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20152026
most citedMRL order, log-concavity and an application to peacocks

8 citations · 20 across the 13 of their papers we have counts for

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math.OC2026

Stochastic Optimal Control for Jump Diffusion Models with Singular Drifts

Antoine-Marie Bogso, Edward Fuituh Kameh, Olivier Menoukeu-Pamen +1

We study a stochastic optimal control problem for jump-diffusion systems whose drift coefficient is piecewise Lipschitz continuous and exhibits threshold-induced discontinuities. S…

math.OC2025

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

Antoine Marie Bogso, Rhoss Likibi Pellat, Wilfried Kuissi Kamdem +1

We study a stochastic control problem for nonlinear systems governed by stochastic differential equations with irregular drift. The drift coefficient is assumed to decompose as $b(…