Kruk, Łukasz A singular stochastic control problem with direction switching cost. (English) Zbl 07795040 Math. Methods Oper. Res. 98, No. 3, 325-349 (2023). MSC: 93E20 60J65 PDFBibTeX XMLCite \textit{Ł. Kruk}, Math. Methods Oper. Res. 98, No. 3, 325--349 (2023; Zbl 07795040) Full Text: DOI OA License
Bai, Yanfei; Zhou, Zhongbao; Xiao, Helu; Gao, Rui; Zhong, Feimin A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market. (English) Zbl 1485.91206 Math. Methods Oper. Res. 94, No. 3, 341-381 (2021). MSC: 91G05 91A23 91A65 91A80 PDFBibTeX XMLCite \textit{Y. Bai} et al., Math. Methods Oper. Res. 94, No. 3, 341--381 (2021; Zbl 1485.91206) Full Text: DOI
Pan, Jian; Xiao, Qingxian Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks. (English) Zbl 1411.91524 Math. Methods Oper. Res. 85, No. 3, 491-519 (2017). MSC: 91G10 91G30 90C39 PDFBibTeX XMLCite \textit{J. Pan} and \textit{Q. Xiao}, Math. Methods Oper. Res. 85, No. 3, 491--519 (2017; Zbl 1411.91524) Full Text: DOI
Lindensjö, Kristoffer Optimal investment and consumption under partial information. (English) Zbl 1414.91348 Math. Methods Oper. Res. 83, No. 1, 87-107 (2016). MSC: 91G10 91B16 93E20 PDFBibTeX XMLCite \textit{K. Lindensjö}, Math. Methods Oper. Res. 83, No. 1, 87--107 (2016; Zbl 1414.91348) Full Text: DOI
Björk, Tomas; Davis, Mark H. A.; Landén, Camilla Optimal investment under partial information. (English) Zbl 1189.49053 Math. Methods Oper. Res. 71, No. 2, 371-399 (2010). MSC: 49N30 60H30 93C41 91G10 91G80 PDFBibTeX XMLCite \textit{T. Björk} et al., Math. Methods Oper. Res. 71, No. 2, 371--399 (2010; Zbl 1189.49053) Full Text: DOI Link