On approximations of stochastic optimal control problems with an application to climate equations
Fuente:
arXiv
Saved in:
| Main Authors: | Flandoli, Franco, Guatteri, Giuseppina, Pappalettera, Umberto, Tessitore, Gianmario |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Singular limit of BSDEs and optimal control of two scale systems with jumps in infinite dimensional spaces
by: Bandini, Elena, et al.
Published: (2024)
by: Bandini, Elena, et al.
Published: (2024)
Stochastic linear quadratic optimal control problems with regime-switching jumps in infinite horizon
by: Wu, Fan, et al.
Published: (2024)
by: Wu, Fan, et al.
Published: (2024)
Hautus-Type Criteria for Controllability and Stabilizability of Backward-Structured Stochastic Systems
by: Sun, Jingrui
Published: (2026)
by: Sun, Jingrui
Published: (2026)
Stochastic maximum principle for problems with delay with general dependence on the past
by: Guatteri, Giuseppina, et al.
Published: (2020)
by: Guatteri, Giuseppina, et al.
Published: (2020)
Reflected stochastic recursive control problems with jumps: dynamic programming and stochastic verification theorems
by: Liu, Lu, et al.
Published: (2025)
by: Liu, Lu, et al.
Published: (2025)
Two person non-zero-sum linear-quadratic differential game with Markovian jumps in infinite horizon
by: Wu, Fan, et al.
Published: (2024)
by: Wu, Fan, et al.
Published: (2024)
On invariance of observability for BSDEs and its applications to stochastic control systems
by: Guo, Bao-Zhu, et al.
Published: (2024)
by: Guo, Bao-Zhu, et al.
Published: (2024)
Weakly-Coupled Multi-Action Restless Bandits -- Exponential Convergence in Probability
by: Fu, Jing, et al.
Published: (2026)
by: Fu, Jing, et al.
Published: (2026)
Large Deviations for Empirical Measures of Self-Interacting Markov Chains
by: Budhiraja, Amarjit, et al.
Published: (2023)
by: Budhiraja, Amarjit, et al.
Published: (2023)
Maximum principle for stochastic optimal control problem under convex expectation
by: Li, Xiaojuan, et al.
Published: (2024)
by: Li, Xiaojuan, et al.
Published: (2024)
Maximum Principles for Partially Observed Controls of Forward SPDEs and Backward SDEs with Jumps
by: Qian, Hongjiang, et al.
Published: (2026)
by: Qian, Hongjiang, et al.
Published: (2026)
SDEs with no strong solution arising from a problem of stochastic control
by: Cox, Alexander M. G., et al.
Published: (2022)
by: Cox, Alexander M. G., et al.
Published: (2022)
Strong and weak quantitative estimates in slow-fast diffusions using filtering techniques
by: Anugu, Sumith Reddy, et al.
Published: (2025)
by: Anugu, Sumith Reddy, et al.
Published: (2025)
Drift Optimization of Regulated Stochastic Models Using Sample Average Approximation
by: Zhou, Zihe, et al.
Published: (2025)
by: Zhou, Zihe, et al.
Published: (2025)
Infinite time horizon stochastic recursive control problems with jumps: dynamic programming and stochastic verification theorems
by: Luo, Sheng, et al.
Published: (2024)
by: Luo, Sheng, 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)
Open-loop and closed-loop solvabilities for zero-sum stochastic linear quadratic differential games of Markovian regime switching system
by: Wu, Fan, et al.
Published: (2024)
by: Wu, Fan, et al.
Published: (2024)
Adjoint-based optimal control of jump-diffusion processes
by: Bartsch, Jan, et al.
Published: (2025)
by: Bartsch, Jan, et al.
Published: (2025)
McKean-Vlasov forward-backward doubly stochastic differential equations and applications to stochastic control
by: Al-Hussein, AbdulRahman, et al.
Published: (2024)
by: Al-Hussein, AbdulRahman, et al.
Published: (2024)
Numerical approximations for partially observed optimal control of stochastic partial differential equations
by: Bao, Feng, et al.
Published: (2025)
by: Bao, Feng, et al.
Published: (2025)
Markovian lifting and optimal control for integral stochastic Volterra equations with completely monotone kernels
by: Bonaccorsi, Stefano, et al.
Published: (2024)
by: Bonaccorsi, Stefano, et al.
Published: (2024)
The randomization method in stochastic optimal control
by: Fuhrman, Marco
Published: (2025)
by: Fuhrman, Marco
Published: (2025)
Maximum principle for discrete-time robust stochastic optimal control problem
by: He, Wei
Published: (2025)
by: He, Wei
Published: (2025)
An optimal level of Stubbornness to win a soccer match
by: Pramanik, Paramahansa
Published: (2025)
by: Pramanik, Paramahansa
Published: (2025)
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)
On symmetric fuzzy stochastic Volterra integral equations with retardation
by: Malinowski, Marek T.
Published: (2024)
by: Malinowski, Marek T.
Published: (2024)
A local maximum principle for robust optimal control problems of quadratic BSDEs
by: Hao, Tao, et al.
Published: (2024)
by: Hao, Tao, et al.
Published: (2024)
Projected Evolutionary Lifting and Well-Posedness of Stationary Hamilton-Jacobi-Bellman Equations in Infinite Dimensions
by: Bolli, Gabriele, et al.
Published: (2026)
by: Bolli, Gabriele, et al.
Published: (2026)
On Bellman equation in the limit order optimization problem for high-frequency trading
by: Balakaeva, M. I., et al.
Published: (2025)
by: Balakaeva, M. I., et al.
Published: (2025)
Path integral control under McKean-Vlasov dynamics
by: Bennett, Timothy
Published: (2024)
by: Bennett, Timothy
Published: (2024)
Robust pointwise second order necessary conditions for singular stochastic optimal control with model uncertainty
by: Jing, Guangdong
Published: (2024)
by: Jing, Guangdong
Published: (2024)
Asymptotically Optimal Policies for Weakly Coupled Markov Decision Processes
by: Goldsztajn, Diego, et al.
Published: (2024)
by: Goldsztajn, Diego, et al.
Published: (2024)
Optimal Feedback Control in Social Networks in a McKean-Vlasov-Friedkin-Johnsen System
by: Pramanik, Paramahansa
Published: (2025)
by: Pramanik, Paramahansa
Published: (2025)
Stochastic linear-quadratic differential game with Markovian jumps in an infinite horizon
by: Wu, Fan, et al.
Published: (2024)
by: Wu, Fan, 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)
by: Bonaccorsi, Stefano, et al.
Published: (2017)
A geometric perspective of state estimation using Kalman filters
by: Baran, Mateusz, et al.
Published: (2025)
by: Baran, Mateusz, et al.
Published: (2025)
Stability and performance of stochastic economic MPC - Stochastic characterization of the closed-loop asymptotics
by: Schießl, Jonas, et al.
Published: (2025)
by: Schießl, Jonas, et al.
Published: (2025)
Turnpike and dissipativity in generalized discrete-time stochastic linear-quadratic optimal control
by: Schießl, Jonas, et al.
Published: (2023)
by: Schießl, Jonas, et al.
Published: (2023)
Transposition Approach to Optimal Control of McKean-Vlasov SPDEs
by: Chen, Liangying, et al.
Published: (2026)
by: Chen, Liangying, et al.
Published: (2026)
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)
Similar Items
-
Singular limit of BSDEs and optimal control of two scale systems with jumps in infinite dimensional spaces
by: Bandini, Elena, et al.
Published: (2024) -
Stochastic linear quadratic optimal control problems with regime-switching jumps in infinite horizon
by: Wu, Fan, et al.
Published: (2024) -
Hautus-Type Criteria for Controllability and Stabilizability of Backward-Structured Stochastic Systems
by: Sun, Jingrui
Published: (2026) -
Stochastic maximum principle for problems with delay with general dependence on the past
by: Guatteri, Giuseppina, et al.
Published: (2020) -
Reflected stochastic recursive control problems with jumps: dynamic programming and stochastic verification theorems
by: Liu, Lu, et al.
Published: (2025)