A relaxed control problem with \(\mathbb{L}^\infty\) cost and jump dynamics motivated by cyber risks insurance (Q6843262)
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scientific article; zbMATH DE number 8173345
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| English | A relaxed control problem with \(\mathbb{L}^\infty\) cost and jump dynamics motivated by cyber risks insurance |
scientific article; zbMATH DE number 8173345 |
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A relaxed control problem with \(\mathbb{L}^\infty\) cost and jump dynamics motivated by cyber risks insurance (English)
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17 March 2026
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running maximum
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occupation measures
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stochastic control
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Hamilton-Jacobi integro-differential inequality
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cyber risks
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insurance
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