Optimal control problem for reflected stochastic differential equation: existence
Fuente:
arXiv
Saved in:
| Main Authors: | Laayoun, Ayoub, Missaoui, Badr |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Multidimensional McKean-Vlasov SDEs with mean reflection: well-posedness and existence of optimal control
by: Jarni, Imane, et al.
Published: (2025)
by: Jarni, Imane, et al.
Published: (2025)
Mean Field Games with Reflected Dynamics: Penalization and Relaxed Control Approach
by: Laayoun, Ayoub, et al.
Published: (2026)
by: Laayoun, Ayoub, et al.
Published: (2026)
Mean Field Games with Reflected Dynamics
by: Jarni, Imane, et al.
Published: (2025)
by: Jarni, Imane, et al.
Published: (2025)
Reflected Mckean-Vlasov stochastic differential equations with jumps in time-dependent domains
by: Jarni, Imane, et al.
Published: (2024)
by: Jarni, Imane, et al.
Published: (2024)
Method of Successive Approximations for Stochastic Optimal Control: Contractivity and Convergence
by: Taoufik, Safouane, et al.
Published: (2024)
by: Taoufik, Safouane, et al.
Published: (2024)
Szego Theorem for Operator Orthogonal Polynomials
by: Missaoui, Badr, et al.
Published: (2023)
by: Missaoui, Badr, et al.
Published: (2023)
Mean reflected Mckean-Vlasov stochastic differential equation
by: Hong, Shaopeng, et al.
Published: (2023)
by: Hong, Shaopeng, et al.
Published: (2023)
Multivalued backward stochastic differential equations with jumps and moving boundary
by: Elmansouri, Badr, et al.
Published: (2025)
by: Elmansouri, Badr, et al.
Published: (2025)
Inverse problems for stochastic partial differential equations
by: Lü, Qi, et al.
Published: (2024)
by: Lü, Qi, et al.
Published: (2024)
A practical global existence and uniqueness result for stochastic differential equations on Riemannian manifolds of bounded geometry
by: Rakotomalala, Matthias
Published: (2024)
by: Rakotomalala, Matthias
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)
by: Bolli, Gabriele, et al.
Published: (2026)
Randomisation of rough stochastic differential equations
by: Friz, Peter K., et al.
Published: (2025)
by: Friz, Peter K., et al.
Published: (2025)
Stability equivalence for stochastic differential equations, stochastic differential delay equations and their corresponding Euler-Maruyama methods in $G$-framework
by: Lu, Wen
Published: (2024)
by: Lu, Wen
Published: (2024)
Optimal stochastic impulse control problem with delay with actions decided at the execution time
by: Hamadène, Said, et al.
Published: (2026)
by: Hamadène, Said, et al.
Published: (2026)
Invariance principles for G-brownian-motion-driven stochastic differential equations and their applications to G-stochastic control
by: Peng, Xiaoxiao, et al.
Published: (2023)
by: Peng, Xiaoxiao, et al.
Published: (2023)
Reflected backward stochastic differential equations with rough drivers
by: Li, Hanwu, et al.
Published: (2024)
by: Li, Hanwu, et al.
Published: (2024)
Linear reflected backward stochastic differential equations arising from vulnerable claims in markets with random horizon
by: Choulli, T., et al.
Published: (2024)
by: Choulli, T., et al.
Published: (2024)
Backward doubly stochastic differential equations with or without reflection under weak conditions
by: Gao, Shuxian, et al.
Published: (2026)
by: Gao, Shuxian, et al.
Published: (2026)
Averaging principle for slow-fast fractional stochastic differential equations
by: Bréhier, Charles-Edouard, et al.
Published: (2025)
by: Bréhier, Charles-Edouard, et al.
Published: (2025)
Ergodicity of stochastic functional differential equation with jumps and finite delay
by: Ye, Mingkun, et al.
Published: (2026)
by: Ye, Mingkun, et al.
Published: (2026)
Existence of optimal controls for stochastic partial differential equations with fully local monotone coefficients
by: Zong, Gaofeng
Published: (2025)
by: Zong, Gaofeng
Published: (2025)
On the convergence of adaptive approximations for stochastic differential equations
by: Foster, James, et al.
Published: (2023)
by: Foster, James, et al.
Published: (2023)
Backward problems for stochastic differential equations on the Sierpinski gasket
by: Liu, Xuan, et al.
Published: (2016)
by: Liu, Xuan, et al.
Published: (2016)
Anticipated backward stochastic Volterra integral equations and their applications to nonzero-sum stochastic differential games
by: Yang, Bixuan, et al.
Published: (2025)
by: Yang, Bixuan, et al.
Published: (2025)
Infinite-dimensional stochastic differential equations for Coulomb random point fields
by: Osada, Hirofumi, et al.
Published: (2025)
by: Osada, Hirofumi, et al.
Published: (2025)
Large and moderate deviation principles for stochastic partial differential equation on graph
by: Cui, Jianbo, et al.
Published: (2025)
by: Cui, Jianbo, et al.
Published: (2025)
Maximum principle for recursive optimal control problem of stochastic delay evolution equations
by: Liu, Guomin, et al.
Published: (2023)
by: Liu, Guomin, et al.
Published: (2023)
Strong existence and uniqueness for a class of quasilinear stochastic evolution equations
by: Bechtel, Sebastian, et al.
Published: (2026)
by: Bechtel, Sebastian, et al.
Published: (2026)
Rough stochastic differential equations
by: Friz, Peter K., et al.
Published: (2021)
by: Friz, Peter K., et al.
Published: (2021)
Weak irreducibility of stochastic delay differential equation driven by pure jump noise
by: Yang, Hao, et al.
Published: (2025)
by: Yang, Hao, et al.
Published: (2025)
Particle approximation for a conditional McKean--Vlasov stochastic differential equation
by: Du, Kai, et al.
Published: (2024)
by: Du, Kai, et al.
Published: (2024)
Long-time behaviors of some stochastic differential equations driven by Lévy noise
by: Orlovskyi, I., et al.
Published: (2024)
by: Orlovskyi, I., et al.
Published: (2024)
Time fractional stochastic differential equations driven by pure jump Lévy noise
by: Wu, Peixue, et al.
Published: (2020)
by: Wu, Peixue, et al.
Published: (2020)
Martingale problem of the two-dimensional stochastic heat equation at criticality
by: Chen, Yu-Ting
Published: (2025)
by: Chen, Yu-Ting
Published: (2025)
Global existence of the stochastic Navier-Stokes equations in $L^3$ with small data
by: Kukavica, Igor, et al.
Published: (2024)
by: Kukavica, Igor, et al.
Published: (2024)
Local first integrals for stochastic differential equations
by: Huang, Kaiyin, et al.
Published: (2024)
by: Huang, Kaiyin, et al.
Published: (2024)
Hypoelliptic entropy dissipation for stochastic differential equations
by: Feng, Qi, et al.
Published: (2021)
by: Feng, Qi, et al.
Published: (2021)
Neural variance reduction for stochastic differential equations
by: Hinds, P. D., et al.
Published: (2022)
by: Hinds, P. D., et al.
Published: (2022)
Uniqueness for stochastic differential equations in Hilbert spaces with irregular drift
by: Anzeletti, Lukas, et al.
Published: (2025)
by: Anzeletti, Lukas, et al.
Published: (2025)
Weak approximation of stochastic differential equations with sticky boundary conditions
by: Sharma, Akash
Published: (2025)
by: Sharma, Akash
Published: (2025)
Similar Items
-
Multidimensional McKean-Vlasov SDEs with mean reflection: well-posedness and existence of optimal control
by: Jarni, Imane, et al.
Published: (2025) -
Mean Field Games with Reflected Dynamics: Penalization and Relaxed Control Approach
by: Laayoun, Ayoub, et al.
Published: (2026) -
Mean Field Games with Reflected Dynamics
by: Jarni, Imane, et al.
Published: (2025) -
Reflected Mckean-Vlasov stochastic differential equations with jumps in time-dependent domains
by: Jarni, Imane, et al.
Published: (2024) -
Method of Successive Approximations for Stochastic Optimal Control: Contractivity and Convergence
by: Taoufik, Safouane, et al.
Published: (2024)