works on
Dean-Kawasaki equation 1entropy gradient 1probability measures 1splitting methods 1stochastic heat equation 1

From the 1 of 3 linked papers with an AI index.

collaborators
Showing math.OCShow all

1 paper · 1 filter

math.OC2026

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(…