5 papers
Mean-field limits for stochastic particle systems on dense graphs
Angeliki Koutsimpela, Elena Magnanini
We study stochastic interacting particle systems whose interaction structure is described by dense weighted directed graphs converging to a graphon. In the thermodynamic limit, we…
Mean-field limits in interacting particle systems with symmetric superlinear rates
Angeliki Koutsimpela
We derive the exchange-driven growth (EDG) equations as the mean-field limit of interacting particle systems on the complete graph. Extending previous work, we consider symmetric e…
Tagged particles and size-biased dynamics in mean-field interacting particle systems
Angeliki Koutsimpela, Stefan Grosskinsky
We establish a connection between tagged particles and size-biased empirical processes in interacting particle systems, in analogy to classical results on the propagation of chaos.…
Optimal control, viscosity approximation and Arrhenius Law for the shallow lake problem
Angeliki Koutsimpela, Michail Loulakis
We prove existence of optimal control for the deterministic and stochastic shallow lake problem without any restrictions on the parameter space and we establish a generalization of…
On the optimally controlled stochastic shallow lake
Angeliki Koutsimpela, Michail Loulakis
We consider the stochastic control problem of the shallow lake and continue the work of G. T. Kossioris, Loulakis, and Souganidis (2019) in three directions. First, we generalise t…