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20082025
most citedPath-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients

4 citations · 17 across the 15 of their papers we have counts for

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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(…