Adjoint-based optimal control of jump-diffusion processes

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bartsch, Jan, Borzi, Alfio, Ciaramella, Gabriele, Reichle, Jan
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control 93E03, 93D15, 65C05
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2505.04328