Saved in:
| Main Authors: | Rodosthenous, Neofytos, Zervos, Mihail |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2505.18394 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
A Novel Approach to Peng's Maximum Principle for McKean-Vlasov Stochastic Differential Equations
by: Spille, Johan Benedikt, et al.
Published: (2026)
by: Spille, Johan Benedikt, et al.
Published: (2026)
Controlled superprocesses and HJB equation in the space of finite measures
by: Ocello, Antonio
Published: (2023)
by: Ocello, Antonio
Published: (2023)
A BSDE approach to the asymmetric risk-sensitive optimization and its applications
by: Hu, Mingshang, et al.
Published: (2023)
by: Hu, Mingshang, et al.
Published: (2023)
A stochastic maximum principle for singular mean-field regime-switching optimal control
by: Somé, Maalvladédon Ganet, et al.
Published: (2025)
by: Somé, Maalvladédon Ganet, et al.
Published: (2025)
The mean-field control problem for heterogeneous forward-backward systems
by: Sojmark, Andreas, et al.
Published: (2026)
by: Sojmark, Andreas, et al.
Published: (2026)
Optimal control of martingales in a radially symmetric environment
by: Cox, Alexander M. G., et al.
Published: (2021)
by: Cox, Alexander M. G., et al.
Published: (2021)
On the Singular Control of a Diffusion and Its Running Infimum or Supremum
by: Ferrari, Giorgio, et al.
Published: (2025)
by: Ferrari, Giorgio, et al.
Published: (2025)
The Schrödinger Bridge Problem for Jump Diffusions with Regime Switching
by: Zlotchevski, Andrei, et al.
Published: (2025)
by: Zlotchevski, Andrei, et al.
Published: (2025)
A large multi-agent system with noise both in position and control
by: D'Onofrio, Giuseppe, et al.
Published: (2025)
by: D'Onofrio, Giuseppe, et al.
Published: (2025)
Global Maximum Principle for Partially Observed Risk-Sensitive Progressive Optimal Control of FBSDE with Poisson Jumps
by: Lin, Jingtao, et al.
Published: (2025)
by: Lin, Jingtao, et al.
Published: (2025)
A Linear-Quadratic Stackelberg Differential Game with Mixed Deterministic and Stochastic Controls
by: Shi, Jingtao, et al.
Published: (2020)
by: Shi, Jingtao, et al.
Published: (2020)
Optimal control of heterogeneous mean-field stochastic differential equations with common noise and applications to financial models
by: de Feo, Filippo, et al.
Published: (2025)
by: de Feo, Filippo, et al.
Published: (2025)
A General Maximum Principle for Progressive Optimal Control of Fully Coupled Forward-Backward Stochastic Systems with Jumps
by: Wang, Bin, et al.
Published: (2024)
by: Wang, Bin, et al.
Published: (2024)
Nonlocal Stochastic Optimal Control for Diffusion Processes: Existence, Maximum Principle and Financial Applications
by: Anita, Stefana-Lucia, et al.
Published: (2025)
by: Anita, Stefana-Lucia, et al.
Published: (2025)
Optimality Conditions for Control Systems Governed by Monotone Stochastic Evolution Equations
by: Ciotir, Ioana, et al.
Published: (2025)
by: Ciotir, Ioana, et al.
Published: (2025)
Infinite Time Horizon Optimal Control of McKean-Vlasov SDEs
by: Rudà, Silvia
Published: (2025)
by: Rudà, Silvia
Published: (2025)
A Control Theoretical Approach to Mean Field Games and Associated Master Equations
by: Bensoussan, Alain, et al.
Published: (2024)
by: Bensoussan, Alain, et al.
Published: (2024)
Sharp inequalities between Zolotarev and Wasserstein distances in $\mathrm{P}_2(\mathbb{R}^d)$
by: Bołbotowski, Karol, et al.
Published: (2025)
by: Bołbotowski, Karol, et al.
Published: (2025)
A Partially Observed Stochastic Linear Stackelberg Differential Game with Poisson Jumps under Mean-Variance Criteria
by: Lin, Jingtao, et al.
Published: (2026)
by: Lin, Jingtao, et al.
Published: (2026)
Adapted Wasserstein distance between the laws of SDEs
by: Backhoff-Veraguas, Julio, et al.
Published: (2022)
by: Backhoff-Veraguas, Julio, et al.
Published: (2022)
Global Convergence of Successive Approximations for Non-convex Stochastic Optimal Control Problems
by: Ji, Shaolin, et al.
Published: (2022)
by: Ji, Shaolin, et al.
Published: (2022)
Near Optimality of Discrete-Time Approximations for Controlled McKean-Vlasov Diffusions and Interacting Particle Systems
by: Pradhan, Somnath, et al.
Published: (2025)
by: Pradhan, Somnath, et al.
Published: (2025)
Relationship between Maximum Principle and Dynamic Programming Principle for Risk-Sensitive Stochastic Optimal Control Problems with Applications
by: Dong, Huanqing, et al.
Published: (2025)
by: Dong, Huanqing, et al.
Published: (2025)
Trading in residential energy systems with storage: a kinetic mean-field approach
by: Fabini, Margherita, et al.
Published: (2026)
by: Fabini, Margherita, et al.
Published: (2026)
G-BSDEs with non-Lipschitz coefficients and the corresponding stochastic recursive optimal control problem
by: He, Wei, et al.
Published: (2025)
by: He, Wei, et al.
Published: (2025)
Stochastic Optimal Linear Quadratic Controls with A Recursive Cost Functional
by: Li, Lin, et al.
Published: (2026)
by: Li, Lin, et al.
Published: (2026)
Stochastic Optimal Linear Quadratic Controls with A Recursive Cost Functional in Infinite Horizon
by: Li, Lin, et al.
Published: (2026)
by: Li, Lin, et al.
Published: (2026)
Optimal control, viscosity approximation and Arrhenius Law for the shallow lake problem
by: Koutsimpela, Angeliki, et al.
Published: (2024)
by: Koutsimpela, Angeliki, et al.
Published: (2024)
Global maximum principle for optimal control of stochastic Volterra equations with singular kernels: An infinite dimensional approach
by: Hamaguchi, Yushi
Published: (2025)
by: Hamaguchi, Yushi
Published: (2025)
A measure-valued HJB perspective on Bayesian optimal adaptive control
by: Cox, Alexander M. G., et al.
Published: (2025)
by: Cox, Alexander M. G., et al.
Published: (2025)
Ergodic distribution dependent BSDE and application to long-time behavior of finite horizon distribution dependent BSDE
by: Desbouis, Kaplan, et al.
Published: (2025)
by: Desbouis, Kaplan, et al.
Published: (2025)
The exponential turnpike phenomenon for mean field game systems: weakly monotone drifts and small interactions
by: Cecchin, Alekos, et al.
Published: (2024)
by: Cecchin, Alekos, et al.
Published: (2024)
Partially observed controlled Markov chains and optimal control of the Wonham filter
by: Confortola, Fulvia, et al.
Published: (2026)
by: Confortola, Fulvia, et al.
Published: (2026)
Stochastic maximum principle for optimal control problem of non exchangeable mean field systems
by: Kharroubi, Idris, et al.
Published: (2025)
by: Kharroubi, Idris, et al.
Published: (2025)
Linear-Quadratic Stackelberg Mean Field Games and Teams with Arbitrary Population Sizes
by: Cong, Wenyu, et al.
Published: (2024)
by: Cong, Wenyu, et al.
Published: (2024)
Direct Approach of Linear-Quadratic Stackelberg Mean Field Games of Backward-Forward Stochastic Systems
by: Cong, Wenyu, et al.
Published: (2024)
by: Cong, Wenyu, et al.
Published: (2024)
Decentralized Strategies for Backward Linear-Quadratic Mean Field Games and Teams
by: Si, Yu, et al.
Published: (2025)
by: Si, Yu, et al.
Published: (2025)
Linear-Quadratic Mean Field Games with Common Noise: A Direct Approach
by: Cong, Wenyu, et al.
Published: (2025)
by: Cong, Wenyu, et al.
Published: (2025)
Linear-Quadratic Partially Observed Mean Field Stackelberg Stochastic Differential Game with Applications
by: Si, Yu, et al.
Published: (2025)
by: Si, Yu, et al.
Published: (2025)
Backward Linear-Quadratic Mean Field Stochastic Differential Games: A Direct Method
by: Si, Yu, et al.
Published: (2024)
by: Si, Yu, et al.
Published: (2024)
Similar Items
-
A Novel Approach to Peng's Maximum Principle for McKean-Vlasov Stochastic Differential Equations
by: Spille, Johan Benedikt, et al.
Published: (2026) -
Controlled superprocesses and HJB equation in the space of finite measures
by: Ocello, Antonio
Published: (2023) -
A BSDE approach to the asymmetric risk-sensitive optimization and its applications
by: Hu, Mingshang, et al.
Published: (2023) -
A stochastic maximum principle for singular mean-field regime-switching optimal control
by: Somé, Maalvladédon Ganet, et al.
Published: (2025) -
The mean-field control problem for heterogeneous forward-backward systems
by: Sojmark, Andreas, et al.
Published: (2026)