Zobrazeno 1 - 10
of 107
pro vyhledávání: '"Święch, Andrzej"'
We study a Mean Field Games (MFG) system in a real, separable infinite dimensional Hilbert space. The system consists of a second order parabolic type equation, called Hamilton-Jacobi-Bellman (HJB) equation in the paper, coupled with a nonlinear Fokk
Externí odkaz:
http://arxiv.org/abs/2411.14604
Autor:
Święch, Andrzej, Wessels, Lukas
This paper continues the study of controlled interacting particle systems with common noise started in [W. Gangbo, S. Mayorga and A. {\'{S}}wi{\k{e}}ch, \textit{SIAM J. Math. Anal.} 53 (2021), no. 2, 1320--1356] and [S. Mayorga and A. {\'{S}}wi{\k{e}
Externí odkaz:
http://arxiv.org/abs/2408.07688
We study optimal control problems governed by abstract infinite dimensional stochastic differential equations using the dynamic programming approach. In the first part, we prove Lipschitz continuity, semiconcavity and semiconvexity of the value funct
Externí odkaz:
http://arxiv.org/abs/2310.03181
Autor:
de Feo, Filippo, Święch, Andrzej
In this manuscript, we study optimal control problems for stochastic delay differential equations using the dynamic programming approach in Hilbert spaces via viscosity solutions of the associated Hamilton-Jacobi-Bellman equations. We show how to use
Externí odkaz:
http://arxiv.org/abs/2309.05029
In this manuscript we consider a class optimal control problem for stochastic differential delay equations. First, we rewrite the problem in a suitable infinite-dimensional Hilbert space. Then, using the dynamic programming approach, we characterize
Externí odkaz:
http://arxiv.org/abs/2302.08809
Autor:
Pimentel, Edgard A., Święch, Andrzej
We study an equation governed by a discontinuous fully nonlinear operator. Such discontinuities are solution-dependent, which introduces a free boundary. Working under natural assumptions, we prove the existence of $L^p$-viscosity and strong solution
Externí odkaz:
http://arxiv.org/abs/2103.08974
We study a free transmission problem driven by degenerate fully nonlinear operators. Our first result concerns the existence of solutions to the associated Dirichlet problem. By framing the equation in the context of viscosity inequalities, we produc
Externí odkaz:
http://arxiv.org/abs/2008.06917
We consider an initial value problem for a Hamilton--Jacobi equation with a quadratic and degenerate Hamiltonian. Our Hamiltonian comes from the dynamics of $N$-peakon in the Camassa--Holm equation. It is given by a quadratic form with a singular pos
Externí odkaz:
http://arxiv.org/abs/2003.07841
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