Stochastic Control with Signatures

Peter Bank; Christian Bayer; Paul P. Hager; Sebastian Riedel; Tobias Nauen

doi:10.1137/24m1667671

journal article Sep 08, 2025

Stochastic Control with Signatures

Peter Bank Christian Bayer

Paul P. Hager

Sebastian Riedel

Tobias Nauen

SIAM Journal on Control and Optimization Vol. 63 No. 5 pp. 3189-3218 · Society for Industrial & Applied Mathematics (SIAM)

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Details

Published: Sep 08, 2025
Vol/Issue: 63(5)
Pages: 3189-3218

Authors

P

Peter Bank

Institut für Mathematik, Technische Universität Berlin, 10587 Berlin, Germany.

C

Christian Bayer

Weierstrass Institute, 10117 Berlin, Germany.

P

Paul P. Hager

Department of Statistics and Operations Research, University of Vienna, A-1090 Vienna, Austria.

S

Sebastian Riedel

Fakultät für Mathematik und Informatik, FernUniversität Hagen, 58097 Hagen, Germany.

T

Tobias Nauen

Deutsches Forschungszentrum für Künstliche Intelligenz, 67663 Kaiserslautern, Germany.

Funding

Deutsche Forschungsgemeinschaft Award: SFB TRR 388

Cite This Article

Peter Bank, Christian Bayer, Paul P. Hager, et al. (2025). Stochastic Control with Signatures. SIAM Journal on Control and Optimization, 63(5), 3189-3218. https://doi.org/10.1137/24m1667671

Stochastic Control with Signatures

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