Journal ArticleNon-local Hamilton–Jacobi–Bellman equations for the stochastic optimal control of path-dependent piecewise deterministic processesBandini, Elena; Keller, Christian (ORCID:0000000151909255)We study the optimal control of path-dependent piecewise deterministic processes. An appropriate dynamic programming principle is established. We prove that the associated value function is the unique minimax solution of the corresponding non-local path-dependent Hamilton-Jacobi-Bellman equation. This is the first well-posedness result for nonsmooth solutions of fully nonlinear non-local path-dependent partial differential equations.Elsevier2025-10-2710651773Stochastic Processes and their Applications192C1048130304-4149https://doi.org/10.1016/j.spa.2025.1048132106077National Science Foundation