Author

Thibaut Mastrolia

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Preprint Aug 2026

Continuous-Time Reinforcement Learning for Controlled Hawkes Jump-Diffusions

We study stochastic control of multivariate Hawkes-driven stochastic differential equations with machine learning algorithms in a non-Markovian setting. Due to the path dependence of the memory of the Hawkes intensity, this problem does not fall within classical stochastic control theory outside particular Markovian ke...

T. Bielecki, Thibaut Mastrolia, Hao Yan · 1 citation

#artificial intelligence Preprint Sep 2026

When Should a Human Take Back Control? Optimal Delegation under Turbulent AI Risk

Deploying AI systems requires deciding when to delegate tasks and when humans should intervene to monitor and mitigate risk induced by AI operations. These decisions are challenging when failures cluster: a hallucination or harmful output can trigger further errors, creating periods of elevated risk. We introduce a con...

Hao Yan, Julien Roze, V. Upadhyay et al. · 0 citations