14 citations · 24 across the 8 of their papers we have counts for
Showing 2024Show all
2 papers · 1 filter
math.OC2024
Pathwise Optimal Control and Rough Fractional Hamilton-Jacobi-Bellman Equations for Rough-Fractional Dynamics
Andrea Iannucci, Dan Crisan, Thomas Cass
In this work, we investigate the degeneracy problem in pathwise control, extending the framework developed in \cite{allan2020pathwise} to a more general class of driving signals an…
math.PR2024★ 1 cited
Approximation of non-linear SPDEs with additive noise via weighted interacting particles systems: the stochastic McKean-Vlasov equation
Letizia Angeli, Dan Crisan, Martin Kolodziejczyk +1
This paper is devoted to the problem of approximating non-linear Stochastic Partial Differential Equations (SPDEs) via interacting particle systems. In particular, we consider the…