Cover Image

Optimal control problems driven by nonlinear degenerate Fokker-Planck equations

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Anceschi, Francesca, Ascione, Giacomo, Castorina, Daniele, Solombrino, Francesco
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control Analysis of PDEs Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Well-posedness of Kolmogorov-Fokker-Planck equations with unbounded drift
by: Anceschi, Francesca, et al.
Published: (2024)

Optimal control of stochastic Volterra integral equations with completely monotone kernels and stochastic differential equations on Hilbert spaces with unbounded control and diffusion operators
by: Bolli, Gabriele, et al.
Published: (2026)

Quantitative convergence for mean field control with common noise and degenerate idiosyncratic noise
by: Cecchin, Alekos, et al.
Published: (2024)

Inverse problems for stochastic partial differential equations
by: Lü, Qi, et al.
Published: (2024)

Mean field first order optimality condition under low regularity of controls
by: Almi, Stefano, et al.
Published: (2025)

Optimal rate of convergence in the vanishing viscosity for quadratic Hamilton-Jacobi equations
by: Chaintron, Louis-Pierre, et al.
Published: (2025)

Convergence analysis for an implementable scheme to solve the linear-quadratic stochastic optimal control problem with stochastic wave equation
by: Chaudhary, Abhishek
Published: (2025)

A notion of BSDE on the Wasserstein space and its applications to control problems and PDEs
by: Djete, Mao Fabrice
Published: (2025)

Exponential mixing for random nonlinear wave equations: weak dissipation and localized control
by: Liu, Ziyu, et al.
Published: (2024)

Unconditional well-posedness of the master equation for monotone mean field games of controls
by: Jackson, Joe, et al.
Published: (2026)

Learning zeros of Fokker-Planck operators
by: Mandal, Pinak, et al.
Published: (2023)

Free energy Wasserstein gradient flow and their particle counterparts: toy model, (degenerate) PL inequalities and exit times
by: Monmarché, Pierre
Published: (2025)

Multilevel Picard scheme for solving high-dimensional drift control problems with state constraints
by: Zhong, Yuan
Published: (2025)

Two-layers neural networks for Schr{ö}dinger eigenvalue problems
by: Dus, Mathias, et al.
Published: (2024)

Mean field control with absorption
by: Cardaliaguet, Pierre, et al.
Published: (2025)

An approximation of the squared Wasserstein distance and an application to Hamilton-Jacobi equations
by: Bertucci, Charles, et al.
Published: (2024)

Quantification of ergodicity for Hamilton--Jacobi equations in a dynamic random environment
by: Guo, Xiaoqin, et al.
Published: (2026)

Exponential mixing for the stochastic Allen--Cahn equation with localized white noise
by: Liu, Ziyu, et al.
Published: (2026)

Stochastic optimal transport and Hamilton-Jacobi-Bellman equations on the set of probability measures
by: Bertucci, Charles
Published: (2023)

A Pontryagin Maximum Principle for agent-based models with convex state space
by: Almi, Stefano, et al.
Published: (2024)

Error estimates for finite-dimensional approximations of Hamilton-Jacobi-Bellman equations on the Wasserstein space
by: Daudin, Samuel, et al.
Published: (2025)

Risk-averse optimal control of random elliptic variational inequalities
by: Alphonse, Amal, et al.
Published: (2022)

A limit theory for controlled McKean-Vlasov SPDEs
by: Criens, David
Published: (2023)

Sharp propagation of chaos for mean field Langevin dynamics, control, and games
by: Arnese, Manuel, et al.
Published: (2026)

Stochastic exit-time control on the half-line over a finite horizon
by: Zawisza, Dariusz
Published: (2025)

Set-valued propagation of chaos for controlled path-dependent McKean-Vlasov SPDEs
by: Criens, David, et al.
Published: (2023)

Approximate controllability and Irreducibility of the transition semigroup associated with Convective Brinkman-Forchheimer extended Darcy Equations
by: Gautam, Sagar, et al.
Published: (2024)

Entropic regularization of Monge's problem
by: Nutz, Marcel, et al.
Published: (2026)

Analysis of mean field games via Fokker-Planck-Kolmogorov equations: existence of equilibria
by: Shaposhnikov, Stanislav V., et al.
Published: (2025)

Stochastic control on the half-line and applications to the optimal dividend/consumption problem
by: Zawisza, Dariusz
Published: (2017)

Local controllability of a free-boundary problem for a class of one-dimensional degenerate parabolic equations
by: Liu, Lingyang
Published: (2025)

Quantitative particle approximation of nonlinear stochastic Fokker-Planck equations with singular kernel
by: Knorst, Josué, et al.
Published: (2024)

On a spatially inhomogeneous nonlinear Fokker-Planck equation: Cauchy problem and diffusion asymptotics
by: Anceschi, Francesca, et al.
Published: (2021)

Relaxed optimal control for the stochastic Landau-Lifshitz-Gilbert equation
by: Gokhale, Soham
Published: (2023)

Entropic Selection Principle for Monge's Optimal Transport
by: Aryan, Shrey, 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)

Convergence of infinitesimal generators and stability of convex monotone semigroups
by: Blessing, Jonas, et al.
Published: (2023)

Mean Field Games in Hilbert Spaces with Degenerate Diffusion: A Viscosity Solution Approach
by: Święch, Andrzej, et al.
Published: (2026)

Covariance-modulated optimal transport and gradient flows
by: Burger, Martin, et al.
Published: (2023)

Large deviations for sticky-reflecting Brownian motion with boundary diffusion
by: Casteras, Jean-Baptiste, et al.
Published: (2025)