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math.OC2026
A class of stochastic control problems with state constraints
Tiziano De Angelis, Erik Ekström
We obtain a probabilistic solution to linear-quadratic optimal control problems with state constraints. Given a closed set , a diffusi…
math.ST2026
The relative efficiency of sequential tests
Henri Doerks, Erik Ekström, Yuqiong Wang
While many statistical procedures rely on a fixed sample size, sequential methods allow a decision-maker to adapt the sample size to achieve a given precision. In this way, sequent…