most citedWeak Dirichlet processes with a stochastic control perspective

2 citations · 2 across the 3 of their papers we have counts for

collaborators
Showing math.PRShow all

2 papers · 1 filter

math.PR2025

Stochastic Optimal Control of Interacting Particle Systems in Hilbert Spaces and Applications

Filippo de Feo, Fausto Gozzi, Andrzej Święch +1

Optimal control of interacting particles governed by stochastic evolution equations in Hilbert spaces is an open area of research. Such systems naturally arise in formulations wher…

math.PR2006★ 2 cited

Weak Dirichlet processes with a stochastic control perspective

Fausto Gozzi, Francesco Russo

The motivation of this paper is to prove verification theorems for stochastic optimal control of finite dimensional diffusion processes without control in the diffusion term, in th…