Image de couverture de livre

Singular Perturbations of Hamilton-Jacobi Equations in the Wasserstein Space

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteur principal:	Zitridis, Antonios
Format:	Preprint
Publié:	2025
Sujets:	Optimization and Control Probability
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Martingale Optimal Transport and Martingale Schrödinger Bridges for Calibration of Stochastic Volatility Models
par: Zitridis, Antonios
Publié: (2025)

Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations with Jumps
par: Liang, Dunxiang, et autres
Publié: (2026)

Viscosity Solutions of a class of Second Order Hamilton-Jacobi-Bellman Equations in the Wasserstein Space
par: Cheung, Hang, et autres
Publié: (2023)

An approximation of the squared Wasserstein distance and an application to Hamilton-Jacobi equations
par: Bertucci, Charles, et autres
Publié: (2024)

Error estimates for finite-dimensional approximations of Hamilton-Jacobi-Bellman equations on the Wasserstein space
par: Daudin, Samuel, et autres
Publié: (2025)

Hamilton-Jacobi-Bellman Equations in the Wasserstein Space for the Optimal Control of the Kushner-Stratonovich Equation
par: Wan, Hexiang, et autres
Publié: (2025)

The Wasserstein Space of Stochastic Processes in Continuous Time
par: Bartl, Daniel, et autres
Publié: (2025)

Optimal rate of convergence in the vanishing viscosity for quadratic Hamilton-Jacobi equations
par: Chaintron, Louis-Pierre, et autres
Publié: (2025)

Quantification of ergodicity for Hamilton--Jacobi equations in a dynamic random environment
par: Guo, Xiaoqin, et autres
Publié: (2026)

Singular Perturbation in Multiscale Stochastic Control Problems with Domain Restriction in the Slow Variable
par: Calixto, Anderson O., et autres
Publié: (2025)

Stochastic optimal transport and Hamilton-Jacobi-Bellman equations on the set of probability measures
par: Bertucci, Charles
Publié: (2023)

The Monge-Kantorovich problem on Wasserstein space
par: Emami, Pedram, et autres
Publié: (2024)

A mean field Jacobi process for modeling sustainable tourism
par: Yoshioka, Hidekazu
Publié: (2024)

Stability of Wasserstein projections in convex order via metric extrapolation
par: Kim, Jakwang, et autres
Publié: (2025)

Existence of Optimal Stationary Singular Controls and Mean Field Game Equilibria
par: Cohen, Asaf, et autres
Publié: (2024)

On Viscosity Solutions of Hamilton-Jacobi Equations in the Wasserstein space and the Vanishing Viscosity Limit
par: Silberstein, Giacomo Ceccherini, et autres
Publié: (2025)

Extended mean-field control problems with Poissonian common noise: Stochastic maximum principle and Hamiltonian-Jacobi-Bellman equation
par: Bo, Lijun, et autres
Publié: (2024)

Approximation of Singular-Stopping Control Driven by Hawkes Processes via Rescaled MDPs
par: Agostino, Isabel, et autres
Publié: (2026)

Singular mean-field backward stochastic Volterra integral equations in infinite dimensional spaces
par: Asadzade, Javad A., et autres
Publié: (2024)

Optimal Policy Characterization for a Class of Multi-Dimensional Ergodic Singular Stochastic Control Problems
par: Calvia, Alessandro, et autres
Publié: (2025)

Yet Another Distributional Bellman Equation
par: Bäuerle, Nicole, et autres
Publié: (2025)

Properties of Discrete Sliced Wasserstein Losses
par: Tanguy, Eloi, et autres
Publié: (2023)

Infinite Anticipation Backward Stochastic Differential Equations
par: Cheng, Guanwei, et autres
Publié: (2025)

Optimal transport and Wasserstein distances for causal models
par: Cheridito, Patrick, et autres
Publié: (2023)

Optimal Control of the Nonlinear Stochastic Fokker--Planck Equation
par: Hambly, Ben, et autres
Publié: (2024)

Wasserstein Gradient Flows of the Discrepancy with Distance Kernel on the Line
par: Hertrich, Johannes, et autres
Publié: (2023)

Wasserstein Steepest Descent Flows of Discrepancies with Riesz Kernels
par: Hertrich, Johannes, et autres
Publié: (2022)

Linear convergence of proximal descent schemes on the Wasserstein space
par: Lascu, Razvan-Andrei, et autres
Publié: (2024)

Wasserstein Distributionally Robust Optimization with Heterogeneous Data Sources
par: Rychener, Yves, et autres
Publié: (2024)

Infinite-Time Mean Field FBSDEs and the Associated Elliptic Master Equations
par: Song, Yongsheng, et autres
Publié: (2025)

Stochastic Passivity in Stochastic Differential Equations: A Port-Hamiltonian Perspective
par: Ackermann, Julia, et autres
Publié: (2025)

Stability of Partitions Induced by Nearest-Center Assignment Under Perturbations
par: Sabit, MD Nahidul Hasan, et autres
Publié: (2026)

Peng's Maximum Principle for Stochastic Delay Differential Equations of Mean-Field Type
par: Guatteri, Giuseppina, et autres
Publié: (2025)

Necessary and Sufficient Conditions for Optimal Control of Semilinear Stochastic Partial Differential Equations
par: Stannat, Wilhelm, et autres
Publié: (2021)

Convergence of SGD for Training Neural Networks with Sliced Wasserstein Losses
par: Tanguy, Eloi
Publié: (2023)

Stochastic Inverse Problem: stability, regularization and Wasserstein gradient flow
par: Li, Qin, et autres
Publié: (2024)

Nesterov acceleration for the Wasserstein minimization of displacement-convex free energies
par: Monmarché, Pierre
Publié: (2026)

Pathwise Relaxed Optimal Control of Rough Differential Equations
par: Chakraborty, Prakash, et autres
Publié: (2024)

A Probabilistic Interpretation of the Master Equation Arising from Mean Field Games with Jump Diffusion
par: Liu, Jiusheng, et autres
Publié: (2026)

Singular Control in Inventory Management with Smooth Ambiguity
par: Archankul, Arnon, et autres
Publié: (2025)