2 papers
math.OC2024
On approximations of stochastic optimal control problems with an application to climate equations
Franco Flandoli, Giuseppina Guatteri, Umberto Pappalettera +1
The paper is devoted to the optimal control of a system with two time-scales, in a regime when the limit equation is not of averaging type but, in the spirit of Wong-Zakai principl…
math.AP2024
Space Regularity of Evolution Equations Driven by Rough Paths
Davide Addona, Luca Lorenzi, Gianmario Tessitore
In this paper, we consider the linear evolution equation , where is a closed operator, associated to a semigroup, with good smoothing effects in a Ban…