Image de couverture de livre

Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations with Jumps

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Liang, Dunxiang, Meng, Qingxin
Format:	Preprint
Publié:	2026
Sujets:	Optimization and Control Probability
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Viscosity Solutions of Hamilton--Jacobi--Bellman Equations for Control Systems Driven by Teugels Martingales
par: Lin, Yongpeng, et autres
Publié: (2026)

Viscosity Solutions of a class of Second Order Hamilton-Jacobi-Bellman Equations in the Wasserstein Space
par: Cheung, Hang, et autres
Publié: (2023)

Stochastic optimal transport and Hamilton-Jacobi-Bellman equations on the set of probability measures
par: Bertucci, Charles
Publié: (2023)

Singular Perturbations of Hamilton-Jacobi Equations in the Wasserstein Space
par: Zitridis, Antonios
Publié: (2025)

Error estimates for finite-dimensional approximations of Hamilton-Jacobi-Bellman equations on the Wasserstein space
par: Daudin, Samuel, et autres
Publié: (2025)

Extended mean-field control problems with Poissonian common noise: Stochastic maximum principle and Hamiltonian-Jacobi-Bellman equation
par: Bo, Lijun, et autres
Publié: (2024)

Yet Another Distributional Bellman Equation
par: Bäuerle, Nicole, et autres
Publié: (2025)

On Viscosity Solutions of Hamilton-Jacobi Equations in the Wasserstein space and the Vanishing Viscosity Limit
par: Silberstein, Giacomo Ceccherini, et autres
Publié: (2025)

Hamilton-Jacobi-Bellman Equations in the Wasserstein Space for the Optimal Control of the Kushner-Stratonovich Equation
par: Wan, Hexiang, et autres
Publié: (2025)

Stochastic Graphon Games with Jumps and Approximate Nash Equilibria
par: Amini, Hamed, et autres
Publié: (2023)

Probabilistic Representation for Viscosity Solutions to Double-Obstacle Quasi-Variational Inequalities
par: Perninge, Magnus
Publié: (2024)

Radial and Non-Radial Solution Structures for Quasilinear Hamilton--Jacobi--Bellman Equations in Bounded Settings
par: Covei, Dragos-Patru
Publié: (2025)

An approximation of the squared Wasserstein distance and an application to Hamilton-Jacobi equations
par: Bertucci, Charles, et autres
Publié: (2024)

Verifiable Error Bounds for Physics-Informed Neural Network Solutions of Lyapunov and Hamilton-Jacobi-Bellman Equations
par: Liu, Jun
Publié: (2026)

Indefinite Stochastic LQ Optimal Control for Jump-Diffusion Systems with Random Coefficients
par: Ma, Xinyu, et autres
Publié: (2026)

Quantification of ergodicity for Hamilton--Jacobi equations in a dynamic random environment
par: Guo, Xiaoqin, et autres
Publié: (2026)

Optimal rate of convergence in the vanishing viscosity for quadratic Hamilton-Jacobi equations
par: Chaintron, Louis-Pierre, et autres
Publié: (2025)

A Smooth, Recurrent, Non-Periodic Viscosity Solution of the Hamilton-Jacobi Equation
par: Charfi, Skander
Publié: (2025)

A Probabilistic Interpretation of the Master Equation Arising from Mean Field Games with Jump Diffusion
par: Liu, Jiusheng, et autres
Publié: (2026)

Causal Hamilton-Jacobi-Bellman Equations for Anticipative Stochastic Optimal Control
par: Bank, Peter, et autres
Publié: (2025)

Pathwise Optimal Control and Rough Fractional Hamilton-Jacobi-Bellman Equations for Rough-Fractional Dynamics
par: Iannucci, Andrea, et autres
Publié: (2024)

Hamilton-Jacobi-Bellman equation and Viscosity solutions for an optimal control problem for stochastic convective Brinkman-Forchheimer equations
par: Gautam, Sagar, et autres
Publié: (2025)

Stochastic Passivity in Stochastic Differential Equations: A Port-Hamiltonian Perspective
par: Ackermann, Julia, et autres
Publié: (2025)

Convergence Analysis of the Upwind Difference Methods for Hamilton-Jacobi-Bellman Equations
par: Inoue, Daisuke, et autres
Publié: (2023)

Infinite Anticipation Backward Stochastic Differential Equations
par: Cheng, Guanwei, et autres
Publié: (2025)

Optimal Control of the Nonlinear Stochastic Fokker--Planck Equation
par: Hambly, Ben, et autres
Publié: (2024)

Optimal control problems with generalized mean-field dynamics and viscosity solution to Master Bellman equation
par: Buckdahn, Rainer, et autres
Publié: (2024)

Mean Field Games in Hilbert Spaces with Degenerate Diffusion: A Viscosity Solution Approach
par: Święch, Andrzej, et autres
Publié: (2026)

Deep neural network approximations for the stable manifolds of the Hamilton-Jacobi-Bellman equations
par: Chen, Guoyuan
Publié: (2020)

Peng's Maximum Principle for Stochastic Delay Differential Equations of Mean-Field Type
par: Guatteri, Giuseppina, et autres
Publié: (2025)

Necessary and Sufficient Conditions for Optimal Control of Semilinear Stochastic Partial Differential Equations
par: Stannat, Wilhelm, et autres
Publié: (2021)

On classical solutions and canonical transformations for Hamilton--Jacobi--Bellman equations
par: Bansil, Mohit, et autres
Publié: (2024)

Policy Iteration for Stationary Discounted Hamilton--Jacobi--Bellman Equations: A Viscosity Approach
par: Cho, Namkyeong, et autres
Publié: (2026)

Mean Field Type Control Problems Driven by Jump-diffusions
par: Bensoussan, Alain, et autres
Publié: (2025)

Non-Exchangeable Mean Field Markov Decision Processes with common noise : from Bellman equation to quantitative propagation of chaos
par: Mekkaoui, Samy, et autres
Publié: (2026)

A mean field Jacobi process for modeling sustainable tourism
par: Yoshioka, Hidekazu
Publié: (2024)

Kernel-Based LMI Approaches to Solving the Hamilton-Jacobi-Bellman Equation and Nonlinear Optimal Control
par: Hamzi, Boumediene, et autres
Publié: (2026)

Diffusion-Based Stochastic Operator Networks for Uncertainty Quantification in Stochastic Partial Differential Equations
par: Huynh, Phuoc-Toan, et autres
Publié: (2026)

Set-valued Hamilton-Jacobi-Bellman Equations
par: İşeri, Melih, et autres
Publié: (2023)

Policy Iteration for Exploratory Hamilton--Jacobi--Bellman Equations
par: Tran, Hung Vinh, et autres
Publié: (2024)