We establish first- and second-order Pontryagin (a.k.a. stochastic) maximum principles for rough stochastic control problems with general nonlinear 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.
No takes yet. Share an insight, caveat, or question.
Friz et al. (2026) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: