Pontryagin Maximum Principle for McKean-Vlasov Stochastic Reaction-Diffusion Equations
Fuente:
arXiv
Saved in:
| Main Authors: | Spille, Johan Benedikt, Stannat, Wilhelm |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| 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)
Optimal Control of McKean-Vlasov equations with controlled stochasticity
by: Di Persio, Luca, et al.
Published: (2023)
by: Di Persio, Luca, et al.
Published: (2023)
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)
Mean-Field Games with common Poissonian noise: a Maximum Principle approach
by: Hernández-Hernández, Daniel, et al.
Published: (2024)
by: Hernández-Hernández, Daniel, 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)
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)
Pontryagin maximum principle for the deterministic mean field type optimal control problem via the Lagrangian approach
by: Averboukh, Yurii, et al.
Published: (2022)
by: Averboukh, Yurii, et al.
Published: (2022)
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)
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 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)
Stochastic optimal control in Hilbert spaces: $C^{1,1}$ regularity of the value function and optimal synthesis via viscosity solutions
by: de Feo, Filippo, et al.
Published: (2023)
by: de Feo, Filippo, et al.
Published: (2023)
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)
The mean-field control problem for heterogeneous forward-backward systems
by: Sojmark, Andreas, et al.
Published: (2026)
by: Sojmark, Andreas, et al.
Published: (2026)
Transposition Approach to Optimal Control of McKean-Vlasov SPDEs
by: Chen, Liangying, et al.
Published: (2026)
by: Chen, Liangying, et al.
Published: (2026)
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)
The fastest way through a traffic light
by: Balázs, Márton, et al.
Published: (2025)
by: Balázs, Márton, et al.
Published: (2025)
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)
Second-Order $Λ$-Sets and Extensions to Non-Smooth, Hybrid, and Stochastic Optimal Control
by: Rashid, Mohammad H. M
Published: (2025)
by: Rashid, Mohammad H. M
Published: (2025)
Infinite Time Horizon Optimal Control of McKean-Vlasov SDEs
by: Rudà, Silvia
Published: (2025)
by: Rudà, Silvia
Published: (2025)
A Tikhonov theorem for McKean-Vlasov two-scale systems and a new application to mean field optimal control problems
by: Burzoni, Matteo, et al.
Published: (2022)
by: Burzoni, Matteo, et al.
Published: (2022)
A description based on optimal transport for a class of stochastic McKean-Vlasov control problems
by: De Vecchi, Francesco C., et al.
Published: (2024)
by: De Vecchi, Francesco C., et al.
Published: (2024)
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)
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)
Infinite dimensional open-loop linear quadratic stochastic optimal control problems and related games
by: Jing, Guangdong
Published: (2024)
by: Jing, Guangdong
Published: (2024)
Stochastic Optimal Control of Interacting Particle Systems in Hilbert Spaces and Applications
by: de Feo, Filippo, et al.
Published: (2025)
by: de Feo, Filippo, et al.
Published: (2025)
On damping a control system with global aftereffect on quantum graphs. Stochastic interpretation
by: Buterin, Sergey
Published: (2023)
by: Buterin, Sergey
Published: (2023)
A Reinforcement Learning Framework for Some Singular Stochastic Control Problems
by: Liang, Zongxia, et al.
Published: (2025)
by: Liang, Zongxia, 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)
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)
Linear-Quadratic Mean Field Stackelberg Stochastic Differential Game with Partial Information and Common Noise
by: Si, Yu, et al.
Published: (2024)
by: Si, Yu, et al.
Published: (2024)
General Linear-Quadratic Mean Field Stochastic Differential Game with Common Noise: A Direct Method
by: Si, Yu, et al.
Published: (2025)
by: Si, Yu, et al.
Published: (2025)
Optimal control of diffusion processes: $\infty$-order variational analysis and numerical solution
by: Chertovskih, Roman, et al.
Published: (2024)
by: Chertovskih, Roman, et al.
Published: (2024)
An alternative approach to well-posedness of McKean-Vlasov equations arising in Consensus-Based Optimization
by: Baldi, Alessandro
Published: (2025)
by: Baldi, Alessandro
Published: (2025)
On the Value Function of Convex Bolza Problems Governed by Stochastic Difference Equations
by: Álvarez, Sebastián, et al.
Published: (2026)
by: Álvarez, Sebastián, et al.
Published: (2026)
Stochastic Optimal Control with Measurable Coefficients and Applications
by: de Feo, Filippo
Published: (2025)
by: de Feo, Filippo
Published: (2025)
Optimality conditions in control problems with random state constraints in probabilistic or almost-sure form
by: Geiersbach, Caroline, et al.
Published: (2023)
by: Geiersbach, Caroline, et al.
Published: (2023)
Optimal control of stochastic delay differential equations: Optimal feedback controls
by: de Feo, Filippo, et al.
Published: (2023)
by: de Feo, Filippo, et al.
Published: (2023)
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)
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)
Differential Beliefs in Financial Markets Under Information Constraints: A Modeling Perspective
by: Grigorian, Karen, et al.
Published: (2025)
by: Grigorian, Karen, et al.
Published: (2025)
Similar Items
-
A Novel Approach to Peng's Maximum Principle for McKean-Vlasov Stochastic Differential Equations
by: Spille, Johan Benedikt, et al.
Published: (2026) -
Optimal Control of McKean-Vlasov equations with controlled stochasticity
by: Di Persio, Luca, et al.
Published: (2023) -
Near Optimality of Discrete-Time Approximations for Controlled McKean-Vlasov Diffusions and Interacting Particle Systems
by: Pradhan, Somnath, et al.
Published: (2025) -
Mean-Field Games with common Poissonian noise: a Maximum Principle approach
by: Hernández-Hernández, Daniel, 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)