
Samuel Daudin
8
Documents
Affiliation actuelle
- Laboratoire Jean Alexandre Dieudonné (LJAD)
Identifiants chercheurs
Publications
Publications
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Mean-field limit for stochastic control problems under state constraint2024
Pré-publication, Document de travail
hal-04395064
v1
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On the Optimal Rate for the Convergence Problem in Mean Field Control2024
Pré-publication, Document de travail
hal-04395179
v1
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Well-posedness of Hamilton-Jacobi equations in the Wasserstein space: non-convex Hamiltonians and common noise2024
Pré-publication, Document de travail
hal-04395084
v1
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A comparison principle for semilinear Hamilton-Jacobi-Bellman equations in the Wasserstein space2024
Pré-publication, Document de travail
hal-04395077
v1
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AN ALGEBRAIC CONVERGENCE RATE FOR THE OPTIMAL CONTROL OF MCKEAN-VLASOV DYNAMICSSIAM Journal on Control and Optimization, 2023, 61 (6), pp.3341-3369. ⟨10.1137/22M1486789⟩
Article dans une revue
hal-03618944
v2
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Optimal control of the Fokker-Planck equation under state constraints in the Wasserstein spaceJournal de Mathématiques Pures et Appliquées, 2023, 175, pp.37-75. ⟨10.1016/j.matpur.2023.05.002⟩
Article dans une revue
hal-04395048
v1
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Optimal Control of Diffusion Processes with Terminal Constraint in LawJournal of Optimization Theory and Applications, 2022, 195 (1), pp.1-41. ⟨10.1007/s10957-022-02053-8⟩
Article dans une revue
hal-04395024
v1
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Stochastic Control With Constraints in LawOptimization and Control [math.OC]. PSL Université Paris Dauphine, 2023. English. ⟨NNT : ⟩
Thèse
tel-04395114
v1
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