:: Library Catalog

Copertina

Salvato in:

Dettagli Bibliografici
Autori principali:	Liang, Dunxiang, Meng, Qingxin
Natura:	Preprint
Pubblicazione:	2026
Soggetti:	Optimization and Control Probability
Accesso online:	https://arxiv.org/abs/2605.20593
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Viscosity Solutions of Hamilton--Jacobi--Bellman Equations for Control Systems Driven by Teugels Martingales
di: Lin, Yongpeng, et al.
Pubblicazione: (2026)

Viscosity Solutions of a class of Second Order Hamilton-Jacobi-Bellman Equations in the Wasserstein Space
di: Cheung, Hang, et al.
Pubblicazione: (2023)

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

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

Error estimates for finite-dimensional approximations of Hamilton-Jacobi-Bellman equations on the Wasserstein space
di: Daudin, Samuel, et al.
Pubblicazione: (2025)

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

Yet Another Distributional Bellman Equation
di: Bäuerle, Nicole, et al.
Pubblicazione: (2025)

Hamilton-Jacobi-Bellman Equations in the Wasserstein Space for the Optimal Control of the Kushner-Stratonovich Equation
di: Wan, Hexiang, et al.
Pubblicazione: (2025)

On Viscosity Solutions of Hamilton-Jacobi Equations in the Wasserstein space and the Vanishing Viscosity Limit
di: Silberstein, Giacomo Ceccherini, et al.
Pubblicazione: (2025)

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

An approximation of the squared Wasserstein distance and an application to Hamilton-Jacobi equations
di: Bertucci, Charles, et al.
Pubblicazione: (2024)

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

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

Quantification of ergodicity for Hamilton--Jacobi equations in a dynamic random environment
di: Guo, Xiaoqin, et al.
Pubblicazione: (2026)

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

Optimal rate of convergence in the vanishing viscosity for quadratic Hamilton-Jacobi equations
di: Chaintron, Louis-Pierre, et al.
Pubblicazione: (2025)

Indefinite Stochastic LQ Optimal Control for Jump-Diffusion Systems with Random Coefficients
di: Ma, Xinyu, et al.
Pubblicazione: (2026)

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

Causal Hamilton-Jacobi-Bellman Equations for Anticipative Stochastic Optimal Control
di: Bank, Peter, et al.
Pubblicazione: (2025)

A Probabilistic Interpretation of the Master Equation Arising from Mean Field Games with Jump Diffusion
di: Liu, Jiusheng, et al.
Pubblicazione: (2026)

Hamilton-Jacobi-Bellman equation and Viscosity solutions for an optimal control problem for stochastic convective Brinkman-Forchheimer equations
di: Gautam, Sagar, et al.
Pubblicazione: (2025)

Convergence Analysis of the Upwind Difference Methods for Hamilton-Jacobi-Bellman Equations
di: Inoue, Daisuke, et al.
Pubblicazione: (2023)

Pathwise Optimal Control and Rough Fractional Hamilton-Jacobi-Bellman Equations for Rough-Fractional Dynamics
di: Iannucci, Andrea, et al.
Pubblicazione: (2024)

Stochastic Passivity in Stochastic Differential Equations: A Port-Hamiltonian Perspective
di: Ackermann, Julia, et al.
Pubblicazione: (2025)

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

Policy Iteration for Stationary Discounted Hamilton--Jacobi--Bellman Equations: A Viscosity Approach
di: Cho, Namkyeong, et al.
Pubblicazione: (2026)

Mean Field Games in Hilbert Spaces with Degenerate Diffusion: A Viscosity Solution Approach
di: Święch, Andrzej, et al.
Pubblicazione: (2026)

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

Optimal control problems with generalized mean-field dynamics and viscosity solution to Master Bellman equation
di: Buckdahn, Rainer, et al.
Pubblicazione: (2024)

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

On classical solutions and canonical transformations for Hamilton--Jacobi--Bellman equations
di: Bansil, Mohit, et al.
Pubblicazione: (2024)

Peng's Maximum Principle for Stochastic Delay Differential Equations of Mean-Field Type
di: Guatteri, Giuseppina, et al.
Pubblicazione: (2025)

Necessary and Sufficient Conditions for Optimal Control of Semilinear Stochastic Partial Differential Equations
di: Stannat, Wilhelm, et al.
Pubblicazione: (2021)

Hamilton--Jacobi--Bellman equation for optimal control of stochastic Wasserstein--Hamiltonian system on graphs
di: Cui, Jianbo, et al.
Pubblicazione: (2025)

Mean Field Type Control Problems Driven by Jump-diffusions
di: Bensoussan, Alain, et al.
Pubblicazione: (2025)

Non-Exchangeable Mean Field Markov Decision Processes with common noise : from Bellman equation to quantitative propagation of chaos
di: Mekkaoui, Samy, et al.
Pubblicazione: (2026)

Set-valued Hamilton-Jacobi-Bellman Equations
di: İşeri, Melih, et al.
Pubblicazione: (2023)

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

Policy Iteration for Exploratory Hamilton--Jacobi--Bellman Equations
di: Tran, Hung Vinh, et al.
Pubblicazione: (2024)

Kernel-Based LMI Approaches to Solving the Hamilton-Jacobi-Bellman Equation and Nonlinear Optimal Control
di: Hamzi, Boumediene, et al.
Pubblicazione: (2026)