The Pontryagin maximum principle and $Q$-functions in rough environments

Documenti analoghi

• Pathwise Relaxed Optimal Control of Rough Differential Equations
  di: Chakraborty, Prakash, et al.
  Pubblicazione: (2024)
• A stochastic Pontryagin maximum principle on the Sierpinski gasket
  di: Liu, Xuan
  Pubblicazione: (2017)
• The Variational Approach in Filtering and Correlated Noise
  di: Srinivasan, Sharan, et al.
  Pubblicazione: (2026)
• A stochastic optimization algorithm for revenue maximization in a service system with balking customers
  di: Bodas, Shreehari Anand, et al.
  Pubblicazione: (2025)
• Stochastic maximum principle for weighted mean-field system with jump
  di: Tang, Yanyan, et al.
  Pubblicazione: (2024)