1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.OC2026
Stochastic Optimal Control of Hawkes Jump-Diffusion Systems
Daria Sakhanda, Joshué Helí Ricalde-Guerrero
This paper is devoted to developing a framework for stochastic growth models with environmental risk, in which rare but catastrophic shocks interact with capital accumulation and p…
math.OC2025★ 1 cited
Infinite-Horizon Optimal Control of Jump-Diffusion Models for Pollution-Dependent Disasters
Daria Sakhanda, Joshué Helí Ricalde-Guerrero
This paper is devoted to developing a unified framework for stochastic growth models with environmental risk, in which rare but catastrophic shocks interact with capital accumulati…