output
19942026
most citedAbandon Statistical Significance

834 citations

1,445 papers

math.OC2026

Optimal Control with Expectation Constraint in a Smooth Boundary Case

Bruno Bouchard, Lucas Gnecco Heredia, Ludovic Moreau +1

As in Bouchard et al. (2010) and Bouchard and Nutz (2014), we study a utility maximization problem with expectation constraint. We first consider a uniformly elliptic case in which…

math.AP2026

Analysis on spaces of measures

Charles Bertucci

This work presents analytical tools for studying functions defined on spaces of measures, together with two applications: mean field game master equations and first order Hamilton-…

math.AP2026

Non-linear Stegall's lemma and general Hamilton-Jacobi-Bellman equations on Wasserstein spaces

Charles Bertucci, Pierre-Louis Lions

We present a comparison principle for unbounded viscosity solutions to Hamilton-Jacobi equations on Wasserstein spaces of probability measures over . In addition to the use o…

math.AP2026

Uniqueness and non-uniquess for the mean field control of fisheries

Greta Lamonaca, Idriss Mazari, Grégoire Nadin

We study a Mean Field Control system arising in the management of fisheries with a special emphasis on non-uniqueness issues. Namely, we focus on a situation where a group of playe…

stat.CO2026

Optimal Sampling for Kernel Quadrature on Unbounded Domains

Edoardo Bandoni, Christian Robert, Julien Stoehr

Kernel quadrature is widely used to approximate integrals of smooth functions, with worst-case error typically decaying at the minimax rate for smoothness in dimensi…

math.PR2026

Regularization of a mean-field SDE by an additive common noise: The conditional expectation case

Pierre Cardaliaguet, Benjamin Jourdain

We investigate a McKean-Vlasov stochastic differential equation with an additive common noise and in which the interaction is through the conditional expectation. We show that, in…