Image de couverture de livre

Lifting and partial smoothing for stationary HJB equations and related control problems in infinite dimensions

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Bolli, Gabriele, Gozzi, Fausto
Format:	Preprint
Publié:	2025
Sujets:	Optimization and Control
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Lifting partial smoothing to solve HJB equations and stochastic control problems
par: Gozzi, Fausto, et autres
Publié: (2023)

Mild solutions of HJB equations associated with cylindrical stable Lévy noise in infinite dimensions
par: Bondi, Alessandro, et autres
Publié: (2025)

Linear error bounds for HJB equations in finite horizon control problems
par: Alla, Alessandro, et autres
Publié: (2026)

Optimal control of stochastic Volterra integral equations with completely monotone kernels and stochastic differential equations on Hilbert spaces with unbounded control and diffusion operators
par: Bolli, Gabriele, et autres
Publié: (2026)

An optimal advertising model with carryover effect and mean field terms
par: Gozzi, Fausto, et autres
Publié: (2024)

Network-Based Optimal Control of Pollution Growth
par: Gozzi, Fausto, et autres
Publié: (2024)

The exponential turnpike property for periodic linear quadratic optimal control problems in infinite dimension
par: Trélat, Emmanuel, et autres
Publié: (2024)

Wage Rigidity and Retirement in Optimal Portfolio Choice
par: Biagini, Sara, et autres
Publié: (2021)

Mangasarian-Fromovitz-type constraint qualification and optimality conditions for smooth infinite programming problems
par: Bednarczuk, Ewa M., et autres
Publié: (2024)

High risk aversion Merton's problem without transversality conditions
par: Biffis, Enrico, et autres
Publié: (2025)

Accelerated Bregman gradient methods for relatively smooth and relatively Lipschitz continuous minimization problems
par: Savchuk, O. S., et autres
Publié: (2024)

Singular Perturbations of Nonlocal HJB Equations in Multiscale Stochastic Control
par: Zhang, Qi, et autres
Publié: (2024)

Projected Evolutionary Lifting and Well-Posedness of Stationary Hamilton-Jacobi-Bellman Equations in Infinite Dimensions
par: Bolli, Gabriele, et autres
Publié: (2026)

Some obstacle problems for partially hinged plates and related optimization issues
par: Berchio, Elvise, et autres
Publié: (2025)

Anticipated backward stochastic evolution equations and maximum principle for path-dependent systems in infinite dimensions
par: Liu, Guomin, et autres
Publié: (2025)

Viscosity Solutions for HJB Equations on the Process Space
par: Zhou, Jianjun, et autres
Publié: (2024)

Pattern preservation in finite to infinite-horizon optimal control problems for dissipative systems
par: Della Rossa, Matteo, et autres
Publié: (2026)

Near optimal controls for partially observed stochastic linear quadratic problems
par: Sun, Jingrui, et autres
Publié: (2025)

Stability analysis of an inverse coefficients problem in a system of partial differential equations
par: Meftahi, Houcine, et autres
Publié: (2025)

Variational inequalities and smooth-fit principle for singular stochastic control problems in Hilbert spaces
par: Federico, Salvatore, et autres
Publié: (2024)

Tractable Representations for Convergent Approximation of Distributional HJB Equations
par: Alhosh, Julie, et autres
Publié: (2025)

An optimal first-order method for smooth and strongly convex composite optimization and its stationary limit
par: Upadhyaya, Manu, et autres
Publié: (2026)

Approximate solution of stochastic infinite horizon optimal control problems for constrained linear uncertain systems
par: Joa, Eunhyek, et autres
Publié: (2024)

Gaussian process policy iteration with additive Schwarz acceleration for forward and inverse HJB and mean field game problems
par: Yang, Xianjin, et autres
Publié: (2025)

An integral transformation approach to differential games: a climate model application
par: Boucekkine, Raouf, et autres
Publié: (2025)

Inverse problems for stochastic partial differential equations
par: Lü, Qi, et autres
Publié: (2024)

Maximum principle for optimal control of infinite horizon stochastic difference equations driven by fractional noises
par: Han, Yuecai, et autres
Publié: (2025)

A numerical solution approach for non-smooth optimal control problems based on the Pontryagin maximum principle
par: Wachsmuth, Daniel
Publié: (2024)

Optimal control of SDEs with merely measurable drift: an HJB approach
par: Du, Kai, et autres
Publié: (2025)

Closed Form HJB Solution for Continuous-Time Optimal Control of a Non-Linear Input-Affine System
par: Vyas, Akash, et autres
Publié: (2025)

Turnpilke property for infinite-dimensional generalized LQ problem
par: Li, Zhuqing, et autres
Publié: (2022)

Theoretical smoothing frameworks for nonsmooth simple bilevel problems
par: Alcantara, Jan Harold, et autres
Publié: (2024)

Second-order conditions for bang-bang control of elliptic equations in arbitrary dimensions
par: Wachsmuth, Gerd
Publié: (2026)

On the optimal control problem for the k-FORQ/MCH equation with viscosity
par: Wang, Zhao, et autres
Publié: (2024)

Social optimum of finite mean field games: existence and uniqueness of equilibrium solutions in the finite horizon and stationary solutions in the infinite horizon
par: Niu, Zijia, et autres
Publié: (2024)

On quasi-convex smooth optimization problems by a comparison oracle
par: Gasnikov, A. V., et autres
Publié: (2024)

Extended HJB Equation for Mean-Variance Stopping Problem: Vanishing Regularization Method
par: Dong, Yuchao, et autres
Publié: (2025)

ABB theorems: Results and limitations in infinite dimensions
par: Daniilidis, Aris, et autres
Publié: (2024)

Sparse optimal control for infinite-dimensional linear systems with applications to graphon control
par: Ikeda, Takuya, et autres
Publié: (2025)

Two-person zero-sum stochastic linear quadratic control problems with Markov chains and fractional Brownian motion in infinite horizon
par: Liu, Chang, et autres
Publié: (2024)