:: Library Catalog

Copertina

Salvato in:

Dettagli Bibliografici
Autori principali:	Guo, Liya, Hu, Ruimeng, Yang, Xu, Zhu, Yi
Natura:	Preprint
Pubblicazione:	2026
Soggetti:	Optimization and Control Machine Learning 93E20, 65C30, 60H10, 91G10, 60J75
Accesso online:	https://arxiv.org/abs/2604.05398
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Multiple equilibria in mean-field game models for large oligopolies with strategic complementarities
di: Dianetti, Jodi, et al.
Pubblicazione: (2024)

Optimal consumption and investment under relative performance criteria with Epstein-Zin utility
di: Dianetti, Jodi, et al.
Pubblicazione: (2024)

Stochastic Linear-Quadratic Stackelberg Differential Game with Asymmetric Informational Uncertainties: Robust Optimization Approach
di: Xiang, Na, et al.
Pubblicazione: (2024)

Equilibrium Strategies for the N-agent Mean-Variance Investment Problem over a Random Horizon
di: Liang, Xiaoqing, et al.
Pubblicazione: (2025)

Ergodic control of McKean-Vlasov systems on the Wasserstein space
di: Fuhrman, Marco, et al.
Pubblicazione: (2025)

Optimal Control of Stochastic Partial Differential Equations with Partial Observations: Stochastic Maximum Principles and Numerical Approximation
di: Cao, Yanzhao, et al.
Pubblicazione: (2025)

Joint Pricing and Innovation Control in Regulated Recycling-Rate Diffusion
di: Xie, Bowen, et al.
Pubblicazione: (2026)

A Class of Degenerate Mean Field Games, Associated FBSDEs and Master Equations
di: Bensoussan, Alain, et al.
Pubblicazione: (2024)

Trading in residential energy systems with storage: a kinetic mean-field approach
di: Fabini, Margherita, et al.
Pubblicazione: (2026)

Model reduction for fully nonlinear stochastic systems
di: Redmann, Martin
Pubblicazione: (2025)

A Control Theoretical Approach to Mean Field Games and Associated Master Equations
di: Bensoussan, Alain, et al.
Pubblicazione: (2024)

Dimension reduction for large-scale stochastic systems with non-zero initial states and controlled diffusion
di: Redmann, Martin
Pubblicazione: (2024)

The value of partial information
di: Ernst, Philip A., et al.
Pubblicazione: (2025)

The indifference value of the weak information
di: Baudoin, Fabrice, et al.
Pubblicazione: (2024)

Numerical approximations for partially observed optimal control of stochastic partial differential equations
di: Bao, Feng, et al.
Pubblicazione: (2025)

Infinite-Horizon Optimal Control of Jump-Diffusion Models for Pollution-Dependent Disasters
di: Sakhanda, Daria, et al.
Pubblicazione: (2025)

Control of McKean--Vlasov SDEs with Contagion Through Killing at a State-Dependent Intensity
di: Hambly, Ben, et al.
Pubblicazione: (2023)

The Schrödinger Bridge Problem for Jump Diffusions with Regime Switching
di: Zlotchevski, Andrei, et al.
Pubblicazione: (2025)

Closed-loop equilibria for Stackelberg games: a story about stochastic targets
di: Hernández, Camilo, et al.
Pubblicazione: (2024)

Stochastic Linear-Quadratic Optimal Control Problems with Markovian Regime Switching and $H_\infty$ Constraint under Partial Information
di: Xiang, Na, et al.
Pubblicazione: (2026)

Constrained monotone mean--variance investment-reinsurance under the Cramér--Lundberg model with random coefficients
di: Shi, Xiaomin, et al.
Pubblicazione: (2024)

A Regime-Switching Approach to the Unbalanced Schrödinger Bridge Problem
di: Zlotchevski, Andrei, et al.
Pubblicazione: (2025)

Global Convergence of Successive Approximations for Non-convex Stochastic Optimal Control Problems
di: Ji, Shaolin, et al.
Pubblicazione: (2022)

Two Stochastic Control Methods for Mean-Variance Portfolio Selection of Jump Diffusions and Their Relationship
di: Zhang, Qiyue, et al.
Pubblicazione: (2025)

Stochastic Optimal Control Problems for the Cost-Optimal Management of a Standalone Microgrid
di: Takam, Paul Honore, et al.
Pubblicazione: (2025)

Linear-Quadratic Non-zero Sum Differential Game with Asymmetric Delayed Information
di: Ye, Yuxin, et al.
Pubblicazione: (2025)

Nonlocal Stochastic Optimal Control for Diffusion Processes: Existence, Maximum Principle and Financial Applications
di: Anita, Stefana-Lucia, et al.
Pubblicazione: (2025)

Differentiating through Stochastic Differential Equations: A Primer
di: Leburu, Rishi, et al.
Pubblicazione: (2026)

MP and DPP for Mean-Variance Portfolio Selection Problem with Poisson Jumps, Recursive Utility and Their Relationship
di: Zhang, Qiyue, et al.
Pubblicazione: (2025)

Ergodic distribution dependent BSDE and application to long-time behavior of finite horizon distribution dependent BSDE
di: Desbouis, Kaplan, et al.
Pubblicazione: (2025)

G-BSDEs with non-Lipschitz coefficients and the corresponding stochastic recursive optimal control problem
di: He, Wei, et al.
Pubblicazione: (2025)

A Stochastic Linear-Quadratic Leader-Follower Differential Game with Elephant Memory
di: Li, Xinpo, et al.
Pubblicazione: (2025)

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels
di: Khabou, Mahmoud, et al.
Pubblicazione: (2025)

Long-Term Average Impulse Control with Mean Field Interactions
di: Helmes, K. L., et al.
Pubblicazione: (2025)

Maximum Principle of Stochastic Optimal Control Problems with Model Uncertainty
di: Hao, Tao, et al.
Pubblicazione: (2023)

Properties for transposition solutions to operator-valued BSEEs, and applications to robust second order necessary conditions for controlled SEEs
di: Jing, Guangdong
Pubblicazione: (2024)

Robust pointwise second order necessary conditions for singular stochastic optimal control with model uncertainty
di: Jing, Guangdong
Pubblicazione: (2024)

An efficient gradient projection method for stochastic optimal control problem with expected integral state constraint
di: Wang, Qiming, et al.
Pubblicazione: (2024)

Continuous Policy and Value Iteration for Stochastic Control Problems and Its Convergence
di: Feng, Qi, et al.
Pubblicazione: (2025)

A General Maximum Principle for Progressive Optimal Control of Fully Coupled Forward-Backward Stochastic Systems with Jumps
di: Wang, Bin, et al.
Pubblicazione: (2024)