Imagen de Portada

Singular Perturbations of Hamilton-Jacobi Equations in the Wasserstein Space

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autor principal:	Zitridis, Antonios
Formato:	Preprint
Publicado:	2025
Materias:	Optimization and Control Probability
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

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

Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations with Jumps
por: Liang, Dunxiang, et al.
Publicado: (2026)

Viscosity Solutions of a class of Second Order Hamilton-Jacobi-Bellman Equations in the Wasserstein Space
por: Cheung, Hang, et al.
Publicado: (2023)

An approximation of the squared Wasserstein distance and an application to Hamilton-Jacobi equations
por: Bertucci, Charles, et al.
Publicado: (2024)

Error estimates for finite-dimensional approximations of Hamilton-Jacobi-Bellman equations on the Wasserstein space
por: Daudin, Samuel, et al.
Publicado: (2025)

Hamilton-Jacobi-Bellman Equations in the Wasserstein Space for the Optimal Control of the Kushner-Stratonovich Equation
por: Wan, Hexiang, et al.
Publicado: (2025)

The Wasserstein Space of Stochastic Processes in Continuous Time
por: Bartl, Daniel, et al.
Publicado: (2025)

Optimal rate of convergence in the vanishing viscosity for quadratic Hamilton-Jacobi equations
por: Chaintron, Louis-Pierre, et al.
Publicado: (2025)

Quantification of ergodicity for Hamilton--Jacobi equations in a dynamic random environment
por: Guo, Xiaoqin, et al.
Publicado: (2026)

Singular Perturbation in Multiscale Stochastic Control Problems with Domain Restriction in the Slow Variable
por: Calixto, Anderson O., et al.
Publicado: (2025)

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

The Monge-Kantorovich problem on Wasserstein space
por: Emami, Pedram, et al.
Publicado: (2024)

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

Stability of Wasserstein projections in convex order via metric extrapolation
por: Kim, Jakwang, et al.
Publicado: (2025)

Existence of Optimal Stationary Singular Controls and Mean Field Game Equilibria
por: Cohen, Asaf, et al.
Publicado: (2024)

On Viscosity Solutions of Hamilton-Jacobi Equations in the Wasserstein space and the Vanishing Viscosity Limit
por: Silberstein, Giacomo Ceccherini, et al.
Publicado: (2025)

Extended mean-field control problems with Poissonian common noise: Stochastic maximum principle and Hamiltonian-Jacobi-Bellman equation
por: Bo, Lijun, et al.
Publicado: (2024)

Approximation of Singular-Stopping Control Driven by Hawkes Processes via Rescaled MDPs
por: Agostino, Isabel, et al.
Publicado: (2026)

Singular mean-field backward stochastic Volterra integral equations in infinite dimensional spaces
por: Asadzade, Javad A., et al.
Publicado: (2024)

Optimal Policy Characterization for a Class of Multi-Dimensional Ergodic Singular Stochastic Control Problems
por: Calvia, Alessandro, et al.
Publicado: (2025)

Yet Another Distributional Bellman Equation
por: Bäuerle, Nicole, et al.
Publicado: (2025)

Properties of Discrete Sliced Wasserstein Losses
por: Tanguy, Eloi, et al.
Publicado: (2023)

Infinite Anticipation Backward Stochastic Differential Equations
por: Cheng, Guanwei, et al.
Publicado: (2025)

Optimal transport and Wasserstein distances for causal models
por: Cheridito, Patrick, et al.
Publicado: (2023)

Optimal Control of the Nonlinear Stochastic Fokker--Planck Equation
por: Hambly, Ben, et al.
Publicado: (2024)

Wasserstein Gradient Flows of the Discrepancy with Distance Kernel on the Line
por: Hertrich, Johannes, et al.
Publicado: (2023)

Wasserstein Steepest Descent Flows of Discrepancies with Riesz Kernels
por: Hertrich, Johannes, et al.
Publicado: (2022)

Linear convergence of proximal descent schemes on the Wasserstein space
por: Lascu, Razvan-Andrei, et al.
Publicado: (2024)

Wasserstein Distributionally Robust Optimization with Heterogeneous Data Sources
por: Rychener, Yves, et al.
Publicado: (2024)

Infinite-Time Mean Field FBSDEs and the Associated Elliptic Master Equations
por: Song, Yongsheng, et al.
Publicado: (2025)

Stochastic Passivity in Stochastic Differential Equations: A Port-Hamiltonian Perspective
por: Ackermann, Julia, et al.
Publicado: (2025)

Stability of Partitions Induced by Nearest-Center Assignment Under Perturbations
por: Sabit, MD Nahidul Hasan, et al.
Publicado: (2026)

Peng's Maximum Principle for Stochastic Delay Differential Equations of Mean-Field Type
por: Guatteri, Giuseppina, et al.
Publicado: (2025)

Necessary and Sufficient Conditions for Optimal Control of Semilinear Stochastic Partial Differential Equations
por: Stannat, Wilhelm, et al.
Publicado: (2021)

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

Stochastic Inverse Problem: stability, regularization and Wasserstein gradient flow
por: Li, Qin, et al.
Publicado: (2024)

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

Pathwise Relaxed Optimal Control of Rough Differential Equations
por: Chakraborty, Prakash, et al.
Publicado: (2024)

A Probabilistic Interpretation of the Master Equation Arising from Mean Field Games with Jump Diffusion
por: Liu, Jiusheng, et al.
Publicado: (2026)

Singular Control in Inventory Management with Smooth Ambiguity
por: Archankul, Arnon, et al.
Publicado: (2025)