5 citations · 6 across the 5 of their papers we have counts for
5 papers · 1 filter
The lifted functional approach to mean field games with common noise
Mark Cerenzia, Aaron Zeff Palmer
We introduce a new path-by-path approach to mean field games with common noise that recovers duality at the pathwise level. We verify this perspective by explicitly solving some di…
The role of information in high dimensional stochastic optimal control
Aaron Zeff Palmer
The stochastic optimal control of many agents is an important problem in various fields. We investigate the problem of partial observations, where the state of each agent is not fu…
Optimal control of COVID-19 infection rate considering social costs
Aaron Z. Palmer, Zelda B. Zabinsky, Shan Liu
The COVID-19 pandemic has posed a policy making crisis where efforts to slow down or end the pandemic conflict with economic priorities. This paper provides mathematical analysis o…
Stochastic optimal transport with free end time
Samer Dweik, Nassif Ghoussoub, Young-Heon Kim +1
We consider a stochastic transportation problem between two prescribed probability distributions (a source and a target) over processes with general drift dependence and with free…
Optimal Transport with Controlled Dynamics and Free End Times
Nassif Ghoussoub, Young-Heon Kim, Aaron Zeff Palmer
We consider optimal transport problems where the cost is optimized over controlled dynamics and the end time is free. Unlike the classical setting, the search for optimal transport…