Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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1 |
Material Type: Article
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Backward Map for Filter Stability Analysishttp://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2405.01127Digital Resources/Online E-Resources |
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2 |
Material Type: Article
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Path integral control under McKean-Vlasov dynamicshttp://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2404.17006Digital Resources/Online E-Resources |
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3 |
Material Type: Article
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It\=o and It\=o-Wentzell chain rule for flows of conditional laws of continuous semimartingales: an easy approachhttp://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2404.11010Digital Resources/Online E-Resources |
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4 |
Material Type: Article
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A Dynamic Principal Agent Problem with One-sided CommitmentarXiv.org, 2024-042024. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2208.06473Full text available |
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5 |
Material Type: Article
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Finite State Mean Field Games with Common ShocksarXiv.org, 2024-042024. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2404.08316Full text available |
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6 |
Material Type: Article
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Zero-one Laws for a Control Problem with Random Action SetsarXiv.org, 2024-042024. This work is published under http://creativecommons.org/licenses/by-nc-nd/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by-nc-nd/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2404.07012Full text available |
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7 |
Material Type: Article
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An $\alpha$-potential game framework for $N$-player gameshttp://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2403.16962Digital Resources/Online E-Resources |
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8 |
Material Type: Article
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Binomial-tree approximation for time-inconsistent stoppingarXiv.org, 2024-022024. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2402.01482Full text available |
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9 |
Material Type: Article
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New global Carleman estimates and null controllability for forward/backward semi-linear parabolic SPDEsarXiv.org, 2024-012024. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2401.13455Full text available |
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10 |
Material Type: Article
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Intrinsic regularization by noise for $1d$ mean field gameshttp://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2401.13844Digital Resources/Online E-Resources |
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11 |
Material Type: Article
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Optimal control, viscosity approximation and Arrhenius Law for the shallow lake problemhttp://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2401.07642Digital Resources/Online E-Resources |
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12 |
Material Type: Article
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Singular limit of BSDEs and optimal control of two scale systems with jumps in infinite dimensional spaceshttp://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2401.07952Digital Resources/Online E-Resources |
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13 |
Material Type: Article
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Entropy-Regularized Mean-Variance Portfolio Optimization with JumpsarXiv.org, 2023-122023. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2312.13409Full text available |
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14 |
Material Type: Article
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Necessary Condition for Self-organization in the BML Model with Stochastic Direction Choicehttp://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2311.17120Digital Resources/Online E-Resources |
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15 |
Material Type: Article
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On the time consistent solution to optimal stopping problems with expectation constraintarXiv.org, 2023-112023. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2311.05378Full text available |
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16 |
Material Type: Article
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Maximum principle for recursive optimal control problem of stochastic delay evolution equationshttp://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2310.11376Digital Resources/Online E-Resources |
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17 |
Material Type: Article
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Second-order bounds for the M/M/$s$ queue with random arrival ratehttp://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2310.09995Digital Resources/Online E-Resources |
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18 |
Material Type: Article
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A Positive Semidefinite Safe Approximation of Multivariate Distributionally Robust Constraints Determined by Simple Functionshttp://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2310.05612Digital Resources/Online E-Resources |
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19 |
Material Type: Article
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A note on the optimal dividends problem with transaction costs in a spectrally negative L\'evy model with Parisian ruinhttp://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2309.17152Digital Resources/Online E-Resources |
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20 |
Material Type: Article
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Coordinated Multi-Agent Patrolling with History-Dependent Cost Rates -- Asymptotically Optimal Policies for Large-Scale Systemshttp://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2309.13388Digital Resources/Online E-Resources |