https://cognaptus.com/tags/stochastic-control/ Recent content in Stochastic Control on Cognaptus Hugo -- 0.145.0 en-us Sun, 03 Aug 2025 00:00:00 +0000 https://cognaptus.com/blog/2025-08-03-the-shock-doctrine-of-portfolio-optimization/ Sun, 03 Aug 2025 00:00:00 +0000 https://cognaptus.com/blog/2025-08-03-the-shock-doctrine-of-portfolio-optimization/ A mechanism-first look at how regime-switching-induced price shocks change mean-variance portfolio design from parameter tuning into shock-aware control.