#mdpientropy "Solving Schrödinger Bridges via Maximum Likelihood" https://t.co/UPmREbgsPb #Schrödinger bridges #machinelearning #stochasticcontrol

Jason Ricci - #StochasticControl in #ElectronicTrading - at #CityUniversityClub

Kicking off Jason Ricci's @thalesians talk on #stochasticcontrol in #electronictrading - in the @cityoflondon

#mdpientropy "Leveraging Stochasticity for Open Loop and Model Predictive Control of Spatio-Temporal Systems" https://t.co/CIlE4WzPDR #stochasticcontrol #variationaloptimization #optimization in #Hilbertspace

🙌 #Publications2025 #RiskModeling #FinancialMathematics ✔️ On the Multi-Periodic Threshold Strategy for the Spectrally Negative Levy Risk Model 👉 https://t.co/Q8zmVqlKa9 #RiskModeling #FinancialMathematics #LévyProcess #StochasticControl #QuantitativeFinance

New paper on optimal evasion in planar endgame shows bang-bang strategies are stochastically optimal. A terminal-set-based evasion (TSE) strategy outperforms traditional models in simulations. #OptimalEvasion #StochasticControl #MissileDefense

#risksmdpi #article #bank #finance #model #stochasticcontrol A Bank Salvage Model by Impulse Stochastic Controls by Francesco Giuseppe Cordoni, Luca Di Persio and Yilun Jiang; See: https://t.co/jhIeBBGMah

📈📉 OPTIMAL EXECUTION UNDER SELF-EXCITING ORDER FLOW: A STOCHASTIC CONTROL FRAMEWORK 🔗 Full #OpenAccess preprint on #TechRxiv!👇 #IEEE #Finance #Mathematics #MarketImpact #StochasticControl #Technology

Duality Holds: Under mild assumptions, the saddle point satisfies: inf_B sup_A Fi = sup_A inf_B Fi This validates strong duality in our pricing model, offering equilibrium under uncertainty and strategy choice. #GameTheory #StochasticControl #QuantitativeFinance

How do we extract an explicit form for a data asset's price (Pi)? We reformulate the stochastic control problem as a saddle point problem with multivariate constraints—unlocking a new level of analytical clarity in data pricing. #QuantFinance #StochasticControl #DataValuation

Mathematical foundation: We model the investor’s preferences using robust expected utility. The ambiguity set B reflects their uncertainty. Buying data reduces ambiguity: B1 ⊃ B2More data = tighter estimates = better decisions. #StochasticControl #FinanceResearch #DataValuation

@typedfemale @shauseth

🔍 Martingale Consumption in Economic Models We analyze agents who consume/invest continuously over time. Key goal: achieving martingale consumption with optimal strategies. #EconTheory #FinancialModeling #StochasticControl

#Mathematics #Particularinterest ✨ Share a Feature Paper titled "A #StochasticControl Approach for Constrained #Stochastic #Differential Games with Jumps and Regimes" with you. 🔗 Link: https://t.co/twAacmr5ka #MDPIOpenAccess @ComSciMath_Mdpi

@LindgrenJussi @PatrizioLaina Upea työ. Onnittelut. Hienoa näin eläkeläisenä nähdä vanha kamu HJB twitterissä. Edesmennyt Seppo Suominen tuli mieleen. Hän näitä stokastisen kontrollin salaisuuksia meille avasi #stochasticcontrol

[Article] Approximately Optimal Control of Nonlinear Dynamic Stochastic Problems with Learning: The OPTCON Algorithm Fully #openaccess @ https://t.co/fRsRdSvG7g #optimalcontrol #stochasticcontrol #algorithms #openloopcontrol #learning

Claudia Strauch, Department of Mathematics receives Sapere Aude Research Leader grant of DKK 5.7 m for the project "Learning diffusion dynamics and strategies for optimal control". Congratulations! #NatSciAU #NaturalSciences #Mathematics #StochasticControl https://t.co/kKg0wkoSAi

Meet Harshad Khadilkar as he talks about his research interests at https://t.co/kfllNOqvfZ @iitmadras @ravi_iitm #reinforcementlearning #operations, #networkedcontrol #stochasticcontrol #weatrbcdsai #insiderbcdsai

#SpecialIssue "#MachineLearning Applications in High Dimensional #StochasticControl" - open for submissions Editor: Dr Juri Hinz in University of Technology Sydney (@UTSEngage) Deadline: 15 March 2022 https://t.co/98i7nrSCRa #mdpialgorithms via @MDPIOpenAccess

#NextatBIRS Applications of Stochastic Control to Finance and Economics, April 30 - May 5, 2023 https://t.co/EUXcq9J7iL #StochasticControl #EconomicTheory #AppliedMathmatics #MathFinance @NSF-MPS #DMSFunded @CRSNG_NSERC @Innovation_AB