Pontryagin Maximum Principle for rough stochastic systems and pathwise stochastic control

Fuente: arXiv

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Bibliographic Details
Main Authors:	Horst, Ulrich, Zhang, Huilin
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control Probability 60L20, 60H10, 93E20
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2503.22959