collaborators

1 paper

q-fin.PM2026

Scalable Pontryagin-Guided Adjoint-to-Control Recovery for Constrained Dynamic Portfolio Choice

Jaegi Jeon, Jeonggyu Huh, Hyeng Keun Koo +1

We develop a scalable adjoint-to-control framework for continuous-time portfolio choice under smooth pointwise constraints. A feasible direct-policy-optimization (DPO) policy suppl…