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Linear--Quadratic control for a class of stochastic Volterra equations: solvability and approximation

Authors: Abi Jaber, Eduardo, Miller, Enzo, Pham, Huyên

Contributors: Université Paris 1 Panthéon-Sorbonne (UP1), Centre d'économie de la Sorbonne (CES), Université Paris 1 Panthéon-Sorbonne (UP1)-Centre National de la Recherche Scientifique (CNRS), Laboratoire de Probabilités, Statistique et Modélisation (LPSM (UMR_8001)), Université Paris Diderot - Paris 7 (UPD7)-Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS), École Nationale de la Statistique et de l'Administration Économique (ENSAE Paris)

Superior Title: https://hal.science/hal-02346252 ; 2020.

Subject Terms: Riccati equations in Banach space, MSC 2010 subject classifications: Primary 93E20, linear-quadratic control, Stochastic Volterra equations, secondary 49N10, 60G22, 60H20 Stochastic Volterra equations, 93E20, 49N10, 60H20, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]

Relation: info:eu-repo/semantics/altIdentifier/arxiv/1911.01900; hal-02346252; https://hal.science/hal-02346252; https://hal.science/hal-02346252v3/document; https://hal.science/hal-02346252v3/file/LQcontrolSVEV2arxiv.pdf; ARXIV: 1911.01900

Availability: https://hal.science/hal-02346252
https://hal.science/hal-02346252v3/document
https://hal.science/hal-02346252v3/file/LQcontrolSVEV2arxiv.pdf


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4
Academic Journal
Linear-quadratic control for a class of stochastic Volterra equations: Solvability and approximation

Authors: Abi Jaber, Eduardo, Miller, Enzo, Pham, Huyên

Contributors: Centre d'économie de la Sorbonne (CES), Université Paris 1 Panthéon-Sorbonne (UP1)-Centre National de la Recherche Scientifique (CNRS), Laboratoire de Probabilités, Statistique et Modélisation (LPSM (UMR_8001)), Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS)-Université Paris Cité (UPCité), Université Paris Diderot - Paris 7 (UPD7), Université Paris Diderot - Paris 7 (UPD7)-Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS), École Nationale de la Statistique et de l'Administration Économique (ENSAE Paris), The work of Huyên Pham is supported by FiME (Finance for Energy Market Research Centre) and the “Finance et Développement Durable—Approches Quantitatives” EDF—CACIB Chair.

Superior Title: ISSN: 1050-5164.

Subject Terms: linear-quadratic control, Riccati equations in Banach space, Stochastic Volterra equations, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]

Relation: hal-03947596; https://hal.science/hal-03947596

Availability: https://doi.org/10.1214/20-AAP1645
https://hal.science/hal-03947596

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6
Academic Journal
On the stochastic Strichartz estimates and the stochastic nonlinear Schrödinger equation on a compact riemannian manifold

Authors: Brzezniak, Zdzislaw, Millet, Annie

Contributors: University of York York, UK, Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne) (SAMM), Université Paris 1 Panthéon-Sorbonne (UP1), Laboratoire de Probabilités et Modèles Aléatoires (LPMA), Université Pierre et Marie Curie - Paris 6 (UPMC)-Université Paris Diderot - Paris 7 (UPD7)-Centre National de la Recherche Scientifique (CNRS)

Superior Title: ISSN: 0926-2601.

Subject Terms: Non linear Schrödinger equation, stochastic Strichartz inequality, multiplicative noise, Radonifying Banach spaces, local solution, global solution, focusing, defocusing, 60H15, 35Q55, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]

Relation: info:eu-repo/semantics/altIdentifier/arxiv/1209.3578; hal-00732683; https://hal.science/hal-00732683; https://hal.science/hal-00732683/document; https://hal.science/hal-00732683/file/StochasticNLS_ZBAM.pdf; ARXIV: 1209.3578

Availability: https://doi.org/10.1007/s11118-013-9369-2
https://hal.science/hal-00732683
https://hal.science/hal-00732683/document
https://hal.science/hal-00732683/file/StochasticNLS_ZBAM.pdf


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7
Academic Journal
Supporting weakly Pareto optimal allocations in infinite dimensional nonconvex economies

Authors: Florenzano, Monique, Gourdel, Pascal, Jofré, Alejandro

Contributors: Centre d'économie de la Sorbonne (CES), Université Paris 1 Panthéon-Sorbonne (UP1)-Centre National de la Recherche Scientifique (CNRS), Centre de modélisation mathématique / Centro de Modelamiento Matemático Santiago (CMM), Universidad de Chile = University of Chile Santiago (UCHILE)-Centre National de la Recherche Scientifique (CNRS)

Superior Title: ISSN: 0938-2259.

Subject Terms: Second welfare theorem, nonconvex economies, Banach spaces, subdifferential, Banach lattices, Properness assumptions, [SHS.ECO]Humanities and Social Sciences/Economics and Finance, [MATH.MATH-FA]Mathematics [math]/Functional Analysis [math.FA]

Subject Geographic: Berlin - Heidelberg, Germany

Relation: halshs-00086819; https://shs.hal.science/halshs-00086819; https://shs.hal.science/halshs-00086819/document; https://shs.hal.science/halshs-00086819/file/MPAnew.pdf

Availability: https://doi.org/10.1007/s00199-005-0033-y
https://shs.hal.science/halshs-00086819
https://shs.hal.science/halshs-00086819/document
https://shs.hal.science/halshs-00086819/file/MPAnew.pdf

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8
Academic Journal
A convex-valued selection theorem with a non separable Banach space

Authors: Gourdel, Pascal, Mâagli, Nadia

Contributors: Centre d'économie de la Sorbonne (CES), Université Paris 1 Panthéon-Sorbonne (UP1)-Centre National de la Recherche Scientifique (CNRS), Paris School of Economics (PSE), Université Paris 1 Panthéon-Sorbonne (UP1)-École normale supérieure - Paris (ENS-PSL), Université Paris Sciences et Lettres (PSL)-Université Paris Sciences et Lettres (PSL)-École des hautes études en sciences sociales (EHESS)-École des Ponts ParisTech (ENPC)-Centre National de la Recherche Scientifique (CNRS)-Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement (INRAE)

Superior Title: ISSN: 2191-950X ; Advances in Nonlinear Analysis ; https://hal.science/hal-01477138 ; Advances in Nonlinear Analysis, 2017, 6 (3), ⟨10.1515/anona-2016-0053⟩.

Subject Terms: closed valued correspondence, lower semicontinuous correspondence, continuous selections, barycentric coordinates, separable Banach spaces, finite dimensional convex values, MSC : 54C60, 54C65, 54D65, [SHS.ECO]Humanities and Social Sciences/Economics and Finance, [MATH]Mathematics [math]

Relation: hal-01477138; https://hal.science/hal-01477138

Availability: https://doi.org/10.1515/anona-2016-0053
https://hal.science/hal-01477138

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9
Academic Journal
Discrete time Pontryagin principles in Banach spaces.

Authors: Bachir, Mohammed, Blot, Joël

Contributors: Equations d'evolution, Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne) (SAMM), Université Paris 1 Panthéon-Sorbonne (UP1)-Université Paris 1 Panthéon-Sorbonne (UP1)

Superior Title: ISSN: 2189-3756.

Subject Terms: Pontryagin principle, discrete time, infinite horizon, difference equation, Banach spaces, [MATH.MATH-FA]Mathematics [math]/Functional Analysis [math.FA]

Relation: hal-01576779; https://paris1.hal.science/hal-01576779

Availability: https://paris1.hal.science/hal-01576779


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10
Academic Journal
Infinite dimensional infinite-horizon Pontryagin principles for discrete-time problems

Authors: Bachir, Mohammed, Blot, Joël

Contributors: Equations d'evolution, Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne) (SAMM), Université Paris 1 Panthéon-Sorbonne (UP1)-Université Paris 1 Panthéon-Sorbonne (UP1)

Superior Title: ISSN: 1877-0533.

Subject Terms: Banach spaces, difference equation, difference inequation, Pontryagin principle, infinite horizon, [MATH.MATH-FA]Mathematics [math]/Functional Analysis [math.FA], [MATH]Mathematics [math]

Relation: hal-01080301; https://hal.science/hal-01080301

Availability: https://hal.science/hal-01080301


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11
Academic Journal
The inf-convolution as a law of monoid. An analogue to the Banach-Stone theorem.

Authors: Bachir, Mohammed

Contributors: Equations d'évolution, Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne) (SAMM), Université Paris 1 Panthéon-Sorbonne (UP1)-Université Paris 1 Panthéon-Sorbonne (UP1)

Superior Title: ISSN: 0022-247X.

Subject Terms: monoids and groups, factorization theorem, isomorphisms and isometries on Banach spaces, inf-convolution, 46-99 Functional analysis 26-99 Real functions, [MATH.MATH-FA]Mathematics [math]/Functional Analysis [math.FA]

Relation: hal-01071027; https://paris1.hal.science/hal-01071027

Availability: https://paris1.hal.science/hal-01071027


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12
Academic Journal
On Stepanov almost-periodic ocillations and their discretizations

Authors: Andres, Jan, Pennequin, Denis

Contributors: Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne) (SAMM), Université Paris 1 Panthéon-Sorbonne (UP1)

Superior Title: ISSN: 1023-6198 ; Journal of Difference Equations and Applications ; https://hal.science/hal-00707827 ; Journal of Difference Equations and Applications, 2012, 18 (10), pp.1665-1682. ⟨10.1080/10236198.2011.587813⟩.

Subject Terms: Stepanov almost-periodic oscillations, almost-periodic sequences, non-uniformly continuous solutions, differential equations and inclusions in Banach spaces, 34C15, 34C27, 34G20, 34K14, 42A75, [MATH.MATH-CA]Mathematics [math]/Classical Analysis and ODEs [math.CA], [MATH.MATH-DS]Mathematics [math]/Dynamical Systems [math.DS]

Relation: hal-00707827; https://hal.science/hal-00707827

Availability: https://doi.org/10.1080/10236198.2011.587813
https://hal.science/hal-00707827

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