Cover Image

Continuous-time persuasion by filtering

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Aïd, René, Bonesini, Ofelia, Callegaro, Giorgia, Campi, Luciano
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Coarse correlated equilibria for continuous time mean field games in open loop strategies
by: Campi, Luciano, et al.
Published: (2023)

Functional quantization of rough volatility and applications to volatility derivatives
by: Bonesini, Ofelia, et al.
Published: (2021)

Continuous-time optimal control for trajectory planning under uncertainty
by: Valli, Ange, et al.
Published: (2024)

Continuous-time mean field games: a primal-dual characterization
by: Guo, Xin, et al.
Published: (2025)

A Probabilistic Approach to Discounted Infinite Horizon and Invariant Mean Field Games
by: Carmona, René, et al.
Published: (2024)

Conditional McKean-Vlasov control
by: Carmona, René, et al.
Published: (2025)

Optimal Risk Scores for Continuous Predictors
by: Molero-Río, Cristina, et al.
Published: (2025)

The Wasserstein Space of Stochastic Processes in Continuous Time
by: Bartl, Daniel, et al.
Published: (2025)

Robust Market Convergence: From Discrete to Continuous Time
by: Criens, David
Published: (2024)

Reciprocal Specific Relative Entropy between Continuous Martingales
by: Backhoff, Julio, et al.
Published: (2026)

Deterministic Kalman filters for uncertain dynamical systems
by: Kunisch, Karl, et al.
Published: (2025)

Efficient simulation of a new class of Volterra-type SDEs
by: Bonesini, Ofelia, et al.
Published: (2023)

Binomial-tree approximation for time-inconsistent stopping
by: Bayraktar, Erhan, et al.
Published: (2024)

Discrete time stochastic impulse control with delay
by: Hamadène, Said, et al.
Published: (2025)

The non-linear multiple stopping problem: between the discrete and the continuous time
by: Grigorova, Miryana, et al.
Published: (2025)

Global-in-time optimal control of stochastic third-grade fluids with additive noise
by: Kinra, Kush, et al.
Published: (2025)

Equilibrium strategies in time-inconsistent stochastic control problems with constraints: necessary conditions
by: Mastrogiacomo, Elisa, et al.
Published: (2021)

Same-day or next-day? Transparent time-dependent shipment pricing for e-fulfillment
by: Mohring, Uta, et al.
Published: (2023)

Mean Field Games for Renewable Energy Development
by: Campi, Luciano, et al.
Published: (2026)

Stochastic maximum principle for time-changed forward-backward stochastic control problem with Lévy noise
by: Chen, Jingwei, et al.
Published: (2026)

A Principal-Agent Model for Optimal Incentives in Renewable Investments
by: Aïd, René, et al.
Published: (2023)

Exit Incentives for Carbon Emissive Firms
by: Aïd, René, et al.
Published: (2025)

A unified framework for the analysis of accuracy and stability of a class of approximate Gaussian filters for the Navier-Stokes Equations
by: Biswas, Animikh, et al.
Published: (2024)

On Moment-Based Recovery of Measures with Atomic and Continuous Parts
by: Karapetyan, Ruben, et al.
Published: (2026)

To spike or not to spike: the whims of the Wonham filter in the strong noise regime
by: Bernardin, Cédric, et al.
Published: (2022)

Sequential optimal contracting in continuous time
by: Alvarez, Guillermo Alonso, et al.
Published: (2024)

An Information-Theoretic Analysis of Continuous-Time Control and Filtering Limitations by the I-MMSE Relationships
by: Wan, Neng, et al.
Published: (2022)

Convergence of Actor-Critic Learning for Mean Field Games and Mean Field Control in Continuous Spaces
by: Fouque, Jean-Pierre, et al.
Published: (2025)

A Probabilistic Approach to Shape Derivatives
by: Schlegel, Luka, et al.
Published: (2024)

Distributionally robust monopoly pricing: Switching from low to high prices in volatile markets
by: van Eck, Tim S. G., et al.
Published: (2024)

Dynamic Coalition Portfolio Selection with Recursive Utility
by: Wang, Hanxiao, et al.
Published: (2024)

Corrections to and improvements on results from "The Laplacian spectrum of large graphs sampled from graphons"
by: Garin, Federica, et al.
Published: (2024)

Extended mean-field control problems with Poissonian common noise: Stochastic maximum principle and Hamiltonian-Jacobi-Bellman equation
by: Bo, Lijun, et al.
Published: (2024)

Optimal Risk-Sensitive Scheduling Policies for Remote Estimation of Autoregressive Markov Processes
by: Dutta, Manali, et al.
Published: (2024)

Partial Backorder Inventory System: Asymptotic Optimality and Demand Learning
by: Lim, Andrew E. B., et al.
Published: (2024)

Deciding Bank Interest Rates -- A Major-Minor Impulse Control Mean-Field Game Perspective
by: Chen, Fan, et al.
Published: (2024)

Uniform exponential convergence of SAA with AMIS and asymptotics of its optimal value
by: Zhang, Wenjin, et al.
Published: (2024)

Pasting of Equilibria and Donsker-type Results for Mean Field Games
by: Dianetti, Jodi, et al.
Published: (2024)

On the irreducibility and convergence of a class of nonsmooth nonlinear state-space models on manifolds and their applications to zeroth-order optimization
by: Gissler, Armand, et al.
Published: (2024)

Finite State Mean Field Games with Common Shocks
by: Neumann, Berenice Anne, et al.
Published: (2024)