Stochastic Optimal Control for Systems with Drifts of Bounded Variation: A Maximum Principle Approach

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bogso, Antoine Marie, Pellat, Rhoss Likibi, Kamdem, Wilfried Kuissi, Pamen, Olivier Menoukeu
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control Probability 60H10, 60H07, 49J55
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2505.09309