Nonlocal Stochastic Optimal Control for Diffusion Processes: Existence, Maximum Principle and Financial Applications

Fuente: arXiv

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Bibliographic Details
Main Authors:	Anita, Stefana-Lucia, Di Persio, Luca
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control 49J20, 49K45, 60H10, 60J60, 91G80, 93E20
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2503.05912