Stochastic control with self-exciting processes

Fuente: arXiv
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Auteurs principaux: Eyjolfsson, Heidar, Dahl, Kristina Rognlien
Format: Preprint
Publié: 2026
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author Eyjolfsson, Heidar
Dahl, Kristina Rognlien
author_facet Eyjolfsson, Heidar
Dahl, Kristina Rognlien
contents We analyze the problem of stochastic optimal control of SDEs where the driver includes a self-exciting stochastic process. Due to the non-Markovian nature of the problem, we apply the stochastic maximum principle approach. We derive a sufficient stochastic maximum principle under this framework. We also derive an expression via martingales of both the self-exciting process and its quadratic covariation. Furthermore, we derive a necessary maximum (equivalence principle) for the self-exciting stochastic control problem. Finally, we look at an application to log-utility.
format Preprint
id arxiv_https___arxiv_org_abs_2605_12035
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Stochastic control with self-exciting processes
Eyjolfsson, Heidar
Dahl, Kristina Rognlien
Optimization and Control
Probability
93E20, 49J55, 60G55
We analyze the problem of stochastic optimal control of SDEs where the driver includes a self-exciting stochastic process. Due to the non-Markovian nature of the problem, we apply the stochastic maximum principle approach. We derive a sufficient stochastic maximum principle under this framework. We also derive an expression via martingales of both the self-exciting process and its quadratic covariation. Furthermore, we derive a necessary maximum (equivalence principle) for the self-exciting stochastic control problem. Finally, we look at an application to log-utility.
title Stochastic control with self-exciting processes
topic Optimization and Control
Probability
93E20, 49J55, 60G55
url https://arxiv.org/abs/2605.12035