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Bibliographic Details
Main Authors:	Carmona, Rene, Lacker, Daniel
Format:	Preprint
Published:	2024
Subjects:	Probability 60H10, 60J60, 93E20
Online Access:	https://arxiv.org/abs/2409.10650
Tags:	Add Tag No Tags, Be the first to tag this record!

Long-Term Average Impulse and Singular Control of a Growth Model with Two Revenue Sources
by: Helmes, K. L., et al.
Published: (2026)

On symmetric fuzzy stochastic Volterra integral equations with retardation
by: Malinowski, Marek T.
Published: (2024)

Control of McKean--Vlasov SDEs with Contagion Through Killing at a State-Dependent Intensity
by: Hambly, Ben, et al.
Published: (2023)

Ergodic distribution dependent BSDE and application to long-time behavior of finite horizon distribution dependent BSDE
by: Desbouis, Kaplan, et al.
Published: (2025)

Large deviations of slow-fast systems driven by fractional Brownian motion
by: Gailus, Siragan, et al.
Published: (2022)

Controlled Interacting Branching Diffusion Processes: A Viscosity Approach
by: Ocello, Antonio
Published: (2026)

A primer of optimal ergodic average control for an insurance company diffusion model
by: Iashchenko, Elizaveta, et al.
Published: (2025)

Stochastic maximum principle for problems with delay with general dependence on the past
by: Guatteri, Giuseppina, et al.
Published: (2020)

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

A Class of Degenerate Mean Field Games, Associated FBSDEs and Master Equations
by: Bensoussan, Alain, et al.
Published: (2024)

Stochastic viscosity solutions for stochastic integral-partial differential equations and singular stochastic control
by: Wu, Jinbiao
Published: (2019)

Pontryagin Maximum Principle for rough stochastic systems and pathwise stochastic control
by: Horst, Ulrich, et al.
Published: (2025)

Controlled Interacting Branching Diffusion Processes: Relaxed Formulation in the Mean-Field Regime
by: Ocello, Antonio
Published: (2023)

General multi-scale estimates for Lyapunov data of Perron-Frobenius matrices. The case of diluted autocatalytic chemical reaction networks
by: Unterberger, Jeremie
Published: (2025)

Mind the jumps: when 2BSDEs meet semi-martingales
by: Possamaï, Dylan, et al.
Published: (2025)

The Schrödinger Bridge Problem for Jump Diffusions with Regime Switching
by: Zlotchevski, Andrei, et al.
Published: (2025)

Stochastic Control Problems Motivated by Sailboat Trajectory Optimization
by: Ciccarella, Carlo, et al.
Published: (2024)

Strong and weak quantitative estimates in slow-fast diffusions using filtering techniques
by: Anugu, Sumith Reddy, et al.
Published: (2025)

A large multi-agent system with noise both in position and control
by: D'Onofrio, Giuseppe, et al.
Published: (2025)

SDEs with no strong solution arising from a problem of stochastic control
by: Cox, Alexander M. G., et al.
Published: (2022)

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

Unique Ergodicity of Non-Linear Filters via Reachability and Uniform Weak Continuity
by: Demirci, Yunus Emre, et al.
Published: (2023)

Optimal withdrawals in a general diffusion model with control rates subject to a state-dependent upper bound
by: Guérin, Hélène, et al.
Published: (2024)

Maximum principle for an optimal control problem associated to a SPDE with nonlinear boundary conditions
by: Bonaccorsi, Stefano, et al.
Published: (2017)

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

Dynamic minimisation of the commute time for a one-dimensional diffusion
by: Hernández-Hernández, Ma. Elena, et al.
Published: (2024)

Fractional Backward Stochastic Partial Differential Equations with Applications to Stochastic Optimal Control of Partially Observed Systems driven by Lévy Processes
by: Ye, Yuyang, et al.
Published: (2024)

McKean-Vlasov forward-backward doubly stochastic differential equations and applications to stochastic control
by: Al-Hussein, AbdulRahman, et al.
Published: (2024)

The randomization method in stochastic optimal control
by: Fuhrman, Marco
Published: (2025)

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

Maximum Principles for Partially Observed Controls of Forward SPDEs and Backward SDEs with Jumps
by: Qian, Hongjiang, et al.
Published: (2026)

2BSDE with uncertain horizon and application to stochastic control in erratic environments
by: Gennaro, Alberto, et al.
Published: (2025)

Adapted Wasserstein distance between the laws of SDEs
by: Backhoff-Veraguas, Julio, et al.
Published: (2022)

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

Drift Control with Discretionary Stopping for a Diffusion
by: Beneš, Václav E., et al.
Published: (2024)

Ergodic Risk Sensitive Control of Diffusions under a General Structural Hypothesis
by: Anugu, Sumith Reddy, et al.
Published: (2025)

De Finetti's Control for Refracted Skew Brownian Motion
by: Gao, Zhongqin, et al.
Published: (2024)

Stein's method for the matrix normal distribution
by: Gaunt, Robert E., et al.
Published: (2026)

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

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* * @return void */ public function writeClose() { // The assumption is that we're using PHP's ext/session. // session_write_close() will actually overwrite $_SESSION with an // empty array on completion -- which leads to a mismatch between what // is in the storage object and $_SESSION. To get around this, we // temporarily reset $_SESSION to an array, and then re-link it to // the storage object. // // Additionally, while you _can_ write to $_SESSION following a // session_write_close() operation, no changes made to it will be // flushed to the session handler. As such, we now mark the storage // object isImmutable. $storage = $this->getStorage(); if (! $storage->isImmutable()) { $_SESSION = $storage->toArray(true); session_write_close(); $storage->fromArray($_SESSION); $storage->markImmutable(); } } /** * Attempt to set the session name * * If the session has already been started, or if the name provided fails * validation, an exception will be raised. * * @param string $name * @return SessionManager * @throws Exception\InvalidArgumentException */ public function setName($name) { if ($this->sessionExists()) { throw new Exception\InvalidArgumentException( 'Cannot set session name after a session has already started'

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