Nonlinear Stochastic Optimal Control and Optimal Stopping using the Fokker-Planck Transformation

MaRDI QIDQ7243639arXivFDO

Authors Akan Selim, Siddhartha Ganguly, Ali Pakniyat, Panagiotis Tsiotras

Publication date 2026

Published in arXiv

arXiv classification

math.OC

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