Stochastic Optimal Control for Jump Diffusion Models with Singular Drifts

MaRDI QIDQ7247886arXivFDO

Authors Antoine-Marie Bogso, Edward Fuituh Kameh, Olivier Menoukeu-Pamen, F. C. Shu

Publication date 2026

Published in arXiv

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Local time and additive functionals (60J55)

arXiv classification

math.OC

This page was built for publication: Stochastic Optimal Control for Jump Diffusion Models with Singular Drifts

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7247886)