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Results 1 - 20 of 2,424  for All Library Resources

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Refined by: subject: Mathematics - Probability remove
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1
Backward Map for Filter Stability Analysis
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Backward Map for Filter Stability Analysis

http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2405.01127

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2
Path integral control under McKean-Vlasov dynamics
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Path integral control under McKean-Vlasov dynamics

http://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2404.17006

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3
It\=o and It\=o-Wentzell chain rule for flows of conditional laws of continuous semimartingales: an easy approach
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It\=o and It\=o-Wentzell chain rule for flows of conditional laws of continuous semimartingales: an easy approach

http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2404.11010

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4
A Dynamic Principal Agent Problem with One-sided Commitment
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A Dynamic Principal Agent Problem with One-sided Commitment

arXiv.org, 2024-04

2024. 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.2208.06473

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5
Finite State Mean Field Games with Common Shocks
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Finite State Mean Field Games with Common Shocks

arXiv.org, 2024-04

2024. 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.2404.08316

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6
Zero-one Laws for a Control Problem with Random Action Sets
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Zero-one Laws for a Control Problem with Random Action Sets

arXiv.org, 2024-04

2024. 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.2404.07012

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7
An $\alpha$-potential game framework for $N$-player games
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An $\alpha$-potential game framework for $N$-player games

http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2403.16962

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8
Binomial-tree approximation for time-inconsistent stopping
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Binomial-tree approximation for time-inconsistent stopping

arXiv.org, 2024-02

2024. 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.2402.01482

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9
New global Carleman estimates and null controllability for forward/backward semi-linear parabolic SPDEs
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New global Carleman estimates and null controllability for forward/backward semi-linear parabolic SPDEs

arXiv.org, 2024-01

2024. 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.2401.13455

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10
Intrinsic regularization by noise for $1d$ mean field games
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Intrinsic regularization by noise for $1d$ mean field games

http://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2401.13844

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11
Optimal control, viscosity approximation and Arrhenius Law for the shallow lake problem
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Optimal control, viscosity approximation and Arrhenius Law for the shallow lake problem

http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2401.07642

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12
Singular limit of BSDEs and optimal control of two scale systems with jumps in infinite dimensional spaces
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Singular limit of BSDEs and optimal control of two scale systems with jumps in infinite dimensional spaces

http://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2401.07952

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13
Entropy-Regularized Mean-Variance Portfolio Optimization with Jumps
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Entropy-Regularized Mean-Variance Portfolio Optimization with Jumps

arXiv.org, 2023-12

2023. 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.2312.13409

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14
Necessary Condition for Self-organization in the BML Model with Stochastic Direction Choice
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Necessary Condition for Self-organization in the BML Model with Stochastic Direction Choice

http://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2311.17120

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15
On the time consistent solution to optimal stopping problems with expectation constraint
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On the time consistent solution to optimal stopping problems with expectation constraint

arXiv.org, 2023-11

2023. 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.2311.05378

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16
Maximum principle for recursive optimal control problem of stochastic delay evolution equations
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Maximum principle for recursive optimal control problem of stochastic delay evolution equations

http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2310.11376

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17
Second-order bounds for the M/M/$s$ queue with random arrival rate
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Second-order bounds for the M/M/$s$ queue with random arrival rate

http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2310.09995

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18
A Positive Semidefinite Safe Approximation of Multivariate Distributionally Robust Constraints Determined by Simple Functions
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A Positive Semidefinite Safe Approximation of Multivariate Distributionally Robust Constraints Determined by Simple Functions

http://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2310.05612

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19
A note on the optimal dividends problem with transaction costs in a spectrally negative L\'evy model with Parisian ruin
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A note on the optimal dividends problem with transaction costs in a spectrally negative L\'evy model with Parisian ruin

http://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2309.17152

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20
Coordinated Multi-Agent Patrolling with History-Dependent Cost Rates -- Asymptotically Optimal Policies for Large-Scale Systems
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Article
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Coordinated Multi-Agent Patrolling with History-Dependent Cost Rates -- Asymptotically Optimal Policies for Large-Scale Systems

http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2309.13388

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Results 1 - 20 of 2,424  for All Library Resources

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