A new MOX Report entitled “Adjoint-based optimal control of jump-diffusion processes” by Bartsch, J.; Borzi, A.; Ciaramella, G.; Reichle, J. has appeared in the MOX Report Collection. Check it out here: https://www.mate.polimi.it/biblioteca/add/qmox/24-2025.pdf Abstract: Stochastic differential equations (SDEs) using jump-diffusion processes describe many natural phenomena at the microscopic level. Since they […]
Daily Archives: May 9, 2025
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