David Jekel

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math.AP2025

Large $n$ -limit of matrix control problems and non-commutative controls

Wilfrid Gangbo, David Jekel, Kyeongsik Nam +1

Building on the free-probability stochastic control framework introduced in arXiv:2502.17329, we connect optimal control problems for $n \times n$ random matrix ensembles with thei…

math.AP2025

Viscosity Solutions in Non-commutative Variables

Wilfrid Gangbo, David Jekel, Kyeongsik Nam +1

Motivated by parallels between mean field games and random matrix theory, we develop stochastic optimal control problems and viscosity solutions to Hamilton-Jacobi equations in the…

Large n-limit of matrix control problems and non-commutative controls

Viscosity Solutions in Non-commutative Variables

Large $n$ -limit of matrix control problems and non-commutative controls