An Actor-Critic Framework for Continuous-Time Jump-Diffusion Controls with Normalizing Flows

ArXi:2604.05398v1 Announce Type: cross Continuous-time stochastic control with time-inhomogeneous jump-diffusion dynamics is central in finance and economics, but computing optimal policies is difficult under explicit time dependence, discontinuous shocks, and high dimensionality. We propose an actor-critic framework that serves as a mesh-free solver for entropy-regularized control problems and stochastic games with jumps.