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"Minimal Kullback-Leibler Divergence for Constrained Lévy-Itô ..."

Sebastian Jaimungal, Silvana M. Pesenti, Leandro Sánchez-Betancourt (2024)

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DOI: 10.1137/23M1555697

access: closed

type: Journal Article

metadata version: 2024-05-17

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  - https://dblp.org/rec/journals/siamco/JaimungalPS24
Sebastian Jaimungal, Silvana M. Pesenti, Leandro Sánchez-Betancourt:
Minimal Kullback-Leibler Divergence for Constrained Lévy-Itô Processes. SIAM J. Control. Optim. 62(2): 982-1005 (2024)

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