{
  "abstract": "We construct a measurable aggregator for the value processes associated with stochastic control problems, where the criterion to optimise is given by solutions to semi-martingale backward stochastic differential equations (BSDEs) with jumps. The results can be applied to control problems where the triplet of semi-martingale characteristics is controlled in a possibly non-dominated case or where uncertainty about the characteristics is present in the optimisation. The construction also provides a time-consistent system of fully nonlinear conditional expectations on the Skorokhod space. We also construct an appropriate path-regularisation of the value function and prove a corresponding dynamic programming principle. The generality we seek allows for the treatment of controlled diffusions, pure-jump processes, and discrete-time processes in a unified setting.",
  "abstract_shown": true,
  "affiliations": [],
  "article_type": null,
  "arxiv": "2609.25126",
  "author_total": 3,
  "authors": [
    {
      "name": "Dylan Possamaï"
    },
    {
      "name": "Marco Rodrigues"
    },
    {
      "name": "Alexandros Saplaouras"
    }
  ],
  "bibtex": "https://research.draconitic.com/paper/8295ksnn1403m.bib",
  "cited_by": 0,
  "doi": "10.48550/arxiv.2609.25126",
  "fulltext_url": null,
  "id": "8295ksnn1403m",
  "issns": [],
  "landing_url": "https://arxiv.org/abs/2609.25126",
  "language": null,
  "licence": "LicenseRef-arXiv-nonexclusive-1.0",
  "licence_label": "arXiv licence",
  "licence_source": "article",
  "licence_url": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
  "metadata_licence": "CC0-1.0",
  "native_subjects": [
    [
      "arxiv",
      "math.OC"
    ],
    [
      "arxiv",
      "math.PR"
    ],
    [
      "openalex",
      "2003|Stochastic processes and financial applications"
    ]
  ],
  "openalex": "W7214113674",
  "pdf_url": "https://arxiv.org/pdf/2609.25126",
  "pmcid": null,
  "pmid": null,
  "published": "2026-09-20",
  "publisher": null,
  "ris": "https://research.draconitic.com/paper/8295ksnn1403m.ris",
  "sources": [
    {
      "first_seen": "2026-10-30T12:23:43Z",
      "native_id": "2609.25126",
      "source": "arxiv",
      "url": "https://arxiv.org/abs/2609.25126"
    }
  ],
  "subjects": [
    {
      "field": "mathematics",
      "origin": "arxiv:math.OC",
      "subfield": "optimisation-control"
    },
    {
      "field": "mathematics",
      "origin": "arxiv:math.PR",
      "subfield": "probability"
    }
  ],
  "title": "Aggregation of value processes for semi-martingale BSDEs with jumps",
  "title_text": "Aggregation of value processes for semi-martingale BSDEs with jumps",
  "type": "preprint",
  "updated_at": "2026-10-30T12:23:43Z",
  "url": "https://research.draconitic.com/paper/8295ksnn1403m",
  "venue": "arXiv",
  "versions": []
}