Pun, Chi Seng; Ye, Zi Optimal dynamic mean-variance portfolio subject to proportional transaction costs and no-shorting constraint. (English) Zbl 1479.91363 Automatica 135, Article ID 109986, 9 p. (2022). MSC: 91G10 93E20 90C39 PDF BibTeX XML Cite \textit{C. S. Pun} and \textit{Z. Ye}, Automatica 135, Article ID 109986, 9 p. (2022; Zbl 1479.91363) Full Text: DOI OpenURL
Tami, Ramdane; Zheng, Gang; Boutat, Driss; Aubry, Didier; Wang, Haoping Partial observer normal form for nonlinear system. (English) Zbl 1329.93039 Automatica 64, 54-62 (2016). MSC: 93B07 93B10 93C10 93B17 PDF BibTeX XML Cite \textit{R. Tami} et al., Automatica 64, 54--62 (2016; Zbl 1329.93039) Full Text: DOI Link OpenURL
Jin, Zhuo; Yang, Hailiang; Yin, Gang George Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections. (English) Zbl 1364.93863 Automatica 49, No. 8, 2317-2329 (2013). MSC: 93E20 91G10 60J10 60J75 93C10 49J40 PDF BibTeX XML Cite \textit{Z. Jin} et al., Automatica 49, No. 8, 2317--2329 (2013; Zbl 1364.93863) Full Text: DOI Link OpenURL
Jin, Zhuo; Yin, G.; Zhu, Chao Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation. (English) Zbl 1267.93184 Automatica 48, No. 8, 1489-1501 (2012). MSC: 93E20 91B30 91G10 60J10 PDF BibTeX XML Cite \textit{Z. Jin} et al., Automatica 48, No. 8, 1489--1501 (2012; Zbl 1267.93184) Full Text: DOI arXiv Link Link OpenURL
Elliott, Robert J.; Siu, Tak Kuen A BSDE approach to a risk-based optimal investment of an insurer. (English) Zbl 1213.60100 Automatica 47, No. 2, 253-261 (2011). Reviewer: Nikolaos Halidias (Athens) MSC: 60H10 91A23 PDF BibTeX XML Cite \textit{R. J. Elliott} and \textit{T. K. Siu}, Automatica 47, No. 2, 253--261 (2011; Zbl 1213.60100) Full Text: DOI OpenURL