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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