: (2023)
by: Kelbert, Mark, et al.
Published: (2023)
A Regime-Switching Approach to the Unbalanced Schrödinger Bridge Problem
by: Zlotchevski, Andrei, et al.
Published: (2025)
by: Zlotchevski, Andrei, et al.
Published: (2025)
Soft-constrained Schrodinger Bridge: a Stochastic Control Approach
by: Garg, Jhanvi, et al.
Published: (2024)
by: Garg, Jhanvi, et al.
Published: (2024)
Controlled Interacting Branching Diffusion Processes: A Viscosity Approach
by: Ocello, Antonio
Published: (2026)
by: Ocello, Antonio
Published: (2026)
Ergodic Risk Sensitive Control of Diffusions under a General Structural Hypothesis
by: Anugu, Sumith Reddy, et al.
Published: (2025)
by: Anugu, Sumith Reddy, et al.
Published: (2025)
The one-shot problem: Solution to an open question of finite-fuel singular control with discretionary stopping
by: Moriarty, John, et al.
Published: (2024)
by: Moriarty, John, et al.
Published: (2024)
Controlled Interacting Branching Diffusion Processes: Relaxed Formulation in the Mean-Field Regime
by: Ocello, Antonio
Published: (2023)
by: Ocello, Antonio
Published: (2023)
The Schrödinger Bridge Problem for Jump Diffusions with Regime Switching
by: Zlotchevski, Andrei, et al.
Published: (2025)
by: Zlotchevski, Andrei, et al.
Published: (2025)
Optimal resource allocation for maintaining system solvency
by: Guo, Gaoyue, et al.
Published: (2026)
by: Guo, Gaoyue, et al.
Published: (2026)
Optimal control of stochastic networks of $M/M/\infty$ queues with linear costs
by: Carratelli, Giovanni Pugliese, et al.
Published: (2025)
by: Carratelli, Giovanni Pugliese, et al.
Published: (2025)
Singular control with state-dependent costs for Lévy processes
by: Ernesto, Mordecki, et al.
Published: (2026)
by: Ernesto, Mordecki, et al.
Published: (2026)
Linear-Quadratic Optimal Control for Mean-Field Stochastic Differential Equations in Infinite-Horizon with Regime Switching
by: Mei, Hongwei, et al.
Published: (2025)
by: Mei, Hongwei, et al.
Published: (2025)
Control of McKean--Vlasov SDEs with Contagion Through Killing at a State-Dependent Intensity
by: Hambly, Ben, et al.
Published: (2023)
by: Hambly, Ben, et al.
Published: (2023)
Recursive Optimal Stopping with Poisson Stopping Constraints
by: Liang, Gechun, et al.
Published: (2024)
by: Liang, Gechun, et al.
Published: (2024)
Optimal Dividend Control with Transaction Costs under Exponential Parisian Ruin for a Refracted Levy Risk Model
by: Gao, Zhongqin, et al.
Published: (2025)
by: Gao, Zhongqin, 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)
Learning to reflect: A unifying approach for data-driven stochastic control strategies
by: Christensen, Sören, et al.
Published: (2021)
by: Christensen, Sören, et al.
Published: (2021)
Stochastic Optimal Control Problems for the Cost-Optimal Management of a Standalone Microgrid
by: Takam, Paul Honore, et al.
Published: (2025)
by: Takam, Paul Honore, et al.
Published: (2025)
Impulse control maximising average cost per unit time: a non-uniformly ergodic case
by: Palczewski, Jan, et al.
Published: (2016)
by: Palczewski, Jan, et al.
Published: (2016)
Stochastic Control with Signatures
by: Bank, P., et al.
Published: (2024)
by: Bank, P., et al.
Published: (2024)
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)
Convergence of Policy Iteration for Entropy-Regularized Stochastic Control Problems
by: Huang, Yu-Jui, et al.
Published: (2022)
by: Huang, Yu-Jui, et al.
Published: (2022)
Singular stochastic control problems motivated by the optimal sustainable exploitation of an ecosystem
by: Liang, Gechun, et al.
Published: (2020)
by: Liang, Gechun, et al.
Published: (2020)
A General Maximum Principle for Progressive Optimal Control of Fully Coupled Forward-Backward Stochastic Systems with Jumps
by: Wang, Bin, et al.
Published: (2024)
by: Wang, Bin, et al.
Published: (2024)
Controlled Diffusions under Full, Partial and Decentralized Information: Existence of Optimal Policies and Discrete-Time Approximations
by: Pradhan, Somnath, et al.
Published: (2023)
by: Pradhan, Somnath, et al.
Published: (2023)
Mind the jumps: when 2BSDEs meet semi-martingales
by: Possamaï, Dylan, et al.
Published: (2025)
by: Possamaï, Dylan, et al.
Published: (2025)
An Actor-Critic Framework for Continuous-Time Jump-Diffusion Controls with Normalizing Flows
by: Guo, Liya, et al.
Published: (2026)
by: Guo, Liya, et al.
Published: (2026)
Long-Term Average Impulse Control with Mean Field Interactions
by: Helmes, K. L., et al.
Published: (2025)
by: Helmes, K. L., et al.
Published: (2025)
Stochastic control with self-exciting processes
by: Eyjolfsson, Heidar, et al.
Published: (2026)
by: Eyjolfsson, Heidar, et al.
Published: (2026)
Reinforcement Learning for Speculative Trading under Exploratory Framework
by: Zhao, Yun, et al.
Published: (2026)
by: Zhao, Yun, et al.
Published: (2026)
Optimal error estimates of the stochastic parabolic optimal control problem with integral state constraint
by: Wang, Qiming, et al.
Published: (2024)
by: Wang, Qiming, et al.
Published: (2024)
Outrunning the Omega Clock: A Singular Control Problem for Dividend Optimisation with Ruin and Time-in-Distress Default
by: Bodnariu, Andi, et al.
Published: (2026)
by: Bodnariu, Andi, et al.
Published: (2026)
Similar Items
-
De Finetti's Control for Refracted Skew Brownian Motion
by: Gao, Zhongqin, et al.
Published: (2024) -
Drift Control with Discretionary Stopping for a Diffusion
by: Beneš, Václav E., et al.
Published: (2024) -
Near Optimality of Lipschitz and Smooth Policies in Controlled Diffusions
by: Pradhan, Somnath, et al.
Published: (2024) -
Optimal Control Problems Governed by MFSDEs with multi-defaults
by: Gou, Zhun, et al.
Published: (2020) -
Nonlocal Stochastic Optimal Control for Diffusion Processes: Existence, Maximum Principle and Financial Applications
by: Anita, Stefana-Lucia, et al.
Published: (2025)