Image de couverture de livre

Stochastic optimal transport for the Langevin dynamics and its zero--mass limit

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteur principal:	Mikami, Toshio
Format:	Preprint
Publié:	2025
Sujets:	Probability Optimization and Control 93E20, 82C31, 49Q22
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

A system of Schrödinger's problems and functional equations
par: Mikami, Toshio, et autres
Publié: (2025)

Neural solver for Wasserstein Geodesics and optimal transport dynamics
par: Liu, Hailiang, et autres
Publié: (2026)

A description based on optimal transport for a class of stochastic McKean-Vlasov control problems
par: De Vecchi, Francesco C., et autres
Publié: (2024)

Knothe-Rosenblatt maps via soft-constrained optimal transport
par: Baptista, Ricardo, et autres
Publié: (2025)

Importance sampling of unbounded random stopping times: computing committor functions and exit rates without reweighting
par: Hartmann, Carsten, et autres
Publié: (2026)

Optimal Control of Unbounded Functional Stochastic Evolution Systems in Hilbert Spaces: Second-Order Path-dependent HJB Equation
par: Tang, Shanjian, et autres
Publié: (2024)

Optimal local interventions in the two-dimensional Abelian sandpile model
par: de Jongh, Maike C., et autres
Publié: (2026)

Quantitative contraction rates for Sinkhorn's algorithm: beyond bounded costs and compact marginals
par: Conforti, Giovanni, et autres
Publié: (2023)

Chaos propagation in genetic algorithms: An optimal transport approach
par: Borghi, Giacomo
Publié: (2026)

Upper and lower bounds of the value function for optimal control in the Wasserstein space
par: Averboukh, Yurii, et autres
Publié: (2025)

Dynamic Programming Principle and Stabilization for Mean-Field Quantum Filtering Systems
par: Chalal, Sofiane, et autres
Publié: (2026)

Constrained Dikin-Langevin diffusion for polyhedra
par: Chok, James, et autres
Publié: (2025)

Non-asymptotic convergence bounds for Sinkhorn iterates and their gradients: a coupling approach
par: Greco, Giacomo, et autres
Publié: (2023)

Wasserstein speed limits for Langevin systems
par: Sabbagh, Ralph, et autres
Publié: (2023)

Continuous time Stochastic optimal control under discrete time partial observations
par: Bayer, Christian, et autres
Publié: (2024)

Optimal strategies for the growth of dual-seeded lattice structures
par: de Jongh, Maike C., et autres
Publié: (2025)

Stochastic internal habit formation and optimality
par: Aleandri, Michele, et autres
Publié: (2025)

On the equivalence of static and dynamic weak optimal transport
par: Bulanyi, Bohdan
Publié: (2023)

The Ergodic Linear-Quadratic Optimal Control Problems for Stochastic Mean-Field Systems with Periodic Coefficients
par: Wu, Jiacheng, et autres
Publié: (2025)

Stochastic maximum principle for optimal control problem of non exchangeable mean field systems
par: Kharroubi, Idris, et autres
Publié: (2025)

A BSDE approach to the asymmetric risk-sensitive optimization and its applications
par: Hu, Mingshang, et autres
Publié: (2023)

A Pontryagin Maximum Principle on the Belief Space for Continuous-Time Optimal Control with Discrete Observations
par: Bayer, Christian, et autres
Publié: (2025)

Ergodicity and turnpike properties of linear-quadratic mean field control problems
par: Bayraktar, Erhan, et autres
Publié: (2025)

Utility maximization in multivariate Volterra models
par: Aichinger, Florian, et autres
Publié: (2021)

Necessary conditions for the optimal control of a shape optimization problem with non-smooth PDE constraints
par: Betz, Livia
Publié: (2024)

Hamilton--Jacobi equations for controlled gradient flows: the comparison principle
par: Conforti, Giovanni, et autres
Publié: (2021)

Risk-averse optimization under distributional uncertainty with Rockafellian relaxation
par: Antil, Harbir, et autres
Publié: (2026)

Value existence for zero-sum ergodic stochastic differential games
par: Li, Juan, et autres
Publié: (2021)

Stochastic Optimal Impulse Controls with Changing Running Costs
par: Cao, Yuchen, et autres
Publié: (2025)

On the smooth Lorentzian optimal transport problem
par: Metsch, Alec
Publié: (2025)

Mean field social optimization: feedback person-by-person optimality and the dynamic programming equation
par: Huang, Minyi, et autres
Publié: (2025)

Mirror Descent for Stochastic Control Problems with Measure-valued Controls
par: Kerimkulov, Bekzhan, et autres
Publié: (2024)

High order Tensor-Train-Based Schemes for High-Dimensional Mean Field Games
par: Carlini, Elisabetta, et autres
Publié: (2025)

Uniform-in-time weak propagation of chaos for consensus-based optimization
par: Bayraktar, Erhan, et autres
Publié: (2025)

Second-Order $Λ$-Sets and Extensions to Non-Smooth, Hybrid, and Stochastic Optimal Control
par: Rashid, Mohammad H. M
Publié: (2025)

Stochastic control with self-exciting processes
par: Eyjolfsson, Heidar, et autres
Publié: (2026)

Periodic optimal control of a plug flow reactor model with an isoperimetric constraint
par: Yevgenieva, Yevgeniia, et autres
Publié: (2023)

Procrustes Wasserstein Metric: A Modified Benamou-Brenier Approach with Applications to Latent Gaussian Distributions
par: Toukam, Kevine Meugang
Publié: (2025)

Bi-martingale optimal transport and its applications
par: Bołbotowski, Karol
Publié: (2025)

An optimal level of Stubbornness to win a soccer match
par: Pramanik, Paramahansa
Publié: (2025)