:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Liang, Zongxia, Luo, Xiaodong, Yu, Xiang
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control 93E20, 93B47, 49K45
Online Access:	https://arxiv.org/abs/2506.22203
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

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

Second-Order $Λ$-Sets and Extensions to Non-Smooth, Hybrid, and Stochastic Optimal Control
by: Rashid, Mohammad H. M
Published: (2025)

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

On damping a control system with global aftereffect on quantum graphs. Stochastic interpretation
by: Buterin, Sergey
Published: (2023)

Stochastic algebraic Riccati equations are almost as easy as deterministic ones theoretically
by: Guo, Zhen-Chen, et al.
Published: (2022)

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

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

On the Value Function of Convex Bolza Problems Governed by Stochastic Difference Equations
by: Álvarez, Sebastián, et al.
Published: (2026)

Approximate Controllability for Nonautonomous Integrodifferential Equations with State-dependent Delay
by: Diop, Mamadou Abdoul, et al.
Published: (2024)

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

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

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

Stability and performance of stochastic economic MPC - Stochastic characterization of the closed-loop asymptotics
by: Schießl, Jonas, et al.
Published: (2025)

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

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

Finite Codimensionality Method in Infinite-dimensional Optimization Problems
by: Liu, Xu, et al.
Published: (2021)

Global maximum principle for optimal control of stochastic Volterra equations with singular kernels: An infinite dimensional approach
by: Hamaguchi, Yushi
Published: (2025)

Optimal control of diffusion processes: $\infty$-order variational analysis and numerical solution
by: Chertovskih, Roman, et al.
Published: (2024)

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

Hamiltonian formalism for optimal control of nonlinear loaded integro-PDEs
by: Belbas, S. A.
Published: (2024)

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

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

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

Dynamic Weight Optimization for Double Linear Policy: A Stochastic Model Predictive Control Approach
by: Hong, Tan Chin, et al.
Published: (2026)

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

Turnpike Property of Stochastic Linear-Quadratic Optimal Control Problems in Large Horizons with Regime Switching I: Homogeneous Cases
by: Mei, Hongwei, et al.
Published: (2025)

Controlled Diffusions under Full, Partial and Decentralized Information: Existence of Optimal Policies and Discrete-Time Approximations
by: Pradhan, Somnath, et al.
Published: (2023)

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

The landscape of deterministic and stochastic optimal control problems: One-shot Optimization versus Dynamic Programming
by: Kim, Jihun, et al.
Published: (2024)

Turnpike Property of a Linear-Quadratic Optimal Control Problem in Large Horizons with Regime Switching II: Non-Homogeneous Cases
by: Mei, Hongwei, et al.
Published: (2025)

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

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

Stochastic Optimal Control with Measurable Coefficients and Applications
by: de Feo, Filippo
Published: (2025)

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

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

Quantitative Soft-to-Hard Terminal Constraint Convergence for the Heat Equation
by: Kwon, Sung-Sik
Published: (2026)

Optimal Assignment and Motion Control in Two-Class Continuum Swarms
by: Emerick, Max, et al.
Published: (2024)

Policy Gradient for Continuous-Time Mean-Field Control
by: Bayraktar, Erhan, et al.
Published: (2026)

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

Risk-averse optimization under distributional uncertainty with Rockafellian relaxation
by: Antil, Harbir, et al.
Published: (2026)