Saved in:
| Main Author: | Koide, Ryoya |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2602.19625 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Inventory Control Using a Lévy Process for Evaluating Total Costs under Intermittent Demand
by: Koide, Ryoya, et al.
Published: (2025)
by: Koide, Ryoya, et al.
Published: (2025)
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 Control in Inventory Management with Smooth Ambiguity
by: Archankul, Arnon, et al.
Published: (2025)
by: Archankul, Arnon, et al.
Published: (2025)
Loss Functions for Inventory Control
by: Pauly, Steven R.
Published: (2025)
by: Pauly, Steven R.
Published: (2025)
Partial Backorder Inventory System: Asymptotic Optimality and Demand Learning
by: Lim, Andrew E. B., et al.
Published: (2024)
by: Lim, Andrew E. B., et al.
Published: (2024)
A Unified Control Theory Derivation of Discrete-Time Linear Ensemble Kalman Filters
by: Kim, Jin Won
Published: (2026)
by: Kim, Jin Won
Published: (2026)
Existence of Strong Randomized Equilibria in Mean-Field Games of Optimal Stopping with Common Noise
by: Ferrari, Giorgio, et al.
Published: (2025)
by: Ferrari, Giorgio, et al.
Published: (2025)
Projected Inventory Level Policies for Lost Sales Inventory Systems: Asymptotic Optimality in Two Regimes
by: van Jaarsveld, Willem, et al.
Published: (2021)
by: van Jaarsveld, Willem, et al.
Published: (2021)
Early Stopping in Contextual Bandits and Inferences
by: Cui, Zihan
Published: (2025)
by: Cui, Zihan
Published: (2025)
Asymptotic Optimality of Projected Inventory Level Policies for Lost Sales Inventory Systems with Large Leadtime and Penalty Cost
by: Moradi, Poulad, et al.
Published: (2025)
by: Moradi, Poulad, et al.
Published: (2025)
Controlled Swarm Gradient Dynamics
by: Aubert, Louison
Published: (2026)
by: Aubert, Louison
Published: (2026)
Controlled stochastic processes for simulated annealing
by: Molin, Vincent, et al.
Published: (2025)
by: Molin, Vincent, et al.
Published: (2025)
Service Rate Control in Queues with Abandonments
by: Wu, Runhua, et al.
Published: (2025)
by: Wu, Runhua, et al.
Published: (2025)
Robust Decentralized Control of Coupled Systems via Risk Sensitive Control of Decoupled or Simple Models with Measure Change
by: Selk, Zachary, et al.
Published: (2024)
by: Selk, Zachary, et al.
Published: (2024)
On Discounted Infinite-Time Mean Field Games
by: Song, Yongsheng, et al.
Published: (2025)
by: Song, Yongsheng, 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 Impulse Control for Cyber Risk Management
by: Hillairet, Caroline, et al.
Published: (2024)
by: Hillairet, Caroline, et al.
Published: (2024)
Robust Market Convergence: From Discrete to Continuous Time
by: Criens, David
Published: (2024)
by: Criens, David
Published: (2024)
Optimal Control of the Nonlinear Stochastic Fokker--Planck Equation
by: Hambly, Ben, et al.
Published: (2024)
by: Hambly, Ben, et al.
Published: (2024)
The Solution to an Impulse Control Problem Motivated by Optimal Harvesting
by: Liu, Zhesheng, et al.
Published: (2024)
by: Liu, Zhesheng, et al.
Published: (2024)
Optimal Control of McKean--Vlasov Branching Diffusion Processes
by: Claisse, Julien, et al.
Published: (2025)
by: Claisse, Julien, et al.
Published: (2025)
Mean Field Type Control Problems Driven by Jump-diffusions
by: Bensoussan, Alain, et al.
Published: (2025)
by: Bensoussan, Alain, et al.
Published: (2025)
Controllability concepts for mean-field dynamics with reduced-rank coefficients
by: Goreac, Dan, et al.
Published: (2025)
by: Goreac, Dan, et al.
Published: (2025)
DeepMartingale: Duality of the Optimal Stopping Problem with Expressivity and High-Dimensional Hedging
by: Ye, Junyan, et al.
Published: (2025)
by: Ye, Junyan, et al.
Published: (2025)
Time discretization of BSDEs with singular terminal condition using asymptotic expansion
by: Kruse, Thomas, et al.
Published: (2026)
by: Kruse, Thomas, et al.
Published: (2026)
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)
American Options with Last Exit Times: A Free-Boundary Approach
by: Wu, Zhuoshu, et al.
Published: (2022)
by: Wu, Zhuoshu, et al.
Published: (2022)
Pathwise Relaxed Optimal Control of Rough Differential Equations
by: Chakraborty, Prakash, et al.
Published: (2024)
by: Chakraborty, Prakash, et al.
Published: (2024)
An Information-Theoretic Analysis of Continuous-Time Control and Filtering Limitations by the I-MMSE Relationships
by: Wan, Neng, et al.
Published: (2022)
by: Wan, Neng, et al.
Published: (2022)
Solving non-Markovian Stochastic Control Problems driven by Wiener Functionals
by: Leão, Dorival, et al.
Published: (2020)
by: Leão, Dorival, et al.
Published: (2020)
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)
Maximum Principle for Control System driven by Mixed Fractional Brownian Motion
by: Li, Yuhang, et al.
Published: (2023)
by: Li, Yuhang, et al.
Published: (2023)
Mean Field Game of Controls with State Reflections: Existence and Limit Theory
by: Bo, Lijun, et al.
Published: (2025)
by: Bo, Lijun, et al.
Published: (2025)
Time-inconsistent mean-field stopping problems: A regularized equilibrium approach
by: Yu, Xiang, et al.
Published: (2023)
by: Yu, Xiang, et al.
Published: (2023)
Bridging Schrödinger and Bass: A Semimartingale Optimal Transport Problem with Diffusion Control
by: Henry-Labordere, Pierre, et al.
Published: (2026)
by: Henry-Labordere, Pierre, 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)
Ergodic Risk Sensitive Control of Markovian Multiclass Many-Server Queues with Abandonment
by: Anugu, Sumith Reddy, et al.
Published: (2024)
by: Anugu, Sumith Reddy, et al.
Published: (2024)
Optimal Scheduling of Uplink-Downlink Networked Control Systems with Energy Harvesting Sensor
by: Dutta, Manali, et al.
Published: (2024)
by: Dutta, Manali, et al.
Published: (2024)
Mean Field Control with Poissonian Common Noise: A Pathwise Compactification Approach
by: Bo, Lijun, et al.
Published: (2025)
by: Bo, Lijun, 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)
Similar Items
-
Inventory Control Using a Lévy Process for Evaluating Total Costs under Intermittent Demand
by: Koide, Ryoya, et al.
Published: (2025) -
Approximation of Singular-Stopping Control Driven by Hawkes Processes via Rescaled MDPs
by: Agostino, Isabel, et al.
Published: (2026) -
Singular Control in Inventory Management with Smooth Ambiguity
by: Archankul, Arnon, et al.
Published: (2025) -
Loss Functions for Inventory Control
by: Pauly, Steven R.
Published: (2025) -
Partial Backorder Inventory System: Asymptotic Optimality and Demand Learning
by: Lim, Andrew E. B., et al.
Published: (2024)