Adjoint-based optimal control of jump-diffusion processes

MaRDI QIDQ7176518arXivFDO

Authors Jan Bartsch, Alfio Borzì, G. Ciaramella, Jan Reichle

Publication date 2025

Published in arXiv

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stabilization of systems by feedback (93D15) Stochastic systems in control theory (general) (93E03)

arXiv classification

math.OC

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