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Cited article:

Multiscale Stochastic Control With Domain Restriction in the Slow Variable

Anderson O. Calixto, Bernardo Freitas Paulo da Costa and Glauco Valle
Journal of Optimization Theory and Applications 209 (2) (2026)
https://doi.org/10.1007/s10957-026-03001-6

Singular limit of BSDES and optimal control of two scale systems with jumps in infinite dimensional spaces

Elena Bandini, Giuseppina Guatteri and Gianmario Tessitore
ESAIM: Control, Optimisation and Calculus of Variations 31 42 (2025)
https://doi.org/10.1051/cocv/2025030

A multiscale consensus-based algorithm for multilevel optimization

Michael Herty, Yuyang Huang, Dante Kalise and Hicham Kouhkouh
Mathematical Models and Methods in Applied Sciences 35 (10) 2207 (2025)
https://doi.org/10.1142/S021820252550037X

A Viscous Ergodic Problem with Unbounded and Measurable Ingredients, Part 1: HJB Equation

Hicham Kouhkouh
SIAM Journal on Control and Optimization 62 (1) 415 (2024)
https://doi.org/10.1137/22M1478069

Deep Relaxation of Controlled Stochastic Gradient Descent via Singular Perturbations

Martino Bardi and Hicham Kouhkouh
SIAM Journal on Control and Optimization 62 (4) 2229 (2024)
https://doi.org/10.1137/23M1544878