Imagen de Portada

Global maximum principle for optimal control of stochastic Volterra equations with singular kernels: An infinite dimensional approach

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autor principal:	Hamaguchi, Yushi
Formato:	Preprint
Publicado:	2025
Materias:	Probability Optimization and Control 93E20, 49K45, 60H20, 45D05
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Linear-quadratic stochastic Volterra controls II: Optimal strategies and Riccati--Volterra equations
por: Hamaguchi, Yushi, et al.
Publicado: (2022)

Linear-quadratic stochastic Volterra controls I: Causal feedback strategies
por: Hamaguchi, Yushi, et al.
Publicado: (2022)

A BSDE approach to the asymmetric risk-sensitive optimization and its applications
por: Hu, Mingshang, et al.
Publicado: (2023)

Optimal Control of McKean-Vlasov equations with controlled stochasticity
por: Di Persio, Luca, et al.
Publicado: (2023)

Optimal control of Newtonian fluids in a stochastic environment
por: Chemetov, Nikolai, et al.
Publicado: (2024)

Global Maximum Principle for Partially Observed Risk-Sensitive Progressive Optimal Control of FBSDE with Poisson Jumps
por: Lin, Jingtao, et al.
Publicado: (2025)

Near Optimality of Discrete-Time Approximations for Controlled McKean-Vlasov Diffusions and Interacting Particle Systems
por: Pradhan, Somnath, et al.
Publicado: (2025)

Markovian lifting and optimal control for integral stochastic Volterra equations with completely monotone kernels
por: Bonaccorsi, Stefano, et al.
Publicado: (2024)

Pontryagin Maximum Principle for McKean-Vlasov Stochastic Reaction-Diffusion Equations
por: Spille, Johan Benedikt, et al.
Publicado: (2025)

Infinite dimensional open-loop linear quadratic stochastic optimal control problems and related games
por: Jing, Guangdong
Publicado: (2024)

A stochastic maximum principle for singular mean-field regime-switching optimal control
por: Somé, Maalvladédon Ganet, et al.
Publicado: (2025)

Reinforcement learning for irreversible reinsurance problems: the randomized singular control approach
por: Liang, Zongxia, et al.
Publicado: (2025)

A Partially Observed Stochastic Linear Stackelberg Differential Game with Poisson Jumps under Mean-Variance Criteria
por: Lin, Jingtao, et al.
Publicado: (2026)

A General Maximum Principle for Progressive Optimal Control of Fully Coupled Forward-Backward Stochastic Systems with Jumps
por: Wang, Bin, et al.
Publicado: (2024)

Stochastic maximum principle for optimal control of infinitely delayed systems of functional type in infinite dimensions
por: Cheng, Guanwei
Publicado: (2026)

An overlapping information linear-quadratic Stackelberg stochastic differential game with two leaders and two followers
por: Si, Yu, et al.
Publicado: (2024)

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

Optimal control of stochastic delay differential equations: Optimal feedback controls
por: de Feo, Filippo, et al.
Publicado: (2023)

A Novel Approach to Peng's Maximum Principle for McKean-Vlasov Stochastic Differential Equations
por: Spille, Johan Benedikt, et al.
Publicado: (2026)

Stochastic maximum principle for optimal control problem of non exchangeable mean field systems
por: Kharroubi, Idris, et al.
Publicado: (2025)

A Linear-Quadratic Stackelberg Differential Game with Mixed Deterministic and Stochastic Controls
por: Shi, Jingtao, et al.
Publicado: (2020)

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels
por: Khabou, Mahmoud, et al.
Publicado: (2025)

Existence of optimal controls for stochastic Volterra equations
por: Cárdenas, Andrés, et al.
Publicado: (2022)

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

Linear-Quadratic Stackelberg Mean Field Games and Teams with Arbitrary Population Sizes
por: Cong, Wenyu, et al.
Publicado: (2024)

Direct Approach of Linear-Quadratic Stackelberg Mean Field Games of Backward-Forward Stochastic Systems
por: Cong, Wenyu, et al.
Publicado: (2024)

Decentralized Strategies for Backward Linear-Quadratic Mean Field Games and Teams
por: Si, Yu, et al.
Publicado: (2025)

Linear-Quadratic Mean Field Games with Common Noise: A Direct Approach
por: Cong, Wenyu, et al.
Publicado: (2025)

Linear-Quadratic Partially Observed Mean Field Stackelberg Stochastic Differential Game with Applications
por: Si, Yu, et al.
Publicado: (2025)

Backward Linear-Quadratic Mean Field Stochastic Differential Games: A Direct Method
por: Si, Yu, et al.
Publicado: (2024)

General Linear-Quadratic Mean Field Stochastic Differential Game with Common Noise: A Direct Method
por: Si, Yu, et al.
Publicado: (2025)

Direct Approach of Indefinite Linear-Quadratic Mean Field Games
por: Cong, Wenyu, et al.
Publicado: (2024)

Linear-Quadratic Mean Field Stackelberg Stochastic Differential Game with Partial Information and Common Noise
por: Si, Yu, et al.
Publicado: (2024)

A Reinforcement Learning Framework for Some Singular Stochastic Control Problems
por: Liang, Zongxia, et al.
Publicado: (2025)

Feller's test for explosions of stochastic Volterra equations
por: Bondi, Alessandro, et al.
Publicado: (2024)

Non-local Hamilton-Jacobi-Bellman equations for the stochastic optimal control of path-dependent piecewise deterministic processes
por: Bandini, Elena, et al.
Publicado: (2024)

Utility maximization in multivariate Volterra models
por: Aichinger, Florian, et al.
Publicado: (2021)

Stochastic optimal control in Hilbert spaces: $C^{1,1}$ regularity of the value function and optimal synthesis via viscosity solutions
por: de Feo, Filippo, et al.
Publicado: (2023)

On a control system on an infinite temporal tree
por: Buterin, Sergey
Publicado: (2024)

Optimal control of heterogeneous mean-field stochastic differential equations with common noise and applications to financial models
por: de Feo, Filippo, et al.
Publicado: (2025)