57 citations · 255 across the 16 of their papers we have counts for
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math.PR2017★ 1 cited
The Deterministic and Stochastic Shallow Lake Problem
George T. Kossioris, Michail Loulakis, Panagiotis E. Souganidis
We study the welfare function of the deterministic and stochastic shallow lake problem. We show that the welfare function is the viscosity solution of the associated Bellman equati…
math.PR2017★ 19 cited
Metastable Markov chains: from the convergence of the trace to the convergence of the finite-dimensional distributions
Claudio Landim, Michail Loulakis, Mustapha Mourragui
We consider continuous-time Markov chains which display a family of wells at the same depth. We provide sufficient conditions which entail the convergence of the finite-dimensional…