Meng, Qingxin; Dong, Yuchao; Shen, Yang; Tang, Shanjian Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps. (English) Zbl 1501.49018 Appl. Math. Optim. 87, No. 1, Paper No. 3, 51 p. (2023). MSC: 49K45 49K20 90C39 35F21 35R60 60H15 60J65 60J76 PDFBibTeX XMLCite \textit{Q. Meng} et al., Appl. Math. Optim. 87, No. 1, Paper No. 3, 51 p. (2023; Zbl 1501.49018) Full Text: DOI arXiv
Kunisch, Karl; Priyasad, Buddhika Continuous differentiability of the value function of semilinear parabolic infinite time horizon optimal control problems on \(L^2(\Omega)\) Under control constraints. (English) Zbl 1487.49026 Appl. Math. Optim. 85, No. 2, Paper No. 10, 48 p. (2022). Reviewer: Alain Brillard (Riedisheim) MSC: 49K20 35K58 49N35 49J50 35F21 PDFBibTeX XMLCite \textit{K. Kunisch} and \textit{B. Priyasad}, Appl. Math. Optim. 85, No. 2, Paper No. 10, 48 p. (2022; Zbl 1487.49026) Full Text: DOI arXiv
Mei, Hongwei Time-inconsistent risk-sensitive equilibrium for countable-stated Markov decision processes. (English) Zbl 1478.49023 Appl. Math. Optim. 84, No. 2, 1641-1666 (2021). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 49L20 60J10 PDFBibTeX XMLCite \textit{H. Mei}, Appl. Math. Optim. 84, No. 2, 1641--1666 (2021; Zbl 1478.49023) Full Text: DOI arXiv
Bensoussan, A.; Chau, M. H. M.; Yam, S. C. P. Mean field games with a dominating player. (English) Zbl 1348.49031 Appl. Math. Optim. 74, No. 1, 91-128 (2016). MSC: 49N70 49K45 49J55 49N10 91A23 91A15 60H10 93E20 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Appl. Math. Optim. 74, No. 1, 91--128 (2016; Zbl 1348.49031) Full Text: DOI arXiv
Spiliopoulos, Konstantinos Large deviations and importance sampling for systems of slow-fast motion. (English) Zbl 1259.93136 Appl. Math. Optim. 67, No. 1, 123-161 (2013). MSC: 93E20 60H10 93C57 PDFBibTeX XMLCite \textit{K. Spiliopoulos}, Appl. Math. Optim. 67, No. 1, 123--161 (2013; Zbl 1259.93136) Full Text: DOI arXiv
Lempa, Jukka Optimal stopping with information constraint. (English) Zbl 1269.93134 Appl. Math. Optim. 66, No. 2, 147-173 (2012). MSC: 93E20 49L20 91G10 PDFBibTeX XMLCite \textit{J. Lempa}, Appl. Math. Optim. 66, No. 2, 147--173 (2012; Zbl 1269.93134) Full Text: DOI Link
Luo, Jun; Krylov, N. V. On the rate of convergence of the finite-difference approximations for parabolic Bellman equations with constant coefficients. (English) Zbl 1166.49026 Appl. Math. Optim. 58, No. 3, 315-344 (2008). MSC: 49L20 49M25 35A35 35K55 65M06 49K15 PDFBibTeX XMLCite \textit{J. Luo} and \textit{N. V. Krylov}, Appl. Math. Optim. 58, No. 3, 315--344 (2008; Zbl 1166.49026) Full Text: DOI
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Leizarowitz, Arie Optimal trajectories of infinite-horizon deterministic control systems. (English) Zbl 0687.49015 Appl. Math. Optimization 19, No. 1, 11-32 (1989). Reviewer: A.Leizarowitz MSC: 49K10 34A60 49L20 PDFBibTeX XMLCite \textit{A. Leizarowitz}, Appl. Math. Optim. 19, No. 1, 11--32 (1989; Zbl 0687.49015) Full Text: DOI