Singular Perturbations of Hamilton-Jacobi Equations in the Wasserstein Space
Fuente:
arXiv
Saved in:
| Main Author: | Zitridis, Antonios |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Martingale Optimal Transport and Martingale Schrödinger Bridges for Calibration of Stochastic Volatility Models
by: Zitridis, Antonios
Published: (2025)
by: Zitridis, Antonios
Published: (2025)
Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations with Jumps
by: Liang, Dunxiang, et al.
Published: (2026)
by: Liang, Dunxiang, et al.
Published: (2026)
Viscosity Solutions of a class of Second Order Hamilton-Jacobi-Bellman Equations in the Wasserstein Space
by: Cheung, Hang, et al.
Published: (2023)
by: Cheung, Hang, et al.
Published: (2023)
An approximation of the squared Wasserstein distance and an application to Hamilton-Jacobi equations
by: Bertucci, Charles, et al.
Published: (2024)
by: Bertucci, Charles, et al.
Published: (2024)
Error estimates for finite-dimensional approximations of Hamilton-Jacobi-Bellman equations on the Wasserstein space
by: Daudin, Samuel, et al.
Published: (2025)
by: Daudin, Samuel, et al.
Published: (2025)
Hamilton-Jacobi-Bellman Equations in the Wasserstein Space for the Optimal Control of the Kushner-Stratonovich Equation
by: Wan, Hexiang, et al.
Published: (2025)
by: Wan, Hexiang, et al.
Published: (2025)
The Wasserstein Space of Stochastic Processes in Continuous Time
by: Bartl, Daniel, et al.
Published: (2025)
by: Bartl, Daniel, et al.
Published: (2025)
Optimal rate of convergence in the vanishing viscosity for quadratic Hamilton-Jacobi equations
by: Chaintron, Louis-Pierre, et al.
Published: (2025)
by: Chaintron, Louis-Pierre, et al.
Published: (2025)
Quantification of ergodicity for Hamilton--Jacobi equations in a dynamic random environment
by: Guo, Xiaoqin, et al.
Published: (2026)
by: Guo, Xiaoqin, et al.
Published: (2026)
Singular Perturbation in Multiscale Stochastic Control Problems with Domain Restriction in the Slow Variable
by: Calixto, Anderson O., et al.
Published: (2025)
by: Calixto, Anderson O., et al.
Published: (2025)
Stochastic optimal transport and Hamilton-Jacobi-Bellman equations on the set of probability measures
by: Bertucci, Charles
Published: (2023)
by: Bertucci, Charles
Published: (2023)
The Monge-Kantorovich problem on Wasserstein space
by: Emami, Pedram, et al.
Published: (2024)
by: Emami, Pedram, et al.
Published: (2024)
A mean field Jacobi process for modeling sustainable tourism
by: Yoshioka, Hidekazu
Published: (2024)
by: Yoshioka, Hidekazu
Published: (2024)
Stability of Wasserstein projections in convex order via metric extrapolation
by: Kim, Jakwang, et al.
Published: (2025)
by: Kim, Jakwang, et al.
Published: (2025)
Existence of Optimal Stationary Singular Controls and Mean Field Game Equilibria
by: Cohen, Asaf, et al.
Published: (2024)
by: Cohen, Asaf, et al.
Published: (2024)
On Viscosity Solutions of Hamilton-Jacobi Equations in the Wasserstein space and the Vanishing Viscosity Limit
by: Silberstein, Giacomo Ceccherini, et al.
Published: (2025)
by: Silberstein, Giacomo Ceccherini, et al.
Published: (2025)
Extended mean-field control problems with Poissonian common noise: Stochastic maximum principle and Hamiltonian-Jacobi-Bellman equation
by: Bo, Lijun, et al.
Published: (2024)
by: Bo, Lijun, et al.
Published: (2024)
Approximation of Singular-Stopping Control Driven by Hawkes Processes via Rescaled MDPs
by: Agostino, Isabel, et al.
Published: (2026)
by: Agostino, Isabel, et al.
Published: (2026)
Singular mean-field backward stochastic Volterra integral equations in infinite dimensional spaces
by: Asadzade, Javad A., et al.
Published: (2024)
by: Asadzade, Javad A., et al.
Published: (2024)
Optimal Policy Characterization for a Class of Multi-Dimensional Ergodic Singular Stochastic Control Problems
by: Calvia, Alessandro, et al.
Published: (2025)
by: Calvia, Alessandro, et al.
Published: (2025)
Yet Another Distributional Bellman Equation
by: Bäuerle, Nicole, et al.
Published: (2025)
by: Bäuerle, Nicole, et al.
Published: (2025)
Properties of Discrete Sliced Wasserstein Losses
by: Tanguy, Eloi, et al.
Published: (2023)
by: Tanguy, Eloi, et al.
Published: (2023)
Infinite Anticipation Backward Stochastic Differential Equations
by: Cheng, Guanwei, et al.
Published: (2025)
by: Cheng, Guanwei, et al.
Published: (2025)
Optimal transport and Wasserstein distances for causal models
by: Cheridito, Patrick, et al.
Published: (2023)
by: Cheridito, Patrick, et al.
Published: (2023)
Optimal Control of the Nonlinear Stochastic Fokker--Planck Equation
by: Hambly, Ben, et al.
Published: (2024)
by: Hambly, Ben, et al.
Published: (2024)
Wasserstein Gradient Flows of the Discrepancy with Distance Kernel on the Line
by: Hertrich, Johannes, et al.
Published: (2023)
by: Hertrich, Johannes, et al.
Published: (2023)
Wasserstein Steepest Descent Flows of Discrepancies with Riesz Kernels
by: Hertrich, Johannes, et al.
Published: (2022)
by: Hertrich, Johannes, et al.
Published: (2022)
Linear convergence of proximal descent schemes on the Wasserstein space
by: Lascu, Razvan-Andrei, et al.
Published: (2024)
by: Lascu, Razvan-Andrei, et al.
Published: (2024)
Wasserstein Distributionally Robust Optimization with Heterogeneous Data Sources
by: Rychener, Yves, et al.
Published: (2024)
by: Rychener, Yves, et al.
Published: (2024)
Infinite-Time Mean Field FBSDEs and the Associated Elliptic Master Equations
by: Song, Yongsheng, et al.
Published: (2025)
by: Song, Yongsheng, et al.
Published: (2025)
Stochastic Passivity in Stochastic Differential Equations: A Port-Hamiltonian Perspective
by: Ackermann, Julia, et al.
Published: (2025)
by: Ackermann, Julia, et al.
Published: (2025)
Stability of Partitions Induced by Nearest-Center Assignment Under Perturbations
by: Sabit, MD Nahidul Hasan, et al.
Published: (2026)
by: Sabit, MD Nahidul Hasan, et al.
Published: (2026)
Peng's Maximum Principle for Stochastic Delay Differential Equations of Mean-Field Type
by: Guatteri, Giuseppina, et al.
Published: (2025)
by: Guatteri, Giuseppina, et al.
Published: (2025)
Necessary and Sufficient Conditions for Optimal Control of Semilinear Stochastic Partial Differential Equations
by: Stannat, Wilhelm, et al.
Published: (2021)
by: Stannat, Wilhelm, et al.
Published: (2021)
Convergence of SGD for Training Neural Networks with Sliced Wasserstein Losses
by: Tanguy, Eloi
Published: (2023)
by: Tanguy, Eloi
Published: (2023)
Stochastic Inverse Problem: stability, regularization and Wasserstein gradient flow
by: Li, Qin, et al.
Published: (2024)
by: Li, Qin, et al.
Published: (2024)
Nesterov acceleration for the Wasserstein minimization of displacement-convex free energies
by: Monmarché, Pierre
Published: (2026)
by: Monmarché, Pierre
Published: (2026)
Pathwise Relaxed Optimal Control of Rough Differential Equations
by: Chakraborty, Prakash, et al.
Published: (2024)
by: Chakraborty, Prakash, et al.
Published: (2024)
A Probabilistic Interpretation of the Master Equation Arising from Mean Field Games with Jump Diffusion
by: Liu, Jiusheng, et al.
Published: (2026)
by: Liu, Jiusheng, et al.
Published: (2026)
Singular Control in Inventory Management with Smooth Ambiguity
by: Archankul, Arnon, et al.
Published: (2025)
by: Archankul, Arnon, et al.
Published: (2025)
Similar Items
-
Martingale Optimal Transport and Martingale Schrödinger Bridges for Calibration of Stochastic Volatility Models
by: Zitridis, Antonios
Published: (2025) -
Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations with Jumps
by: Liang, Dunxiang, et al.
Published: (2026) -
Viscosity Solutions of a class of Second Order Hamilton-Jacobi-Bellman Equations in the Wasserstein Space
by: Cheung, Hang, et al.
Published: (2023) -
An approximation of the squared Wasserstein distance and an application to Hamilton-Jacobi equations
by: Bertucci, Charles, et al.
Published: (2024) -
Error estimates for finite-dimensional approximations of Hamilton-Jacobi-Bellman equations on the Wasserstein space
by: Daudin, Samuel, et al.
Published: (2025)