Control of conditional processes and Fleming-Viot dynamics

DOI10.1214/25-EJP1403MaRDI QIDQ6920600zbMATH OpenFDO

Authors Philipp Jettkant

Publication date 7 October 2025

Published in Electronic Journal of Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://projecteuclid.org/journals/electronic-journal-of-probability/volume-30/issue-none/Control-of-conditional-processes-and-FlemingViot-dynamics/10.1214/25-EJP1403.full

zbMATH Keywords

closed loop controlscontrolled diffusionsopen loop controlsstochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Optimal stochastic control (93E20)

Cites work

• \(N\)-player games and mean-field games with absorption
• \(N\)-player games and mean-field games with smooth dependence on past absorptions
• A Fleming-Viot particle representation of the Dirichlet Laplacian
• An Extension of Skorohod's Almost Sure Representation Theorem
• Conditional optimal stopping: a time-inconsistent optimization
• Configurational transition in a Fleming - Viot-type model and probabilistic interpretation of Laplacian eigenfunctions
• scientific article; zbMATH DE number 3671437 (Why is no real title available?)
• Hydrodynamic limit for a Fleming-Viot type system.
• Limit theory for controlled McKean-Vlasov dynamics
• Mean field games via controlled martingale problems: existence of Markovian equilibria
• Mimicking an Itō process by a solution of a stochastic differential equation
• Mimicking the one-dimensional marginal distributions of processes having an Ito differential
• Nonstandard stochastic control with nonlinear Feynman-Kac costs
• On the Existence of Optimal Controls
• On the uniqueness of solutions of stochastic differential equations
• Optimal control of conditioned processes with feedback controls
• Superposition and mimicking theorems for conditional McKean-Vlasov equations
• The Fleming-Viot process with McKean-Vlasov dynamics

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