2 papers
math.PR2025
Stochastic Optimal Control of Interacting Particle Systems in Hilbert Spaces and Applications
Filippo de Feo, Fausto Gozzi, Andrzej ÅwiÄch +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.OC2025
Lifting and partial smoothing for stationary HJB equations and related control problems in infinite dimensions
Gabriele Bolli, Fausto Gozzi
We study a family of stationary Hamilton-Jacobi-Bellman (HJB) equations in Hilbert spaces arising from stochastic optimal control problems. The main difficulties to treat such prob…