Image de couverture de livre

Pathwise Optimal Control and Rough Fractional Hamilton-Jacobi-Bellman Equations for Rough-Fractional Dynamics

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Iannucci, Andrea, Crisan, Dan, Cass, Thomas
Format:	Preprint
Publié:	2024
Sujets:	Optimization and Control
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Pathwise Relaxed Optimal Control of Rough Differential Equations
par: Chakraborty, Prakash, et autres
Publié: (2024)

Signature Kernel and Schwinger-Dyson Kernel Equations as Two-Parameter Rough Differential Equations
par: Cass, Thomas, et autres
Publié: (2026)

Viscosity Solutions of Hamilton--Jacobi--Bellman Equations for Control Systems Driven by Teugels Martingales
par: Lin, Yongpeng, et autres
Publié: (2026)

Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations with Jumps
par: Liang, Dunxiang, et autres
Publié: (2026)

Causal Hamilton-Jacobi-Bellman Equations for Anticipative Stochastic Optimal Control
par: Bank, Peter, et autres
Publié: (2025)

Kernel-Based LMI Approaches to Solving the Hamilton-Jacobi-Bellman Equation and Nonlinear Optimal Control
par: Hamzi, Boumediene, et autres
Publié: (2026)

Dynamic Programming Principle and Hamilton-Jacobi-Bellman Equation for Optimal Control Problems with Uncertainty
par: Aronna, M. Soledad, et autres
Publié: (2024)

Convergence Analysis of the Upwind Difference Methods for Hamilton-Jacobi-Bellman Equations
par: Inoue, Daisuke, et autres
Publié: (2023)

Deep neural network approximations for the stable manifolds of the Hamilton-Jacobi-Bellman equations
par: Chen, Guoyuan
Publié: (2020)

Radial and Non-Radial Solution Structures for Quasilinear Hamilton--Jacobi--Bellman Equations in Bounded Settings
par: Covei, Dragos-Patru
Publié: (2025)

Hamilton-Jacobi-Bellman Equations in the Wasserstein Space for the Optimal Control of the Kushner-Stratonovich Equation
par: Wan, Hexiang, et autres
Publié: (2025)

Verifiable Error Bounds for Physics-Informed Neural Network Solutions of Lyapunov and Hamilton-Jacobi-Bellman Equations
par: Liu, Jun
Publié: (2026)

On classical solutions and canonical transformations for Hamilton--Jacobi--Bellman equations
par: Bansil, Mohit, et autres
Publié: (2024)

Minimax Solutions of Hamilton--Jacobi Equations with Fractional Coinvariant Derivatives
par: Gomoyunov, Mikhail
Publié: (2020)

Set-valued Hamilton-Jacobi-Bellman Equations
par: İşeri, Melih, et autres
Publié: (2023)

Policy Iteration for Exploratory Hamilton--Jacobi--Bellman Equations
par: Tran, Hung Vinh, et autres
Publié: (2024)

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

Recursive stochastic differential games with non-Lipschitzian generators and viscosity solutions of Hamilton-Jacobi-Bellman-Isaacs equation
par: Wang, Guangchen, et autres
Publié: (2024)

Classical solution to second-order Hamilton-Jacobi-Bellman equation and optimal feedback control for linear-convex problem
par: Li, Jinghua, et autres
Publié: (2025)

Viscosity Solutions of a class of Second Order Hamilton-Jacobi-Bellman Equations in the Wasserstein Space
par: Cheung, Hang, et autres
Publié: (2023)

Koopman-Hopf Hamilton-Jacobi Reachability and Control
par: Sharpless, Will, et autres
Publié: (2023)

Error estimates for finite-dimensional approximations of Hamilton-Jacobi-Bellman equations on the Wasserstein space
par: Daudin, Samuel, et autres
Publié: (2025)

Singular Perturbations of Hamilton-Jacobi Equations in the Wasserstein Space
par: Zitridis, Antonios
Publié: (2025)

State constrained stochastic optimal control of a PV system with battery storage via Fokker-Planck and Hamilton-Jacobi-Bellman equations
par: Bermúdez, Alfredo, et autres
Publié: (2025)

Boundary Controllability of Riemann-Liouville Fractional Semilinear Equations
par: Tajani, Asmae, et autres
Publié: (2024)

Hamilton-Jacobi-Bellman equation and Viscosity solutions for an optimal control problem for stochastic convective Brinkman-Forchheimer equations
par: Gautam, Sagar, et autres
Publié: (2025)

A Hamilton-Jacobi-Bellman Approach to Ellipsoidal Approximations of Reachable Sets for Linear Time-Varying Systems
par: Liu, Vincent, et autres
Publié: (2024)

Rough Stochastic Pontryagin Maximum Principle and an Indirect Shooting Method
par: Lew, Thomas
Publié: (2025)

Unbounded Hamilton-Jacobi-Bellman Equations with one co-dimensional discontinuities
par: Chasseigne, Emmanuel, et autres
Publié: (2024)

Rough Path Approaches to Stochastic Control, Filtering, and Stopping
par: Mavroforas, Jonathan A., et autres
Publié: (2025)

Is Bellman Equation Enough for Learning Control?
par: You, Haoxiang, et autres
Publié: (2025)

Optimal Control of Fractional Punishment in Optional Public Goods Game
par: Grau, J., et autres
Publié: (2024)

On the Well-posedness of Hamilton-Jacobi-Bellman Equations of the Equilibrium Type
par: Lei, Qian, et autres
Publié: (2023)

Stochastic Maximum Principles and Linear-Quadratic Optimal Control Problems for Fractional Backward Stochastic Evolution Equations in Hilbert Spaces
par: Asadzade, Javad A., et autres
Publié: (2026)

Optimal $H_{\infty}$ control based on stable manifold of discounted Hamilton-Jacobi-Isaacs equation
par: Chen, Guoyuan, et autres
Publié: (2024)

Policy Transfer for Continuous-Time Reinforcement Learning: A (Rough) Differential Equation Approach
par: Guo, Xin, et autres
Publié: (2025)

Stable representations of Hamilton-Jacobi-Bellman equations with infinite horizon
par: Misztela, Arkadiusz, et autres
Publié: (2026)

A Hamilton-Jacobi Approach for Nonlinear Model Predictive Control in Applications with Navigational Uncertainty
par: Jain, Amit, et autres
Publié: (2025)

An Operator-Theoretic Framework for the Optimal Control Problem of Nonlinear Caputo Fractional Systems
par: Jha, Dev Prakash, et autres
Publié: (2025)

Nonlinear Stochastic Filtering with Volterra Gaussian noises
par: Cass, Thomas, et autres
Publié: (2025)