Cover Image

Stochastic Passivity in Stochastic Differential Equations: A Port-Hamiltonian Perspective

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Ackermann, Julia, Kruse, Thomas, Tappe, Stefan
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Time discretization of BSDEs with singular terminal condition using asymptotic expansion
by: Kruse, Thomas, et al.
Published: (2026)

Matrix Riccati BSDEs with singular terminal condition and stochastic LQ control with linear terminal constraint
by: Ackermann, Julia, et al.
Published: (2026)

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

Peng's Maximum Principle for Stochastic Delay Differential Equations of Mean-Field Type
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)

Diffusion-Based Stochastic Operator Networks for Uncertainty Quantification in Stochastic Partial Differential Equations
by: Huynh, Phuoc-Toan, et al.
Published: (2026)

Multi-asset optimal trade execution with stochastic cross-effects: An Obizhaeva-Wang-type framework
by: Ackermann, Julia, et al.
Published: (2025)

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

BSDE Approach for $α$-Potential Stochastic Differential Games
by: Guo, Xin, et al.
Published: (2025)

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

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

$N$-Player Stochastic Differential Games with Regime Switching and Mean Field Convergence
by: Wang, Mingrui, et al.
Published: (2025)

Numerical approximations of McKean Anticipative Backward Stochastic Differential Equations arising in Initial Margin requirements
by: Agarwal, A., et al.
Published: (2024)

Stochastic trust-region algorithm in random subspaces with convergence and expected complexity analyses
by: Dzahini, Kwassi Joseph, et al.
Published: (2022)

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

A Geometric Framework for Stochastic Iterations
by: Combettes, Patrick L., et al.
Published: (2025)

Rough Stochastic Pontryagin Maximum Principle and an Indirect Shooting Method
by: Lew, Thomas
Published: (2025)

The Mean-Field Limit of Online Stochastic Vector Balancing
by: Fiedler, Christian, et al.
Published: (2026)

Stochastic Graphon Games with Jumps and Approximate Nash Equilibria
by: Amini, Hamed, et al.
Published: (2023)

Stochastic optimal control of Lévy tax processes with bailouts
by: Ghanim, Dalal Al, et al.
Published: (2024)

Optimal Doubling Thresholds in Backgammon-like Stochastic Games
by: Ju, Haoru, et al.
Published: (2024)

Particle Filter Optimization: A Bayesian Approach for Global Stochastic Optimization
by: Eslami, Mostafa, et al.
Published: (2024)

Stochastic maximum principle for weighted mean-field system with jump
by: Tang, Yanyan, et al.
Published: (2024)

Solving non-Markovian Stochastic Control Problems driven by Wiener Functionals
by: Leão, Dorival, et al.
Published: (2020)

Almost Sure Convergence of Stochastic Approximation: An Interplay of Noise and Step Size
by: Nguyen, Quang Dinh Thien, et al.
Published: (2026)

Stochastic comparisons of imperfect maintenance models for a gamma deteriorating system
by: Mercier, Sophie, et al.
Published: (2024)

Optimization Based Data Enrichment Using Stochastic Dynamical System Models
by: Kearney, Griffin M., et al.
Published: (2023)

Revisiting Stochastic Realization Theory using Functional Itô Calculus
by: Veeravalli, Tanya, et al.
Published: (2024)

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

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

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

Codifferentials and Quasidifferentials of the Expectation of Nonsmooth Random Integrands and Two-Stage Stochastic Programming
by: Dolgopolik, M. V.
Published: (2021)

Stochastic Maximum Principle for optimal advertising models with delay and non-convex control space
by: Guatteri, Giuseppina, 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)

Stochastic maximum principle for time-changed forward-backward stochastic control problem with Lévy noise
by: Chen, Jingwei, et al.
Published: (2026)

Optimal Harvesting of a Stochastic Logistic Model Driven by One-Sided Tempered Stable Process
by: Deng, Wenmin, et al.
Published: (2026)

Scenario-based Regularization: A Tractable Framework for Distributionally Robust Stochastic Optimization
by: Fonseca, Diego, et al.
Published: (2025)

One-Dimensional McKean-Vlasov Stochastic Variational Inequalities and Coupled BSDEs with Locally Holder Noise Coefficients
by: Ning, Ning, et al.
Published: (2023)

Iteration Complexity and Finite-Time Efficiency of Adaptive Sampling Trust-Region Methods for Stochastic Derivative-Free Optimization
by: Ha, Yunsoo, et al.
Published: (2023)

Flatness-Aware Stochastic Gradient Langevin Dynamics
by: Bruno, Stefano, et al.
Published: (2025)