Model reduction for fully nonlinear stochastic systems
Fuente:
arXiv
Saved in:
| Main Author: | Redmann, Martin |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Dimension reduction for large-scale stochastic systems with non-zero initial states and controlled diffusion
by: Redmann, Martin
Published: (2024)
by: Redmann, Martin
Published: (2024)
A Regime-Switching Approach to the Unbalanced Schrödinger Bridge Problem
by: Zlotchevski, Andrei, et al.
Published: (2025)
by: Zlotchevski, Andrei, et al.
Published: (2025)
Dimension reduction for path signatures
by: Bayer, Christian, et al.
Published: (2024)
by: Bayer, Christian, et al.
Published: (2024)
Importance sampling for rare event tracking within the ensemble Kalman filtering framework
by: Rached, Nadhir Ben, et al.
Published: (2024)
by: Rached, Nadhir Ben, et al.
Published: (2024)
The Schrödinger Bridge Problem for Jump Diffusions with Regime Switching
by: Zlotchevski, Andrei, et al.
Published: (2025)
by: Zlotchevski, Andrei, et al.
Published: (2025)
Max-Entropy Moment Filtering for Stochastic Hybrid Systems
by: Iwasaki, Kaito, et al.
Published: (2026)
by: Iwasaki, Kaito, et al.
Published: (2026)
Convergence proofs and strong error bounds for forward-backward stochastic differential equations using neural network simulations
by: Sheridan-Methven, Oliver
Published: (2024)
by: Sheridan-Methven, Oliver
Published: (2024)
Numerical approximations for partially observed optimal control of stochastic partial differential equations
by: Bao, Feng, et al.
Published: (2025)
by: Bao, Feng, et al.
Published: (2025)
Fully coupled forward-backward stochastic dynamics and functional differential systems
by: Casserini, Matteo, et al.
Published: (2011)
by: Casserini, Matteo, et al.
Published: (2011)
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)
On symmetric fuzzy stochastic Volterra integral equations with retardation
by: Malinowski, Marek T.
Published: (2024)
by: Malinowski, Marek T.
Published: (2024)
Mirror Descent for Stochastic Control Problems with Measure-valued Controls
by: Kerimkulov, Bekzhan, et al.
Published: (2024)
by: Kerimkulov, Bekzhan, et al.
Published: (2024)
A numerical method to simulate the stochastic linear-quadratic optimal control problem with control constraint in higher dimensions
by: Chaudhary, Abhishek
Published: (2024)
by: Chaudhary, Abhishek
Published: (2024)
Optimal Control of Stochastic Partial Differential Equations with Partial Observations: Stochastic Maximum Principles and Numerical Approximation
by: Cao, Yanzhao, et al.
Published: (2025)
by: Cao, Yanzhao, et al.
Published: (2025)
Extreme event probability estimation using PDE-constrained optimization and large deviation theory, with application to tsunamis
by: Tong, Shanyin, et al.
Published: (2020)
by: Tong, Shanyin, et al.
Published: (2020)
Divergence-Kernel method for scores of random systems
by: Ni, Angxiu
Published: (2025)
by: Ni, Angxiu
Published: (2025)
Conditional stochastic differential equations driven by fractional Brownian motion
by: Đorđević, Jasmina, et al.
Published: (2023)
by: Đorđević, Jasmina, et al.
Published: (2023)
Hautus-Type Criteria for Controllability and Stabilizability of Backward-Structured Stochastic Systems
by: Sun, Jingrui
Published: (2026)
by: Sun, Jingrui
Published: (2026)
Long-Term Average Impulse and Singular Control of a Growth Model with Two Revenue Sources
by: Helmes, K. L., et al.
Published: (2026)
by: Helmes, K. L., et al.
Published: (2026)
A Class of Degenerate Mean Field Games, Associated FBSDEs and Master Equations
by: Bensoussan, Alain, et al.
Published: (2024)
by: Bensoussan, Alain, et al.
Published: (2024)
An $L^0$-approach to stochastic evolution equations
by: Auestad, Øyvind Stormark
Published: (2025)
by: Auestad, Øyvind Stormark
Published: (2025)
The stability of the multivariate geometric Brownian motion as a bilinear matrix inequality problem
by: Barrera, Gerardo, et al.
Published: (2024)
by: Barrera, Gerardo, et al.
Published: (2024)
First- and Half-order Schemes for Regime Switching Stochastic Differential Equation with Non-differentiable Drift Coefficient
by: Vashistha, Divyanshu, et al.
Published: (2025)
by: Vashistha, Divyanshu, et al.
Published: (2025)
Optimal control under uncertainty with joint chance state constraints: almost-everywhere bounds, variance reduction, and application to (bi-)linear elliptic PDEs
by: Henrion, Rene, et al.
Published: (2024)
by: Henrion, Rene, et al.
Published: (2024)
Learning-Based Importance Sampling via Stochastic Optimal Control for Stochastic Reaction Networks
by: Hammouda, Chiheb Ben, et al.
Published: (2021)
by: Hammouda, Chiheb Ben, et al.
Published: (2021)
Double-Loop Importance Sampling for McKean--Vlasov Stochastic Differential Equation
by: Rached, Nadhir Ben, et al.
Published: (2022)
by: Rached, Nadhir Ben, et al.
Published: (2022)
A probabilistic interpretation of a non-conservative and path-dependent nonlinear reaction-advection-diffusion system
by: Morale, Daniela, et al.
Published: (2024)
by: Morale, Daniela, et al.
Published: (2024)
An efficient gradient projection method for stochastic optimal control problem with expected integral state constraint
by: Wang, Qiming, et al.
Published: (2024)
by: Wang, Qiming, et al.
Published: (2024)
Filtering and 1/3 Power Law for Optimal Time Discretisation in Numerical Integration of Stochastic Differential Equations
by: Vladimirov, Igor G.
Published: (2025)
by: Vladimirov, Igor G.
Published: (2025)
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)
Long-time behavior of exact and numerical solutions of stochastic evolution equations on the sphere
by: Cohen, David, et al.
Published: (2026)
by: Cohen, David, et al.
Published: (2026)
On the Convergence Analysis of Yau-Yau Nonlinear Filtering Algorithm: from a Probabilistic Perspective
by: Sun, Zeju, et al.
Published: (2024)
by: Sun, Zeju, et al.
Published: (2024)
Stochastic conformal integrators for linearly damped stochastic Poisson systems
by: Bréhier, Charles-Edouard, et al.
Published: (2025)
by: Bréhier, Charles-Edouard, et al.
Published: (2025)
Mean-field control of non exchangeable systems
by: De Crescenzo, Anna, et al.
Published: (2024)
by: De Crescenzo, Anna, et al.
Published: (2024)
Convergence Analysis for Entropy-Regularized Control Problems: A Probabilistic Approach
by: Ma, Jin, et al.
Published: (2024)
by: Ma, Jin, et al.
Published: (2024)
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)
Full Discretization of Stochastic Semilinear Schrödinger equation driven by multiplicative Wiener noise
by: Bhar, Suprio, et al.
Published: (2025)
by: Bhar, Suprio, et al.
Published: (2025)
Randomised Euler-Maruyama method for SDEs with Hölder continuous drift coefficient
by: Bao, Jianhai, et al.
Published: (2025)
by: Bao, Jianhai, et al.
Published: (2025)
Controlled superprocesses and HJB equation in the space of finite measures
by: Ocello, Antonio
Published: (2023)
by: Ocello, Antonio
Published: (2023)
Schrödinger Bridge Problem for Jump Diffusions
by: Zlotchevski, Andrei, et al.
Published: (2024)
by: Zlotchevski, Andrei, et al.
Published: (2024)
Similar Items
-
Dimension reduction for large-scale stochastic systems with non-zero initial states and controlled diffusion
by: Redmann, Martin
Published: (2024) -
A Regime-Switching Approach to the Unbalanced Schrödinger Bridge Problem
by: Zlotchevski, Andrei, et al.
Published: (2025) -
Dimension reduction for path signatures
by: Bayer, Christian, et al.
Published: (2024) -
Importance sampling for rare event tracking within the ensemble Kalman filtering framework
by: Rached, Nadhir Ben, et al.
Published: (2024) -
The Schrödinger Bridge Problem for Jump Diffusions with Regime Switching
by: Zlotchevski, Andrei, et al.
Published: (2025)