Zhang, Liangquan; Zhang, Wei Global solutions of stochastic Stackelberg differential games under convex control constraint. (English) Zbl 1482.91020 Syst. Control Lett. 156, Article ID 105020, 15 p. (2021). Reviewer: Vivek S. Borkar (Mumbai) MSC: 91A15 91A65 93E20 60H10 49K45 PDFBibTeX XMLCite \textit{L. Zhang} and \textit{W. Zhang}, Syst. Control Lett. 156, Article ID 105020, 15 p. (2021; Zbl 1482.91020) Full Text: DOI arXiv
Sun, Jingrui; Xiong, Jie; Yong, Jiongmin Indefinite stochastic linear-quadratic optimal control problems with random coefficients: closed-loop representation of open-loop optimal controls. (English) Zbl 1476.49044 Ann. Appl. Probab. 31, No. 1, 460-499 (2021). MSC: 49N10 93E20 49K45 49N35 PDFBibTeX XMLCite \textit{J. Sun} et al., Ann. Appl. Probab. 31, No. 1, 460--499 (2021; Zbl 1476.49044) Full Text: DOI arXiv Link
Xing, Jie; He, Taoshun Optimal selling strategies under regime-switching market environment with finite expiry. (English) Zbl 1486.91100 Discrete Dyn. Nat. Soc. 2021, Article ID 5920285, 16 p. (2021). MSC: 91G99 49K45 49L20 60G40 PDFBibTeX XMLCite \textit{J. Xing} and \textit{T. He}, Discrete Dyn. Nat. Soc. 2021, Article ID 5920285, 16 p. (2021; Zbl 1486.91100) Full Text: DOI
Wang, Huaqiao Optimal controls for the stochastic compressible Navier-Stokes equations. (English) Zbl 1479.60139 SIAM J. Control Optim. 59, No. 5, 3661-3682 (2021). Reviewer: Martin Ondreját (Praha) MSC: 60H15 76D05 93E20 49K45 60J65 35Q30 PDFBibTeX XMLCite \textit{H. Wang}, SIAM J. Control Optim. 59, No. 5, 3661--3682 (2021; Zbl 1479.60139) Full Text: DOI
Cordoni, Francesco; Di Persio, Luca Optimal control of the FitzHugh-Nagumo stochastic model with nonlinear diffusion. (English) Zbl 1489.49019 Appl. Math. Optim. 84, No. 3, 2947-2968 (2021). Reviewer: Andreas Mang (Houston) MSC: 49K45 60H15 91G80 93E20 47H06 35R60 49K30 58E25 PDFBibTeX XMLCite \textit{F. Cordoni} and \textit{L. Di Persio}, Appl. Math. Optim. 84, No. 3, 2947--2968 (2021; Zbl 1489.49019) Full Text: DOI arXiv
Hambly, Ben; Xu, Renyuan; Yang, Huining Policy gradient methods for the noisy linear quadratic regulator over a finite horizon. (English) Zbl 07410672 SIAM J. Control Optim. 59, No. 5, 3359-3391 (2021). MSC: 49N10 49K45 93E20 PDFBibTeX XMLCite \textit{B. Hambly} et al., SIAM J. Control Optim. 59, No. 5, 3359--3391 (2021; Zbl 07410672) Full Text: DOI arXiv
Zhang, Xin; Li, Xun; Xiong, Jie Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system. (English) Zbl 1473.49040 ESAIM, Control Optim. Calc. Var. 27, Paper No. 69, 35 p. (2021). MSC: 49N10 93E20 49K45 PDFBibTeX XMLCite \textit{X. Zhang} et al., ESAIM, Control Optim. Calc. Var. 27, Paper No. 69, 35 p. (2021; Zbl 1473.49040) Full Text: DOI arXiv
Singer, Gonen; Khmelnitsky, Eugene A production-inventory problem with price-sensitive demand. (English) Zbl 1481.90161 Appl. Math. Modelling 89, Part 1, 688-699 (2021). MSC: 90B30 90B05 93E20 49K45 49N90 PDFBibTeX XMLCite \textit{G. Singer} and \textit{E. Khmelnitsky}, Appl. Math. Modelling 89, Part 1, 688--699 (2021; Zbl 1481.90161) Full Text: DOI
Bensoussan, Alain; Hoe, SingRu (Celine); Kim, Joohyun; Yan, Zhongfeng Mean field verification theorem. (English) Zbl 1496.49019 Commun. Inf. Syst. 21, No. 2, 253-267 (2021). Reviewer: Nicolae Cîndea (Aubière) MSC: 49N80 49K45 49L20 93E20 49N35 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Commun. Inf. Syst. 21, No. 2, 253--267 (2021; Zbl 1496.49019) Full Text: DOI
Allan, Andrew L. Robust filtering and propagation of uncertainty in hidden Markov models. (English) Zbl 1484.60049 Electron. J. Probab. 26, Paper No. 73, 37 p. (2021). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G35 60L50 60H10 60J10 93E20 49K45 PDFBibTeX XMLCite \textit{A. L. Allan}, Electron. J. Probab. 26, Paper No. 73, 37 p. (2021; Zbl 1484.60049) Full Text: DOI arXiv
Carmona, René; Wang, Peiqi A probabilistic approach to extended finite state mean field games. (English) Zbl 1468.49043 Math. Oper. Res. 46, No. 2, 471-502 (2021). MSC: 49N80 49K45 91A16 91A60 PDFBibTeX XMLCite \textit{R. Carmona} and \textit{P. Wang}, Math. Oper. Res. 46, No. 2, 471--502 (2021; Zbl 1468.49043) Full Text: DOI arXiv
Boyko, A. I.; Oseledets, I. V.; Ferrer, G. TT-QI: faster value iteration in tensor train format for stochastic optimal control. (English. Russian original) Zbl 1469.49026 Comput. Math. Math. Phys. 61, No. 5, 836-846 (2021); translation from Zh. Vychisl. Mat. Mat. Fiz. 61, No. 5, 865-877 (2021). MSC: 49K45 90C39 65F99 PDFBibTeX XMLCite \textit{A. I. Boyko} et al., Comput. Math. Math. Phys. 61, No. 5, 836--846 (2021; Zbl 1469.49026); translation from Zh. Vychisl. Mat. Mat. Fiz. 61, No. 5, 865--877 (2021) Full Text: DOI
Rybakov, K. A. Sufficient epsilon-optimality conditions for systems with random quantization period. (English. Russian original) Zbl 1470.49039 J. Math. Sci., New York 255, No. 6, 764-772 (2021); translation from Probl. Mat. Anal. 110, 81-88 (2021). Reviewer: Kurt Marti (München) MSC: 49J55 49K45 60G55 49N35 PDFBibTeX XMLCite \textit{K. A. Rybakov}, J. Math. Sci., New York 255, No. 6, 764--772 (2021; Zbl 1470.49039); translation from Probl. Mat. Anal. 110, 81--88 (2021) Full Text: DOI
Mikami, Toshio Stochastic optimal transportation. Stochastic control with fixed marginals. (English) Zbl 1471.49001 SpringerBriefs in Mathematics. Singapore: Springer (ISBN 978-981-16-1753-9/pbk; 978-981-16-1754-6/ebook). xi, 121 p. (2021). Reviewer: Santosh Kumar Choudhary (Manipal) MSC: 49-02 49Q22 49K45 93-01 93E20 90B06 35F21 49L25 35D40 PDFBibTeX XMLCite \textit{T. Mikami}, Stochastic optimal transportation. Stochastic control with fixed marginals. Singapore: Springer (2021; Zbl 1471.49001) Full Text: DOI
Li, Binjie; Zhou, Qin Discretization of a distributed optimal control problem with a stochastic parabolic equation driven by multiplicative noise. (English) Zbl 1479.60132 J. Sci. Comput. 87, No. 3, Paper No. 68, 37 p. (2021). Reviewer: Martin Gugat (Erlangen) MSC: 60H15 93E20 49M41 49J55 65M12 49K20 49K45 PDFBibTeX XMLCite \textit{B. Li} and \textit{Q. Zhou}, J. Sci. Comput. 87, No. 3, Paper No. 68, 37 p. (2021; Zbl 1479.60132) Full Text: DOI arXiv
Enciso, German; Sütterlin, Christine; Tan, Ming; Wan, Frederic Y. M. Stochastic chlamydia dynamics and optimal spread. (English) Zbl 1472.92210 Bull. Math. Biol. 83, No. 4, Paper No. 24, 35 p. (2021). MSC: 92D30 49K15 49K45 49N90 PDFBibTeX XMLCite \textit{G. Enciso} et al., Bull. Math. Biol. 83, No. 4, Paper No. 24, 35 p. (2021; Zbl 1472.92210) Full Text: DOI Link
Yang, Peng Closed-loop equilibrium reinsurance-investment strategy with insider information and default risk. (English) Zbl 1512.91112 Math. Probl. Eng. 2021, Article ID 8873473, 32 p. (2021). MSC: 91G05 49K45 49L12 49N70 91A80 93E20 PDFBibTeX XMLCite \textit{P. Yang}, Math. Probl. Eng. 2021, Article ID 8873473, 32 p. (2021; Zbl 1512.91112) Full Text: DOI
Buckdahn, Rainer; Chen, Yajie; Li, Juan Partial derivative with respect to the measure and its application to general controlled mean-field systems. (English) Zbl 1471.93275 Stochastic Processes Appl. 134, 265-307 (2021). MSC: 93E20 60H10 49K45 PDFBibTeX XMLCite \textit{R. Buckdahn} et al., Stochastic Processes Appl. 134, 265--307 (2021; Zbl 1471.93275) Full Text: DOI
Bhojraj, Tejas Quantum algorithmic randomness. (English) Zbl 1459.81029 J. Math. Phys. 62, No. 2, Article ID 022202, 13 p. (2021). MSC: 81P68 49K45 81P16 60F05 PDFBibTeX XMLCite \textit{T. Bhojraj}, J. Math. Phys. 62, No. 2, Article ID 022202, 13 p. (2021; Zbl 1459.81029) Full Text: DOI arXiv
Yan, Zuomao; Yan, Xingxue Optimal controls for impulsive partial stochastic differential equations with weighted pseudo almost periodic coefficients. (English) Zbl 1460.49025 Int. J. Control 94, No. 1, 111-133 (2021). MSC: 49N25 35R60 49K45 60H15 35B15 43A60 PDFBibTeX XMLCite \textit{Z. Yan} and \textit{X. Yan}, Int. J. Control 94, No. 1, 111--133 (2021; Zbl 1460.49025) Full Text: DOI
Frison, Lilli; Kirches, Christian Convergence analysis and adaptive order selection for the polynomial chaos approach to direct optimal control under uncertainties. (English) Zbl 1458.49022 SIAM J. Control Optim. 59, No. 1, 509-533 (2021). MSC: 49K45 49J15 65K10 PDFBibTeX XMLCite \textit{L. Frison} and \textit{C. Kirches}, SIAM J. Control Optim. 59, No. 1, 509--533 (2021; Zbl 1458.49022) Full Text: DOI
Garreis, Sebastian; Surowiec, Thomas M.; Ulbrich, Michael An interior-point approach for solving risk-averse PDE-constrained optimization problems with coherent risk measures. (English) Zbl 1456.49005 SIAM J. Optim. 31, No. 1, 1-29 (2021). MSC: 49J20 49J50 49J55 49K20 49K45 90C15 PDFBibTeX XMLCite \textit{S. Garreis} et al., SIAM J. Optim. 31, No. 1, 1--29 (2021; Zbl 1456.49005) Full Text: DOI
Cao, Tan H.; Colombo, Giovanni; Mordukhovich, Boris S.; Nguyen, Dao Optimization and discrete approximation of sweeping processes with controlled moving sets and perturbations. (English) Zbl 1454.49033 J. Differ. Equations 274, 461-509 (2021). MSC: 49M25 49J52 49J53 49K45 90C30 PDFBibTeX XMLCite \textit{T. H. Cao} et al., J. Differ. Equations 274, 461--509 (2021; Zbl 1454.49033) Full Text: DOI arXiv
Liang, Zongxia; Liu, Yang; Zhang, Litian A Framework of State-dependent Utility Optimization with General Benchmarks. arXiv:2101.06675 Preprint, arXiv:2101.06675 [math.OC] (2021). MSC: 49J55 91B16 49K45 91G80 BibTeX Cite \textit{Z. Liang} et al., ``A Framework of State-dependent Utility Optimization with General Benchmarks'', Preprint, arXiv:2101.06675 [math.OC] (2021) Full Text: arXiv OA License
Nino-Ruiz, Elias D.; Guzman-Reyes, Luis G.; Beltran-Arrieta, Rolando An adjoint-free four-dimensional variational data assimilation method via a modified Cholesky decomposition and an iterative Woodbury matrix formula. (English) Zbl 1516.60024 Nonlinear Dyn. 99, No. 3, 2441-2457 (2020). MSC: 60G35 62L20 60J22 49K45 PDFBibTeX XMLCite \textit{E. D. Nino-Ruiz} et al., Nonlinear Dyn. 99, No. 3, 2441--2457 (2020; Zbl 1516.60024) Full Text: DOI
Lunz, Davin Optimal feedback control in first-passage resetting. (English) Zbl 1520.93614 J. Phys. A, Math. Theor. 53, No. 44, Article ID 44LT01, 11 p. (2020). MSC: 93E20 60J60 60J80 49K30 49K45 60J70 93B52 PDFBibTeX XMLCite \textit{D. Lunz}, J. Phys. A, Math. Theor. 53, No. 44, Article ID 44LT01, 11 p. (2020; Zbl 1520.93614) Full Text: DOI
Mei, Zhen; Guo, Zixiong; Chen, Lincong; Wang, Haifeng; Gao, Yichao Genetic algorithm-based integrated optimization of active control systems for civil structures subjected to random seismic excitations. (English) Zbl 1523.86003 Eng. Optim. 52, No. 10, 1700-1719 (2020). MSC: 86A15 93E20 49K45 49N10 74H50 90C59 PDFBibTeX XMLCite \textit{Z. Mei} et al., Eng. Optim. 52, No. 10, 1700--1719 (2020; Zbl 1523.86003) Full Text: DOI
Lefebvre, Mario Maximizing the expected remaining useful lifetime of a weakly controlled device. (English) Zbl 1523.60138 Eng. Optim. 52, No. 9, 1588-1597 (2020). MSC: 60J70 49K45 49L20 62N05 93E20 PDFBibTeX XMLCite \textit{M. Lefebvre}, Eng. Optim. 52, No. 9, 1588--1597 (2020; Zbl 1523.60138) Full Text: DOI
Zhang, Huanjun A kind of non-zero sum mixed differential game of backward stochastic differential equation. (English) Zbl 1489.91036 Adv. Difference Equ. 2020, Paper No. 37, 18 p. (2020). MSC: 91A23 93E20 60H10 49N10 49K45 PDFBibTeX XMLCite \textit{H. Zhang}, Adv. Difference Equ. 2020, Paper No. 37, 18 p. (2020; Zbl 1489.91036) Full Text: DOI
Cordoni, Francesco; Di Persio, Luca A maximum principle for a stochastic control problem with multiple random terminal times. (English) Zbl 1487.49033 Math. Eng. (Springfield) 2, No. 3, 557-583 (2020). Reviewer: Alain Brillard (Riedisheim) MSC: 49K45 60H10 93E20 49N10 PDFBibTeX XMLCite \textit{F. Cordoni} and \textit{L. Di Persio}, Math. Eng. (Springfield) 2, No. 3, 557--583 (2020; Zbl 1487.49033) Full Text: DOI arXiv
Xu, Zhenda Stochastic recursive optimal control problem with obstacle constraint involving diffusion type control. (English) Zbl 1485.93642 Adv. Difference Equ. 2020, Paper No. 381, 20 p. (2020). MSC: 93E20 60H10 49K45 60G40 91G80 PDFBibTeX XMLCite \textit{Z. Xu}, Adv. Difference Equ. 2020, Paper No. 381, 20 p. (2020; Zbl 1485.93642) Full Text: DOI
Song, Teng; Liu, Bin A maximum principle for fully coupled controlled forward-backward stochastic difference systems of mean-field type. (English) Zbl 1482.60081 Adv. Difference Equ. 2020, Paper No. 188, 24 p. (2020). MSC: 60H10 93E20 49K45 49N10 60G42 91A16 PDFBibTeX XMLCite \textit{T. Song} and \textit{B. Liu}, Adv. Difference Equ. 2020, Paper No. 188, 24 p. (2020; Zbl 1482.60081) Full Text: DOI
Song, Teng; Liu, Bin Solvability and optimal stabilization controls of discrete-time mean-field stochastic system with infinite horizon. (English) Zbl 1482.93711 Adv. Difference Equ. 2020, Paper No. 187, 27 p. (2020). MSC: 93E20 49N10 60H10 49K45 93D15 PDFBibTeX XMLCite \textit{T. Song} and \textit{B. Liu}, Adv. Difference Equ. 2020, Paper No. 187, 27 p. (2020; Zbl 1482.93711) Full Text: DOI
Fu, Yongqiang; Yan, Lixu Weak solutions and optimal controls of stochastic fractional reaction-diffusion systems. (English) Zbl 1479.49065 Open Math. 18, 1135-1149 (2020). Reviewer: Feng-Yu Wang (Swansea) MSC: 49K45 35K57 60H15 35A01 47H06 35D30 35R11 60H40 PDFBibTeX XMLCite \textit{Y. Fu} and \textit{L. Yan}, Open Math. 18, 1135--1149 (2020; Zbl 1479.49065) Full Text: DOI
Bayraktar, Erhan; Ekren, Ibrahim; Zhang, Yili On the asymptotic optimality of the comb strategy for prediction with expert advice. (English) Zbl 07420064 Ann. Appl. Probab. 30, No. 6, 2517-2546 (2020). MSC: 68T05 35J60 35L02 49K45 49L20 60H30 91B06 93E20 PDFBibTeX XMLCite \textit{E. Bayraktar} et al., Ann. Appl. Probab. 30, No. 6, 2517--2546 (2020; Zbl 07420064) Full Text: DOI arXiv Link
Schlachter, Louisa; Totzeck, Claudia Parameter identification in uncertain scalar conservation laws discretized with the discontinuous stochastic Galerkin scheme. (English) Zbl 1528.65082 Commun. Comput. Phys. 28, No. 4, 1585-1608 (2020). MSC: 65M60 65M06 65L06 65N30 65M08 65D32 62C10 35L60 37L65 49K45 93E12 35Q62 35R60 PDFBibTeX XMLCite \textit{L. Schlachter} and \textit{C. Totzeck}, Commun. Comput. Phys. 28, No. 4, 1585--1608 (2020; Zbl 1528.65082) Full Text: DOI arXiv
Sheng, Linxue; Zhu, Yuanguo; Wang, Kai Analysis of a class of dynamic programming models for multi-stage uncertain systems. (English) Zbl 1481.90306 Appl. Math. Modelling 86, 446-459 (2020). MSC: 90C39 49K21 49K45 90B05 90B30 PDFBibTeX XMLCite \textit{L. Sheng} et al., Appl. Math. Modelling 86, 446--459 (2020; Zbl 1481.90306) Full Text: DOI
An, Jing; Lu, Jianfeng; Ying, Lexing Stochastic modified equations for the asynchronous stochastic gradient descent. (English) Zbl 1528.65005 Inf. Inference 9, No. 4, 851-873 (2020). MSC: 65C30 49K45 49L20 60H10 68W20 90C15 PDFBibTeX XMLCite \textit{J. An} et al., Inf. Inference 9, No. 4, 851--873 (2020; Zbl 1528.65005) Full Text: DOI arXiv
Marti, Kurt Optimization under stochastic uncertainty. Methods, control and random search methods. (English) Zbl 1527.49002 International Series in Operations Research & Management Science 296. Cham: Springer (ISBN 978-3-030-55661-7/hbk; 978-3-030-55664-8/pbk; 978-3-030-55662-4/ebook). xiv, 393 p. (2020). Reviewer: Alain Brillard (Riedisheim) MSC: 49-02 49J55 49K45 49N35 PDFBibTeX XMLCite \textit{K. Marti}, Optimization under stochastic uncertainty. Methods, control and random search methods. Cham: Springer (2020; Zbl 1527.49002) Full Text: DOI
Howlett, Phil; Torokhti, Anatoli An optimal linear filter for estimation of random functions in Hilbert space. (English) Zbl 1462.49041 ANZIAM J. 62, No. 3, 274-301 (2020). MSC: 49J55 49K45 60K40 PDFBibTeX XMLCite \textit{P. Howlett} and \textit{A. Torokhti}, ANZIAM J. 62, No. 3, 274--301 (2020; Zbl 1462.49041) Full Text: DOI arXiv
Jiang, Lijian; Ma, Lingling A hybrid model reduction method for stochastic parabolic optimal control problems. (English) Zbl 1506.49018 Comput. Methods Appl. Mech. Eng. 370, Article ID 113244, 30 p. (2020). MSC: 49K45 49M25 49M41 65M60 93B11 93E20 PDFBibTeX XMLCite \textit{L. Jiang} and \textit{L. Ma}, Comput. Methods Appl. Mech. Eng. 370, Article ID 113244, 30 p. (2020; Zbl 1506.49018) Full Text: DOI
Ahmed, N. U. Optimal output feedback control law for partially observed stochastic evolution equations on UMD-Banach spaces. (English) Zbl 1457.93081 Pure Appl. Funct. Anal. 5, No. 2, 259-285 (2020). MSC: 93E20 49K45 60H30 34G20 49J27 PDFBibTeX XMLCite \textit{N. U. Ahmed}, Pure Appl. Funct. Anal. 5, No. 2, 259--285 (2020; Zbl 1457.93081) Full Text: Link
Allan, Andrew L.; Cohen, Samuel N. Pathwise stochastic control with applications to robust filtering. (English) Zbl 1471.93265 Ann. Appl. Probab. 30, No. 5, 2274-2310 (2020). Reviewer: Andrzej Świerniak (Gliwice) MSC: 93E11 93E20 49K45 PDFBibTeX XMLCite \textit{A. L. Allan} and \textit{S. N. Cohen}, Ann. Appl. Probab. 30, No. 5, 2274--2310 (2020; Zbl 1471.93265) Full Text: DOI arXiv Euclid
Jiang, Tianpeng; Xiang, Yang; Zhang, Luchan Stochastic Peierls-Nabarro model for dislocations in high entropy alloys. (English) Zbl 1457.49021 SIAM J. Appl. Math. 80, No. 6, 2496-2517 (2020). MSC: 49K45 35R60 74A25 74A40 PDFBibTeX XMLCite \textit{T. Jiang} et al., SIAM J. Appl. Math. 80, No. 6, 2496--2517 (2020; Zbl 1457.49021) Full Text: DOI arXiv
Yang, Jiankui; Yao, David D.; Ye, Heng-Qing Technical note – on the optimality of reflection control. (English) Zbl 1457.49037 Oper. Res. 68, No. 6, 1668-1677 (2020). MSC: 49S05 49K45 92D15 90C05 91B38 91B62 PDFBibTeX XMLCite \textit{J. Yang} et al., Oper. Res. 68, No. 6, 1668--1677 (2020; Zbl 1457.49037) Full Text: DOI
Fu, Yu; Zhao, Weidong; Zhou, Tao Highly accurate numerical schemes for stochastic optimal control via FBSDEs. (English) Zbl 1463.65005 Numer. Math., Theory Methods Appl. 13, No. 2, 296-319 (2020). MSC: 65C30 60H35 49K45 49M29 65K15 93E20 PDFBibTeX XMLCite \textit{Y. Fu} et al., Numer. Math., Theory Methods Appl. 13, No. 2, 296--319 (2020; Zbl 1463.65005) Full Text: DOI
Wang, Tao; Luo, Minna; Wang, Na; Cui, Lili Finite-time stochastic linear quadratic optimal control based on \(Q\)-learning. (Chinese. English summary) Zbl 1463.49039 J. Shenyang Norm. Univ., Nat. Sci. 38, No. 3, 207-213 (2020). MSC: 49K45 93E20 49N10 PDFBibTeX XMLCite \textit{T. Wang} et al., J. Shenyang Norm. Univ., Nat. Sci. 38, No. 3, 207--213 (2020; Zbl 1463.49039) Full Text: DOI
Köppe, Jeanette; Patzold, Markus; Beyer, Michael; Grecksch, Wilfried; Paul, Wolfgang Quantum Hamilton equations from stochastic optimal control theory. (English) Zbl 1453.49014 Grecksch, Wilfried (ed.) et al., Infinite dimensional and finite dimensional stochastic equations and applications in physics. Hackensack, NJ: World Scientific. 213-250 (2020). MSC: 49K45 49J55 83C55 76Y05 35R60 PDFBibTeX XMLCite \textit{J. Köppe} et al., in: Infinite dimensional and finite dimensional stochastic equations and applications in physics. Hackensack, NJ: World Scientific. 213--250 (2020; Zbl 1453.49014) Full Text: DOI
Benner, Peter; Trautwein, Christoph Optimal control of the stochastic Navier-Stokes equations. (English) Zbl 1454.49031 Grecksch, Wilfried (ed.) et al., Infinite dimensional and finite dimensional stochastic equations and applications in physics. Hackensack, NJ: World Scientific. 161-211 (2020). Reviewer: Piotr Biler (Wrocław) MSC: 49K45 35Q30 35R60 60H30 PDFBibTeX XMLCite \textit{P. Benner} and \textit{C. Trautwein}, in: Infinite dimensional and finite dimensional stochastic equations and applications in physics. Hackensack, NJ: World Scientific. 161--211 (2020; Zbl 1454.49031) Full Text: DOI
Azimi, Mahdi; Grecksch, Wilfried Stochastic Itô-Volterra backward equations in Banach spaces. (English) Zbl 1454.60086 Grecksch, Wilfried (ed.) et al., Infinite dimensional and finite dimensional stochastic equations and applications in physics. Hackensack, NJ: World Scientific. 61-113 (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H15 35R60 60H30 49K45 PDFBibTeX XMLCite \textit{M. Azimi} and \textit{W. Grecksch}, in: Infinite dimensional and finite dimensional stochastic equations and applications in physics. Hackensack, NJ: World Scientific. 61--113 (2020; Zbl 1454.60086) Full Text: DOI
Capuani, Rossana; Gilmore, Steven; Nguyen, Khai T. A model of debt with bankruptcy risk and currency devaluation. (English) Zbl 1451.49029 Minimax Theory Appl. 5, No. 2, 251-274 (2020). MSC: 49K45 49N90 91G80 35F21 49N35 49S05 PDFBibTeX XMLCite \textit{R. Capuani} et al., Minimax Theory Appl. 5, No. 2, 251--274 (2020; Zbl 1451.49029) Full Text: arXiv Link
Pan, Shiliang; Zhang, Qimin; Anke, Meyer-Baese Near-optimal control of a stochastic vegetation-water system with reaction diffusion. (English) Zbl 1460.92236 Math. Methods Appl. Sci. 43, No. 9, 6043-6061 (2020). MSC: 92D40 93E20 93C95 49K45 PDFBibTeX XMLCite \textit{S. Pan} et al., Math. Methods Appl. Sci. 43, No. 9, 6043--6061 (2020; Zbl 1460.92236) Full Text: DOI
Biffis, Enrico; Gozzi, Fausto; Prosdocimi, Cecilia Optimal portfolio choice with path dependent labor income: the infinite horizon case. (English) Zbl 1451.49031 SIAM J. Control Optim. 58, No. 4, 1906-1938 (2020). MSC: 49L20 49K45 35R15 91G10 91G80 34K50 PDFBibTeX XMLCite \textit{E. Biffis} et al., SIAM J. Control Optim. 58, No. 4, 1906--1938 (2020; Zbl 1451.49031) Full Text: DOI arXiv
Nguyen, Son L.; Nguyen, Dung T.; Yin, George A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems. (English) Zbl 1460.60082 ESAIM, Control Optim. Calc. Var. 26, Paper No. 69, 26 p. (2020). MSC: 60J25 49K45 49N80 60J60 93E20 PDFBibTeX XMLCite \textit{S. L. Nguyen} et al., ESAIM, Control Optim. Calc. Var. 26, Paper No. 69, 26 p. (2020; Zbl 1460.60082) Full Text: DOI
Kouri, D. P.; Surowiec, T. M. Risk-averse optimal control of semilinear elliptic PDEs. (English) Zbl 1448.49006 ESAIM, Control Optim. Calc. Var. 26, Paper No. 53, 19 p. (2020). MSC: 49J20 49J55 49K20 49K45 90C15 35J61 PDFBibTeX XMLCite \textit{D. P. Kouri} and \textit{T. M. Surowiec}, ESAIM, Control Optim. Calc. Var. 26, Paper No. 53, 19 p. (2020; Zbl 1448.49006) Full Text: DOI Link
Zhang, Deng Optimal bilinear control of stochastic nonlinear Schrödinger equations: mass-(sub)critical case. (English) Zbl 1447.60127 Probab. Theory Relat. Fields 178, No. 1-2, 69-120 (2020). MSC: 60H15 35Q40 49K20 35J10 49K45 PDFBibTeX XMLCite \textit{D. Zhang}, Probab. Theory Relat. Fields 178, No. 1--2, 69--120 (2020; Zbl 1447.60127) Full Text: DOI arXiv
Antonyuk, Svitlana V.; Byrka, Marian F.; Gorbatenko, Mykola Y.; Lukashiv, Taras O.; Malyk, Igor V. Optimal control of stochastic dynamic systems of a random structure with Poisson switches and Markov switching. (English) Zbl 1489.93131 J. Math. 2020, Article ID 9457152, 9 p. (2020). MSC: 93E20 49K45 49L20 60H10 60J76 PDFBibTeX XMLCite \textit{S. V. Antonyuk} et al., J. Math. 2020, Article ID 9457152, 9 p. (2020; Zbl 1489.93131) Full Text: DOI
Dhayal, Rajesh; Malik, Muslim; Abbas, Syed; Debbouche, Amar Optimal controls for second-order stochastic differential equations driven by mixed-fractional Brownian motion with impulses. (English) Zbl 1448.49034 Math. Methods Appl. Sci. 43, No. 7, 4107-4124 (2020). Reviewer: Hector Jasso (Ciudad de México) MSC: 49K45 49N25 37L55 47D09 65C30 60G22 PDFBibTeX XMLCite \textit{R. Dhayal} et al., Math. Methods Appl. Sci. 43, No. 7, 4107--4124 (2020; Zbl 1448.49034) Full Text: DOI
Lefebvre, Mario A stochastic model for computer virus propagation. (English) Zbl 1477.68032 J. Dyn. Games 7, No. 2, 163-174 (2020). MSC: 68M11 49K45 49L20 49N70 68M25 91A15 91A23 91A80 PDFBibTeX XMLCite \textit{M. Lefebvre}, J. Dyn. Games 7, No. 2, 163--174 (2020; Zbl 1477.68032) Full Text: DOI
Barbu, Viorel; Röckner, Michael; Zhang, Deng Optimal control of nonlinear stochastic differential equations on Hilbert spaces. (English) Zbl 1446.49022 SIAM J. Control Optim. 58, No. 4, 2383-2410 (2020). MSC: 49K45 49K20 35R60 60H15 47B44 47D07 49K27 PDFBibTeX XMLCite \textit{V. Barbu} et al., SIAM J. Control Optim. 58, No. 4, 2383--2410 (2020; Zbl 1446.49022) Full Text: DOI arXiv
Burzoni, Matteo; Ignazio, Vincenzo; Reppen, A. Max; Soner, H. M. Viscosity solutions for controlled McKean-Vlasov jump-diffusions. (English) Zbl 1472.49054 SIAM J. Control Optim. 58, No. 3, 1676-1699 (2020). Reviewer: Akram Ben Aissa (Monastir) MSC: 49K45 35Q91 45K05 35D40 60B05 60J76 60J60 PDFBibTeX XMLCite \textit{M. Burzoni} et al., SIAM J. Control Optim. 58, No. 3, 1676--1699 (2020; Zbl 1472.49054) Full Text: DOI arXiv
Han, Yuecai; Li, Zheng Maximum principle of discrete stochastic control system driven by both fractional noise and white noise. (English) Zbl 1459.49014 Discrete Dyn. Nat. Soc. 2020, Article ID 1959050, 10 p. (2020). MSC: 49K45 49K21 60H30 93C55 93E20 PDFBibTeX XMLCite \textit{Y. Han} and \textit{Z. Li}, Discrete Dyn. Nat. Soc. 2020, Article ID 1959050, 10 p. (2020; Zbl 1459.49014) Full Text: DOI
Pérez, José-Luis; Yamazaki, Kazutoshi Optimality of hybrid continuous and periodic barrier strategies in the dual model. (English) Zbl 1464.60043 Appl. Math. Optim. 82, No. 1, 105-133 (2020). MSC: 60G51 49K45 91G05 93E20 PDFBibTeX XMLCite \textit{J.-L. Pérez} and \textit{K. Yamazaki}, Appl. Math. Optim. 82, No. 1, 105--133 (2020; Zbl 1464.60043) Full Text: DOI arXiv
An, Qiguang; Zhu, Qingfeng Partially observed nonzero-sum differential game of BSDEs with delay and applications. (English) Zbl 1459.91019 Math. Probl. Eng. 2020, Article ID 3518961, 10 p. (2020). MSC: 91A23 49K45 49N70 93E20 PDFBibTeX XMLCite \textit{Q. An} and \textit{Q. Zhu}, Math. Probl. Eng. 2020, Article ID 3518961, 10 p. (2020; Zbl 1459.91019) Full Text: DOI
Li, Ruijing; Hu, Chaozhu Maximum principle for near-optimality of mean-field FBSDEs. (English) Zbl 1459.49023 Math. Probl. Eng. 2020, Article ID 8572959, 16 p. (2020). MSC: 49N80 49K45 93E20 60H10 PDFBibTeX XMLCite \textit{R. Li} and \textit{C. Hu}, Math. Probl. Eng. 2020, Article ID 8572959, 16 p. (2020; Zbl 1459.49023) Full Text: DOI
Chen, Yan; Xu, Jie The delayed doubly stochastic linear quadratic optimal control problem. (English) Zbl 1459.93189 Math. Probl. Eng. 2020, Article ID 2759580, 10 p. (2020). MSC: 93E20 60H10 34K50 49K45 49N10 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{J. Xu}, Math. Probl. Eng. 2020, Article ID 2759580, 10 p. (2020; Zbl 1459.93189) Full Text: DOI
Huang, Hong; Wang, Xiangrong; Li, Ying A necessary condition for optimal control of forward-backward stochastic control system with Lévy process in nonconvex control domain case. (English) Zbl 1459.93191 Math. Probl. Eng. 2020, Article ID 1768507, 11 p. (2020). MSC: 93E20 49K45 PDFBibTeX XMLCite \textit{H. Huang} et al., Math. Probl. Eng. 2020, Article ID 1768507, 11 p. (2020; Zbl 1459.93191) Full Text: DOI
Dolinsky, Yan; Gottesman, Benjamin; Gurel-Gurevich, Ori A note on costs minimization with stochastic target constraints. (English) Zbl 1440.49023 Electron. Commun. Probab. 25, Paper No. 11, 12 p. (2020). Reviewer: Nikolaos Halidias (Athína) MSC: 49J55 60H30 93E20 49K45 49J15 PDFBibTeX XMLCite \textit{Y. Dolinsky} et al., Electron. Commun. Probab. 25, Paper No. 11, 12 p. (2020; Zbl 1440.49023) Full Text: DOI arXiv Euclid
Chen, Xin; Zhu, Yuanguo; Shen, Jiayu Input-output dynamic model for optimal environmental pollution control. (English) Zbl 1481.91137 Appl. Math. Modelling 83, 301-321 (2020). MSC: 91B76 49K45 49N90 PDFBibTeX XMLCite \textit{X. Chen} et al., Appl. Math. Modelling 83, 301--321 (2020; Zbl 1481.91137) Full Text: DOI
Breitenbach, Tim; Borzì, Alfio The Pontryagin maximum principle for solving Fokker-Planck optimal control problems. (English) Zbl 1447.49029 Comput. Optim. Appl. 76, No. 2, 499-533 (2020). Reviewer: Souvik Roy (Arlington) MSC: 49J52 49K20 49K45 35Q84 49M05 PDFBibTeX XMLCite \textit{T. Breitenbach} and \textit{A. Borzì}, Comput. Optim. Appl. 76, No. 2, 499--533 (2020; Zbl 1447.49029) Full Text: DOI
Wang, Tianxiao Necessary conditions of Pontraygin’s type for general controlled stochastic Volterra integral equations. (English) Zbl 1441.93349 ESAIM, Control Optim. Calc. Var. 26, Paper No. 16, 29 p. (2020). MSC: 93E20 60H20 49K45 PDFBibTeX XMLCite \textit{T. Wang}, ESAIM, Control Optim. Calc. Var. 26, Paper No. 16, 29 p. (2020; Zbl 1441.93349) Full Text: DOI
Zhang, Xiaofeng; Yuan, Rong Sufficient and necessary conditions for stochastic near-optimal controls: a stochastic chemostat model with non-zero cost inhibiting. (English) Zbl 1481.92091 Appl. Math. Modelling 78, 601-626 (2020). MSC: 92C99 92D25 49K45 93E20 PDFBibTeX XMLCite \textit{X. Zhang} and \textit{R. Yuan}, Appl. Math. Modelling 78, 601--626 (2020; Zbl 1481.92091) Full Text: DOI
Liu, Fengjun; Niu, Yingjie; Zou, Zhentao Incomplete markets, Knightian uncertainty and high-water marks. (English) Zbl 1525.91110 Oper. Res. Lett. 48, No. 2, 195-201 (2020). MSC: 91B41 49K45 49L20 93E20 PDFBibTeX XMLCite \textit{F. Liu} et al., Oper. Res. Lett. 48, No. 2, 195--201 (2020; Zbl 1525.91110) Full Text: DOI
Wrzaczek, Stefan; Kuhn, Michael; Frankovic, Ivan Using age structure for a multi-stage optimal control model with random switching time. (English) Zbl 1507.49015 J. Optim. Theory Appl. 184, No. 3, 1065-1082 (2020). MSC: 49J55 49K15 34K35 49K45 93E20 PDFBibTeX XMLCite \textit{S. Wrzaczek} et al., J. Optim. Theory Appl. 184, No. 3, 1065--1082 (2020; Zbl 1507.49015) Full Text: DOI
Beuchat, Paul Nathaniel; Georghiou, Angelos; Lygeros, John Performance guarantees for model-based approximate dynamic programming in continuous spaces. (English) Zbl 1483.90172 IEEE Trans. Autom. Control 65, No. 1, 143-158 (2020). MSC: 90C39 49L20 49K45 93E20 PDFBibTeX XMLCite \textit{P. N. Beuchat} et al., IEEE Trans. Autom. Control 65, No. 1, 143--158 (2020; Zbl 1483.90172) Full Text: DOI arXiv
Świȩch, Andrzej Viscosity solutions to HJB equations for boundary-noise and boundary-control problems. (English) Zbl 1473.35613 SIAM J. Control Optim. 58, No. 1, 303-326 (2020). Reviewer: Florian Mannel (Graz) MSC: 35Q93 35R15 49K45 49L20 49L25 60H15 93E20 PDFBibTeX XMLCite \textit{A. Świȩch}, SIAM J. Control Optim. 58, No. 1, 303--326 (2020; Zbl 1473.35613) Full Text: DOI
Zhang, Huanjun; Yan, Zhiguo Backward stochastic optimal control with mixed deterministic controller and random controller and its applications in linear-quadratic control. (English) Zbl 1433.49040 Appl. Math. Comput. 369, Article ID 124842, 11 p. (2020). MSC: 49K45 49N10 60H10 93E20 93E15 PDFBibTeX XMLCite \textit{H. Zhang} and \textit{Z. Yan}, Appl. Math. Comput. 369, Article ID 124842, 11 p. (2020; Zbl 1433.49040) Full Text: DOI
Wu, Ai-Guo; Sun, Hui-Jie; Zhang, Ying A novel iterative algorithm for solving coupled Riccati equations. (English) Zbl 1433.93156 Appl. Math. Comput. 364, Article ID 124645, 14 p. (2020). MSC: 93E20 49K45 49N10 60J28 65H10 93D15 93E03 PDFBibTeX XMLCite \textit{A.-G. Wu} et al., Appl. Math. Comput. 364, Article ID 124645, 14 p. (2020; Zbl 1433.93156) Full Text: DOI
Zoppoli, Riccardo; Sanguineti, Marcello; Gnecco, Giorgio; Parisini, Thomas Neural approximations for optimal control and decision. (English) Zbl 1440.49002 Communications and Control Engineering. Cham: Springer (ISBN 978-3-030-29691-9/hbk; 978-3-030-29693-3/ebook). xviii, 517 p. (2020). Reviewer: Vyacheslav I. Maksimov (Yekaterinburg) MSC: 49-02 90-02 90C30 49K45 49M25 92B20 PDFBibTeX XMLCite \textit{R. Zoppoli} et al., Neural approximations for optimal control and decision. Cham: Springer (2020; Zbl 1440.49002) Full Text: DOI
Ji, Shaolin; Xu, Rundong A Stochastic Maximum Principle for Forward-backward Stochastic Control Systems with Quadratic Generators and Sample-wise Constraints. arXiv:2010.16065 Preprint, arXiv:2010.16065 [math.OC] (2020). MSC: 93E20 60H10 49K45 BibTeX Cite \textit{S. Ji} and \textit{R. Xu}, ``A Stochastic Maximum Principle for Forward-backward Stochastic Control Systems with Quadratic Generators and Sample-wise Constraints'', Preprint, arXiv:2010.16065 [math.OC] (2020) Full Text: arXiv OA License
Monoyios, Michael Infinite horizon utility maximisation from inter-temporal wealth. arXiv:2009.00972 Preprint, arXiv:2009.00972 [q-fin.PM] (2020). MSC: 91G10 49J55 49K45 BibTeX Cite \textit{M. Monoyios}, ``Infinite horizon utility maximisation from inter-temporal wealth'', Preprint, arXiv:2009.00972 [q-fin.PM] (2020) Full Text: arXiv OA License
Vladimirov, Igor G.; Petersen, Ian R. Mean Square Optimal Control by Interconnection for Linear Stochastic Hamiltonian Systems. arXiv:2007.11649 Preprint, arXiv:2007.11649 [eess.SY] (2020). MSC: 37K05 60H10 93C05 60G15 93E20 49K45 BibTeX Cite \textit{I. G. Vladimirov} and \textit{I. R. Petersen}, ``Mean Square Optimal Control by Interconnection for Linear Stochastic Hamiltonian Systems'', Preprint, arXiv:2007.11649 [eess.SY] (2020) Full Text: arXiv OA License
Shi, Jingtao; Wang, Guangchen A Linear-Quadratic Stackelberg Differential Game with Mixed Deterministic and Stochastic Controls. arXiv:2004.00653 Preprint, arXiv:2004.00653 [math.OC] (2020). MSC: 93E20 49K45 49N10 49N70 60H10 BibTeX Cite \textit{J. Shi} and \textit{G. Wang}, ``A Linear-Quadratic Stackelberg Differential Game with Mixed Deterministic and Stochastic Controls'', Preprint, arXiv:2004.00653 [math.OC] (2020) Full Text: arXiv OA License
Sun, Yun; Zhu, Yuanguo Optimal control of a multifactor uncertain system. (English) Zbl 1507.49024 Int. J. Uncertain. Fuzziness Knowl.-Based Syst. 27, No. 3, 397-414 (2019). MSC: 49K45 91A05 91A23 49N70 91A15 PDFBibTeX XMLCite \textit{Y. Sun} and \textit{Y. Zhu}, Int. J. Uncertain. Fuzziness Knowl.-Based Syst. 27, No. 3, 397--414 (2019; Zbl 1507.49024) Full Text: DOI
Pironneau, Olivier; Laurière, Mathieu Risk, optimization and meanfield type control. (English) Zbl 1493.49028 Minisci, Edmondo (ed.) et al., Advances in evolutionary and deterministic methods for design, optimization and control in engineering and sciences. Proceedings of the 11th international conference, EUROGEN-2015, Glasgow, UK, September 14–16, 2015. Cham: Springer. Comput. Methods Appl. Sci. 48, 3-16 (2019). MSC: 49K45 91A15 PDFBibTeX XMLCite \textit{O. Pironneau} and \textit{M. Laurière}, Comput. Methods Appl. Sci. 48, 3--16 (2019; Zbl 1493.49028) Full Text: DOI
Agram, Nacira; Øksendal, Bernt; Yakhlef, Samia New approach to optimal control of stochastic Volterra integral equations. (English) Zbl 1498.93769 Stochastics 91, No. 6, 873-894 (2019). MSC: 93E20 49K45 60H20 45D05 PDFBibTeX XMLCite \textit{N. Agram} et al., Stochastics 91, No. 6, 873--894 (2019; Zbl 1498.93769) Full Text: DOI arXiv
Melnikova, Lidiya; Rozenberg, Valeriy One dynamical input reconstruction problem: tuning of solving algorithm via numerical experiments. (English) Zbl 1484.49063 AIMS Math. 4, No. 3, 699-713 (2019). MSC: 49N45 49K45 60H10 93B30 49K15 93E12 PDFBibTeX XMLCite \textit{L. Melnikova} and \textit{V. Rozenberg}, AIMS Math. 4, No. 3, 699--713 (2019; Zbl 1484.49063) Full Text: DOI
Chen, Li; Wang, Jiandong Maximum principle for delayed stochastic mean-field control problem with state constraint. (English) Zbl 1485.93625 Adv. Difference Equ. 2019, Paper No. 348, 25 p. (2019). MSC: 93E20 60H10 49K45 49N10 PDFBibTeX XMLCite \textit{L. Chen} and \textit{J. Wang}, Adv. Difference Equ. 2019, Paper No. 348, 25 p. (2019; Zbl 1485.93625) Full Text: DOI
Bolten, Matthias; Hahn, Camilla Using composite finite elements for shape optimization with a stochastic objective functional. (English) Zbl 1469.65162 Faragó, István (ed.) et al., Progress in industrial mathematics at ECMI 2018. Proceedings of the 20th European conference on mathematics for industry, ECMI 2018, Budapest, Hungary, June 18–22, 2018. Cham: Springer. Math. Ind. 30, 515-520 (2019). MSC: 65N30 49K45 49Q10 PDFBibTeX XMLCite \textit{M. Bolten} and \textit{C. Hahn}, Math. Ind. 30, 515--520 (2019; Zbl 1469.65162) Full Text: DOI
Göttlich, Simone; Korn, Ralf; Lux, Kerstin Optimal inflow control penalizing undersupply in transport systems with uncertain demands. (English) Zbl 1469.93115 Faragó, István (ed.) et al., Progress in industrial mathematics at ECMI 2018. Proceedings of the 20th European conference on mathematics for industry, ECMI 2018, Budapest, Hungary, June 18–22, 2018. Cham: Springer. Math. Ind. 30, 485-490 (2019). MSC: 93E20 49K45 60J70 PDFBibTeX XMLCite \textit{S. Göttlich} et al., Math. Ind. 30, 485--490 (2019; Zbl 1469.93115) Full Text: DOI arXiv
Barbu, Viorel; Sîrbu, Mihai A dual representation result for value functions in stochastic control of infinite dimensional groups. (English) Zbl 1458.49028 Topol. Methods Nonlinear Anal. 54, No. 2B, 907-916 (2019). MSC: 49N15 49K45 93E20 93C05 93C25 PDFBibTeX XMLCite \textit{V. Barbu} and \textit{M. Sîrbu}, Topol. Methods Nonlinear Anal. 54, No. 2B, 907--916 (2019; Zbl 1458.49028) Full Text: DOI Euclid
Mu, Xiaojie; Zhang, Qimin; Wang, Zong Sufficient condition for near-optimal control of a stochastic SIRS epidemic model. (Chinese. English summary) Zbl 1463.49038 Acta Math. Appl. Sin. 42, No. 4, 442-454 (2019). MSC: 49K45 60H10 92D30 PDFBibTeX XMLCite \textit{X. Mu} et al., Acta Math. Appl. Sin. 42, No. 4, 442--454 (2019; Zbl 1463.49038)
Grote, Marcus J.; Nahum, Uri Adaptive eigenspace for multi-parameter inverse scattering problems. (English) Zbl 1442.49032 Comput. Math. Appl. 77, No. 12, 3264-3280 (2019). MSC: 49K45 35J05 35J25 35P25 35R30 78A46 PDFBibTeX XMLCite \textit{M. J. Grote} and \textit{U. Nahum}, Comput. Math. Appl. 77, No. 12, 3264--3280 (2019; Zbl 1442.49032) Full Text: DOI
Li, Zhipeng; Cai, Qianqian; Ren, Zhigang; Zhang, Huanshui; Fu, Minyue; Wu, Zongze Optimal control of a class of semi-linear stochastic evolution equations with applications. (English) Zbl 1434.49024 IET Control Theory Appl. 13, No. 4, 602-608 (2019). MSC: 49K45 49K20 93E20 PDFBibTeX XMLCite \textit{Z. Li} et al., IET Control Theory Appl. 13, No. 4, 602--608 (2019; Zbl 1434.49024) Full Text: DOI
Burzoni, Matteo; Frittelli, Marco; Hou, Zhaoxu; Maggis, Marco; Obłój, Jan Pointwise arbitrage pricing theory in discrete time. (English) Zbl 1437.90159 Math. Oper. Res. 44, No. 3, 1034-1057 (2019). MSC: 90C46 90C47 90C17 91G20 49K45 49N15 60G42 93E20 91G70 PDFBibTeX XMLCite \textit{M. Burzoni} et al., Math. Oper. Res. 44, No. 3, 1034--1057 (2019; Zbl 1437.90159) Full Text: DOI arXiv
Anjidani, Majid; Motlagh, M. R. Jahed; Fathy, M.; Ahmadabadi, M. Nili A novel online gait optimization approach for biped robots with point-feet. (English) Zbl 1437.49002 ESAIM, Control Optim. Calc. Var. 25, Paper No. 81, 29 p. (2019). MSC: 49J15 93E35 68T40 49K45 PDFBibTeX XMLCite \textit{M. Anjidani} et al., ESAIM, Control Optim. Calc. Var. 25, Paper No. 81, 29 p. (2019; Zbl 1437.49002) Full Text: DOI
Bonnet, Benoît A Pontryagin maximum principle in Wasserstein spaces for constrained optimal control problems. (English) Zbl 1442.49025 ESAIM, Control Optim. Calc. Var. 25, Paper No. 52, 38 p. (2019). Reviewer: Hannemann-Tamás (Aachen) MSC: 49K20 49K27 49K45 58E25 49J52 PDFBibTeX XMLCite \textit{B. Bonnet}, ESAIM, Control Optim. Calc. Var. 25, Paper No. 52, 38 p. (2019; Zbl 1442.49025) Full Text: DOI arXiv
Madankan, Ali; Delavarkhalafi, Ali; Karbassi, S. M.; Adibnia, F. Resource allocation in cloud computing via optimal control to queuing systems. (English) Zbl 1439.49049 Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat. Model. Program. 12, No. 4, 67-81 (2019). MSC: 49K45 49J20 93E20 68M20 90B22 68Q85 PDFBibTeX XMLCite \textit{A. Madankan} et al., Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat. Model. Program. 12, No. 4, 67--81 (2019; Zbl 1439.49049) Full Text: DOI MNR
Subramani, Deepak N.; Lermusiaux, Pierre F. J. Risk-optimal path planning in stochastic dynamic environments. (English) Zbl 1441.93348 Comput. Methods Appl. Mech. Eng. 353, 391-415 (2019). MSC: 93E20 49K45 60H15 60-08 91B06 PDFBibTeX XMLCite \textit{D. N. Subramani} and \textit{P. F. J. Lermusiaux}, Comput. Methods Appl. Mech. Eng. 353, 391--415 (2019; Zbl 1441.93348) Full Text: DOI
Zav’yalova, Tat’yana Viktorovna The small parameter method for solving the problem of optimal stabilization of systems with random structure and random jumps of the phase vector. (Russian. English summary) Zbl 1473.49039 Differ. Uravn. Protsessy Upr. 2019, No. 4, 86-103 (2019). MSC: 49N10 49K45 93E15 90C31 60K37 PDFBibTeX XMLCite \textit{T. V. Zav'yalova}, Differ. Uravn. Protsessy Upr. 2019, No. 4, 86--103 (2019; Zbl 1473.49039) Full Text: Link