{
  "abstract": "We establish first- and second-order Pontryagin (a.k.a. stochastic) maximum principles for rough stochastic control problems with general nonlinear $\\mathrm{Lip}^γ$-rough vector fields. This complements the dynamic programming approach of Friz-Lê-Zhang [FLZ26b], and extends the maximum principle of Horst-Zhang [HZ26] beyond affine rough vector fields. The paper concludes with applications to pathwise stochastic optimal control.",
  "abstract_shown": true,
  "affiliations": [],
  "article_type": null,
  "arxiv": "2610.36653",
  "author_total": 4,
  "authors": [
    {
      "name": "Peter K. Friz"
    },
    {
      "name": "Ulrich Horst"
    },
    {
      "name": "Stefanos Theodorakopoulos"
    },
    {
      "name": "Huilin Zhang"
    }
  ],
  "bibtex": "https://research.draconitic.com/paper/ap824ky5gra56.bib",
  "cited_by": 0,
  "doi": "10.48550/arxiv.2610.36653",
  "fulltext_url": null,
  "id": "ap824ky5gra56",
  "issns": [],
  "landing_url": "https://arxiv.org/abs/2610.36653",
  "language": null,
  "licence": "CC-BY-4.0",
  "licence_label": "CC BY 4.0",
  "licence_source": "article",
  "licence_url": "http://creativecommons.org/licenses/by/4.0/",
  "metadata_licence": "CC0-1.0",
  "native_subjects": [
    [
      "arxiv",
      "math.OC"
    ],
    [
      "arxiv",
      "math.PR"
    ],
    [
      "openalex",
      "2003|Stochastic processes and financial applications"
    ]
  ],
  "openalex": "W7224107782",
  "pdf_url": "https://arxiv.org/pdf/2610.36653",
  "pmcid": null,
  "pmid": null,
  "published": "2026-10-27",
  "publisher": null,
  "ris": "https://research.draconitic.com/paper/ap824ky5gra56.ris",
  "sources": [
    {
      "first_seen": "2026-10-30T12:35:53Z",
      "native_id": "2610.36653",
      "source": "arxiv",
      "url": "https://arxiv.org/abs/2610.36653"
    }
  ],
  "subjects": [
    {
      "field": "mathematics",
      "origin": "arxiv:math.OC",
      "subfield": "optimisation-control"
    },
    {
      "field": "mathematics",
      "origin": "arxiv:math.PR",
      "subfield": "probability"
    }
  ],
  "title": "On the Pontryagin Maximum Principle for Rough Stochastic Differential Equations",
  "title_text": "On the Pontryagin Maximum Principle for Rough Stochastic Differential Equations",
  "type": "preprint",
  "updated_at": "2026-10-30T12:35:53Z",
  "url": "https://research.draconitic.com/paper/ap824ky5gra56",
  "venue": "arXiv",
  "versions": []
}