1. Equilibrium Mean-Variance Dividend Rate Strategies
   2025/08/16 by Cao, Jingyi, Li, Dongchen, Young, Virginia R. +1 · 2 citations
   #91B30 #91G05 #91G50 #93E20 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC)
2. A Reinforcement Learning Framework for Some Singular Stochastic Control Problems
   2025/06/27 by Liang, Zongxia, Luo, Xiaodong, Yu, Xiang · 2 citations
   #49K45 #93B47 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
3. Ergodic control of McKean-Vlasov systems on the Wasserstein space
   2025/04/24 by Fuhrman, Marco, Rudà, Silvia · 1 citation
   #60H10 #60H30 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
4. The deep multi-FBSDE method: a robust deep learning method for coupled FBSDEs
   2025/03/17 by Andersson, Kristoffer, Andersson, Adam, Oosterlee, Cornelis W. · 2 citations
   #35K58 #60H35 #68T07 #93E20 #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Numerical Analysis (math.NA) #Optimization and Control (math.OC)
5. On the Singular Control of a Diffusion and its Running Infimum or Supremum
   2025/01/29 by Giorgio Ferrari, Ferrari, Giorgio, Néofytos Rodosthenous +1 · 1 citation
   Engineering · #49L12 #60J60 #91B70 #93E20 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Probability (math.PR) #Stability and Controllability of Differential Equations
6. Quantum advantage in decentralized control of POMDPs: A control-theoretic view of the Mermin-Peres square
   2025/01/28 by Anantharam, Venkat · 1 citation
   #81P45 #81Q93 #90C40 #93E20 #FOS: Computer and information sciences #FOS: Electrical engineering #FOS: Mathematics #FOS: Physical sciences #Information Theory (cs.IT) #Optimization and Control (math.OC) #Quantum Physics (quant-ph) #Systems and Control (eess.SY) #electronic engineering #information engineering
7. Linear-Quadratic Stackelberg Mean Field Games and Teams with Arbitrary Population Sizes
   2024/12/17 by Cong, Wenyu, Shi, Jingtao, Wang, Bingchang · 2 citations
   #49K45 #49N70 #60H10 #91A23 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
8. Mean--Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study
   2024/12/08 by Yilie Huang, Yanwei Jia, Huang, Yilie +3 · 1 citation
   Decision Sciences · #68Q25 #68T05 #91G10 #93E20 #93E35 #FOS: Computer and information sciences #FOS: Economics and business #FOS: Electrical engineering #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM) #Stock Market Forecasting Methods #Systems and Control (eess.SY) #electronic engineering #information engineering
9. A model of strategic sustainable investment
   2024/12/01 by De Angelis, Tiziano, Rodrigues, Caio César Graciani, Tankov, Peter · 1 citation
   #49N90 #65K15 #91A15 #93E20 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC)
10. Controlled Occupied Processes and Viscosity Solutions
    2024/11/18 by Soner, H. Mete, Tissot-Daguette, Valentin, Zhang, Jianfeng · 1 citation
    #35K55 #35R15 #49L12 #60J55 #93E20 #Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC)
11. Relationship between stochastic maximum principle and dynamic programming principle under convex expectation
    2024/09/17 by Li, Xiaojuan, Hu, Mingshang · 1 citation
    #35K15 #60H10 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
12. Mimicking and Conditional Control with Hard Killing
    2024/09/16 by Carmona, Rene, Lacker, Daniel · 2 citations
    #60H10 #60J60 #93E20 #FOS: Mathematics #Probability (math.PR)
13. The exponential turnpike phenomenon for mean field game systems: weakly monotone drifts and small interactions
    2024/09/13 by Alekos Cecchin, Giovanni Conforti, Cecchin, Alekos +5 · 4 citations
    Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #35B40 #49N80 #60H30 #60J60 #93E20 #Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR) #Quantum chaos and dynamical systems #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
14. Logarithmic regret in the ergodic Avellaneda-Stoikov market making model
    2024/09/03 by Cao, Jialun, Šiška, David, Szpruch, Lukasz +1 · 1 citation
    #91G80 #93C41 #93E20 #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Primary 93E35 #Secondary 93C40 #Trading and Market Microstructure (q-fin.TR)
15. Finite Dimensional Projections of HJB Equations in the Wasserstein Space
    2024/08/14 by Andrzej Święch, Lukas Wessels, Święch, Andrzej +1 · 1 citation
    Mathematics · #28A33 #35D40 #35R15 #49L12 #49L25 #49N80 #93E20 #Advanced Mathematical Physics Problems #Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
16. Convergence Rate of Particle System for Second-order PDEs On Wasserstein Space
    2024/08/12 by Bayraktar, Erhan, Ekren, Ibrahim, Zhang, Xin · 4 citations
    #49L25 #60H30 #93E20 #Analysis of PDEs (math.AP) #FOS: Mathematics
17. Non-local Hamilton-Jacobi-Bellman equations for the stochastic optimal control of path-dependent piecewise deterministic processes
    2024/08/04 by Bandini, Elena, Keller, Christian · 1 citation
    #35D99 #45K05 #49L20 #90C40 #93E20 #Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
18. Mean-field control of non exchangeable systems
    2024/07/26 by De Crescenzo, Anna, Fuhrman, Marco, Kharroubi, Idris +1 · 2 citations
    #05C80 #60H30 #60K35 #93E20 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
19. Market Making with Exogenous Competition
    2024/07/24 by Boyce, Robert, Herdegen, Martin, Sánchez-Betancourt, Leandro · 2 citations
    #49L20 #91B70 #93E20 #FOS: Economics and business #Mathematical Finance (q-fin.MF)
20. A new approach to principal-agent problems with volatility control
    2024/07/12 by Chiusolo, Alessandro, Hubert, Emma · 1 citation
    #93E20 #FOS: Economics and business #FOS: Mathematics #General Economics (econ.GN) #Optimization and Control (math.OC) #Primary: 91B43 #Probability (math.PR) #secondary: 91B41
21. Stochastic Control with Signatures
    2024/06/03 by Bank, P., Bayer, C., Hager, P. P. +2 · 4 citations
    #60L10 #60L20 #60L90 #93E20 #93E35 #FOS: Mathematics #Optimization and Control (math.OC)
22. Policy Iteration for Exploratory Hamilton--Jacobi--Bellman Equations
    2024/06/02 by Tran, Hung Vinh, Wang, Zhenhua, Zhang, Yuming Paul · 1 citation
    #35F21 #60J60 #68W40 #93E20 #Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC)
23. Linear-Quadratic Mean Field Stackelberg Stochastic Differential Game with Partial Information and Common Noise
    2024/05/06 by Si, Yu, Shi, Jingtao · 1 citation
    #49K45 #49N70 #60H10 #91A23 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
24. Optimal State Equation for the Control of a Diffusion with Two Distinct Dynamics
    2024/04/11 by Zengjing Chen, Panyu Wu, Chen, Zengjing +3 · 1 citation
    Biochemistry, Genetics and Molecular Biology · Mathematics · Physics and Astronomy · #60G17 #60J60 #93E20 #Advanced Thermodynamics and Statistical Mechanics #Diffusion and Search Dynamics #FOS: Mathematics #Optimization and Control (math.OC) #Stochastic processes and statistical mechanics
25. Generalized convergence of the deep BSDE method: a step towards fully-coupled FBSDEs and applications in stochastic control
    2024/03/27 by Negyesi, Balint, Huang, Zhipeng, Oosterlee, Cornelis W. · 1 citation
    #65C05 #65C30 #93E20 #FOS: Mathematics #Numerical Analysis (math.NA) #Optimization and Control (math.OC)
26. Importance sampling for rare event tracking within the ensemble Kalman filtering framework
    2024/03/19 by Rached, Nadhir Ben, von Schwerin, Erik, Shaimerdenova, Gaukhar +1 · 1 citation
    #35Q93 #60G35 #60H35 #65C05 #93E20 #Dynamical Systems (math.DS) #FOS: Mathematics #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Probability (math.PR)
27. An Optimal-Control Approach to Infinite-Horizon Restless Bandits: Achieving Asymptotic Optimality with Minimal Assumptions
    2024/03/18 by YAN, Chen · 1 citation
    #90C05 #90C40 #93B03 #93B45 #93E03 #93E20 #Dynamical Systems (math.DS) #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
28. A Mean-Field Game of Market Entry: Portfolio Liquidation with Trading Constraints
    2024/03/15 by Fu, Guanxing, Hager, Paul P., Horst, Ulrich · 1 citation
    #60H30 #91B70 #93E20 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC)
29. Relationship between General MP and DPP for the Stochastic Recursive Optimal Control Problem With Jumps: Viscosity Solution Framework
    2024/03/14 by Wang, Bin, Shi, Jingtao · 2 citations
    #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
30. Soft-constrained Schrodinger Bridge: a Stochastic Control Approach
    2024/03/04 by Garg, Jhanvi, Zhang, Xianyang, Zhou, Quan · 1 citation
    #60J60 #60J70 #93E20 #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC)

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