collaborators

1 paper

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…