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20142021
most citedFinite-Size Scaling of a First-Order Dynamical Phase Transition: Adaptive Population Dynamics and an Effective Model

84 citations

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math.OC2021★ 16 cited

Neural networks-based algorithms for stochastic control and PDEs in finance

Maximilien Germain, Huyên Pham, Xavier Warin

This paper presents machine learning techniques and deep reinforcement learningbased algorithms for the efficient resolution of nonlinear partial differential equations and dynamic…

math.OC2020

A generalization of multiplier rules for infinite-dimensional optimization problems

Hasan Yilmaz

We provide a generalization of first-order necessary conditions of optimality for infinite-dimensional optimization problems with a finite number of inequality constraints and with…

math.OC2019

Integral operator Riccati equations arising in stochastic Volterra control problems

Eduardo Abi Jaber, Enzo Miller, Huyen Pham

We establish existence and uniqueness for infinite dimensional Riccati equations taking values in the Banach space L 1 ( ) for certain signed matrix measures wh…