Hao, Wenjing; Qiu, Zhijian; Li, Lu The investment and reinsurance game of insurers and reinsurers with default risk under CEV model. (English) Zbl 07792467 RAIRO, Oper. Res. 57, No. 5, 2853-2872 (2023). MSC: 62P05 91B30 93E20 PDFBibTeX XMLCite \textit{W. Hao} et al., RAIRO, Oper. Res. 57, No. 5, 2853--2872 (2023; Zbl 07792467) Full Text: DOI
Zeng, Qing-Guo; Pan, Yu-Si; Zhang, Jian Search for the signal of vector-like bottom quark at LHeC in the final state with \(3b\)-jets. (English) Zbl 07747981 Nucl. Phys., B 995, Article ID 116347, 14 p. (2023). MSC: 81V22 70H20 81Q12 78A40 60G35 62F25 81-05 PDFBibTeX XMLCite \textit{Q.-G. Zeng} et al., Nucl. Phys., B 995, Article ID 116347, 14 p. (2023; Zbl 07747981) Full Text: DOI
Perepelkin, E. E.; Sadovnikov, B. I.; Inozemtseva, N. G.; Korepanova, A. A. Dispersion chain of quantum mechanics equations. (English) Zbl 1521.81072 J. Phys. A, Math. Theor. 56, No. 14, Article ID 145202, 42 p. (2023). MSC: 81Q05 81S30 81U30 35Q83 51J15 62G32 78A40 70H20 35Q61 PDFBibTeX XMLCite \textit{E. E. Perepelkin} et al., J. Phys. A, Math. Theor. 56, No. 14, Article ID 145202, 42 p. (2023; Zbl 1521.81072) Full Text: DOI arXiv
Duan, Shida; Liang, Zhibin Optimal investment and reinsurance on survival and growth problems for the risk model with common shock dependence. (English) Zbl 1505.91327 RAIRO, Oper. Res. 56, No. 5, 3611-3634 (2022). MSC: 91G05 93E20 49L12 62P05 PDFBibTeX XMLCite \textit{S. Duan} and \textit{Z. Liang}, RAIRO, Oper. Res. 56, No. 5, 3611--3634 (2022; Zbl 1505.91327) Full Text: DOI
Tian, Linlin; Bai, Lihua Minimizing ruin probability under the sparre Anderson model. (English) Zbl 07533625 Commun. Stat., Theory Methods 51, No. 6, 1622-1636 (2022). MSC: 49L25 93E20 62-XX PDFBibTeX XMLCite \textit{L. Tian} and \textit{L. Bai}, Commun. Stat., Theory Methods 51, No. 6, 1622--1636 (2022; Zbl 07533625) Full Text: DOI arXiv
Molina-Fructuoso, Martin; Murray, Ryan Tukey depths and Hamilton-Jacobi differential equations. (English) Zbl 1490.35478 SIAM J. Math. Data Sci. 4, No. 2, 604-633 (2022). MSC: 35Q62 62H05 62G35 35F21 60C05 PDFBibTeX XMLCite \textit{M. Molina-Fructuoso} and \textit{R. Murray}, SIAM J. Math. Data Sci. 4, No. 2, 604--633 (2022; Zbl 1490.35478) Full Text: DOI arXiv
Ennaji, Hamza; Igbida, Noureddine; Nguyen, Van Thanh Continuous Lambertian shape from shading: a primal-dual algorithm. (English) Zbl 1492.49031 ESAIM, Math. Model. Numer. Anal. 56, No. 2, 485-504 (2022). Reviewer: Alpár R. Mészáros (Durham) MSC: 49L25 62H35 65K10 49Q22 78A05 35F21 35D40 PDFBibTeX XMLCite \textit{H. Ennaji} et al., ESAIM, Math. Model. Numer. Anal. 56, No. 2, 485--504 (2022; Zbl 1492.49031) Full Text: DOI
Calder, Jeff; Ettehad, Mahmood Hamilton-Jacobi equations on graphs with applications to semi-supervised learning and data depth. arXiv:2202.08789 Preprint, arXiv:2202.08789 [math.AP] (2022). MSC: 35D40 65N06 35F21 49L12 35Q68 62R07 BibTeX Cite \textit{J. Calder} and \textit{M. Ettehad}, ``Hamilton-Jacobi equations on graphs with applications to semi-supervised learning and data depth'', Preprint, arXiv:2202.08789 [math.AP] (2022) Full Text: arXiv OA License
Darbon, Jérôme; Langlois, Gabriel P. On Bayesian posterior mean estimators in imaging sciences and Hamilton-Jacobi partial differential equations. (English) Zbl 1525.94008 J. Math. Imaging Vis. 63, No. 7, 821-854 (2021). MSC: 94A08 94A12 49N45 62F15 35F21 35F25 68U10 PDFBibTeX XMLCite \textit{J. Darbon} and \textit{G. P. Langlois}, J. Math. Imaging Vis. 63, No. 7, 821--854 (2021; Zbl 1525.94008) Full Text: DOI arXiv
Bayraktar, Erhan; Poor, H. Vincent; Zhang, Xin Malicious experts versus the multiplicative weights algorithm in online prediction. (English) Zbl 1473.93010 IEEE Trans. Inf. Theory 67, No. 1, 559-565 (2021). MSC: 93E20 62M20 49L25 62B10 PDFBibTeX XMLCite \textit{E. Bayraktar} et al., IEEE Trans. Inf. Theory 67, No. 1, 559--565 (2021; Zbl 1473.93010) Full Text: DOI arXiv
Zou, Jingjing; Lederer, David J.; Rabinowitz, Daniel Efficiency in lung transplant allocation strategies. (English) Zbl 1470.62170 Ann. Appl. Stat. 14, No. 3, 1088-1121 (2020). MSC: 62P10 62C25 PDFBibTeX XMLCite \textit{J. Zou} et al., Ann. Appl. Stat. 14, No. 3, 1088--1121 (2020; Zbl 1470.62170) Full Text: DOI arXiv Euclid
Kasumo, Christian; Kasozi, Juma; Kuznetsov, Dmitry Dividend maximization under a set ruin probability target in the presence of proportional and excess-of-loss reinsurance. (English) Zbl 1447.91141 Appl. Appl. Math. 15, No. 1, 13-37 (2020). MSC: 91G05 45D05 62P05 PDFBibTeX XMLCite \textit{C. Kasumo} et al., Appl. Appl. Math. 15, No. 1, 13--37 (2020; Zbl 1447.91141) Full Text: Link
Allan, Andrew L.; Cohen, Samuel N. Parameter uncertainty in the Kalman-Bucy filter. (English) Zbl 1420.62407 SIAM J. Control Optim. 57, No. 3, 1646-1671 (2019). MSC: 62M20 60G35 93E11 62F86 49L25 PDFBibTeX XMLCite \textit{A. L. Allan} and \textit{S. N. Cohen}, SIAM J. Control Optim. 57, No. 3, 1646--1671 (2019; Zbl 1420.62407) Full Text: DOI arXiv
Abbasi, Bilal; Calder, Jeff; Oberman, Adam M. Anomaly detection and classification for streaming data using PDEs. (English) Zbl 1407.68385 SIAM J. Appl. Math. 78, No. 2, 921-941 (2018). MSC: 68T05 35D40 35F21 35Q68 62H30 68P10 PDFBibTeX XMLCite \textit{B. Abbasi} et al., SIAM J. Appl. Math. 78, No. 2, 921--941 (2018; Zbl 1407.68385) Full Text: DOI arXiv
Kafash, Behzad; Nadizadeh, Ali Solution of stochastic optimal control problems and financial applications. (English) Zbl 1474.91254 J. Math. Ext. 11, No. 4, 27-44 (2017). MSC: 91G80 93E20 93B52 62P05 PDFBibTeX XMLCite \textit{B. Kafash} and \textit{A. Nadizadeh}, J. Math. Ext. 11, No. 4, 27--44 (2017; Zbl 1474.91254) Full Text: Link
Ciaglia, Florio M.; Di Cosmo, Fabio; Marmo, Giuseppe Hamilton-Jacobi theory and information geometry. (English) Zbl 1427.70041 Nielsen, Frank (ed.) et al., Geometric science of information. Third international conference, GSI 2017, Paris, France, November 7–9, 2017. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 10589, 495-502 (2017). MSC: 70H20 37J06 53B05 60E99 62B10 81Q80 94A17 PDFBibTeX XMLCite \textit{F. M. Ciaglia} et al., Lect. Notes Comput. Sci. 10589, 495--502 (2017; Zbl 1427.70041) Full Text: DOI arXiv
Liu, Jingzhen; Yiu, Ka-Fai Cedric; Siu, Tak Kuen; Ching, Wai-Ki Optimal investment-reinsurance with dynamic risk constraint and regime switching. (English) Zbl 1280.91093 Scand. Actuar. J. 2013, No. 4, 263-285 (2013). MSC: 91B30 62P05 62M02 90C90 PDFBibTeX XMLCite \textit{J. Liu} et al., Scand. Actuar. J. 2013, No. 4, 263--285 (2013; Zbl 1280.91093) Full Text: DOI
El Asri, Brahim Stochastic optimal multi-modes switching with a viscosity solution approach. (English) Zbl 1261.60044 Stochastic Processes Appl. 123, No. 2, 579-602 (2013). MSC: 60G40 62P20 91B99 35Q93 49L25 91G10 PDFBibTeX XMLCite \textit{B. El Asri}, Stochastic Processes Appl. 123, No. 2, 579--602 (2013; Zbl 1261.60044) Full Text: DOI arXiv
Vanden-Eijnden, Eric; Weare, Jonathan Rare event simulation of small noise diffusions. (English) Zbl 1268.65015 Commun. Pure Appl. Math. 65, No. 12, 1770-1803 (2012). MSC: 65C60 65C05 65C30 60H15 60H35 35R60 62D05 35F21 PDFBibTeX XMLCite \textit{E. Vanden-Eijnden} and \textit{J. Weare}, Commun. Pure Appl. Math. 65, No. 12, 1770--1803 (2012; Zbl 1268.65015) Full Text: DOI
Bahlali, Khaled; El Asri, Brahim Stochastic optimal control and BSDEs with logarithmic growth. (English) Zbl 1301.60054 Bull. Sci. Math. 136, No. 6, 617-637 (2012). Reviewer: Catherine Rainer (Brest) MSC: 60G40 62P20 91B99 35Q93 49L25 60H10 PDFBibTeX XMLCite \textit{K. Bahlali} and \textit{B. El Asri}, Bull. Sci. Math. 136, No. 6, 617--637 (2012; Zbl 1301.60054) Full Text: DOI arXiv
Wang, Chunwei; Yin, Chuancun The optimal dividend strategy in the perturbed compound Poisson risk model with investment. (Chinese. English summary) Zbl 1265.91098 Acta Math. Sci., Ser. A, Chin. Ed. 31, No. 6, 1567-1578 (2011). MSC: 91B30 49L25 60J65 62P05 PDFBibTeX XMLCite \textit{C. Wang} and \textit{C. Yin}, Acta Math. Sci., Ser. A, Chin. Ed. 31, No. 6, 1567--1578 (2011; Zbl 1265.91098)
Skála, L.; Čížek, J.; Kapsa, V. Quantum mechanics as applied mathematical statistics. (English) Zbl 1221.81060 Ann. Phys. 326, No. 5, 1174-1188 (2011). MSC: 81Q05 70H20 62P35 PDFBibTeX XMLCite \textit{L. Skála} et al., Ann. Phys. 326, No. 5, 1174--1188 (2011; Zbl 1221.81060) Full Text: DOI
Bouchard, Bruno A stochastic target formulation for optimal switching problems in finite horizon. (English) Zbl 1175.60037 Stochastics 81, No. 2, 171-197 (2009). Reviewer: Heinrich Hering (Rockenberg) MSC: 60G40 49L25 49L20 93E20 62L15 PDFBibTeX XMLCite \textit{B. Bouchard}, Stochastics 81, No. 2, 171--197 (2009; Zbl 1175.60037) Full Text: DOI Link HAL
Guillot, Laurence; Bergounioux, Maïtine Existence and uniqueness results for the gradient vector flow and geodesic active contours mixed model. (English) Zbl 1160.49029 Commun. Pure Appl. Anal. 8, No. 4, 1333-1349 (2009). MSC: 49L25 62H35 94A08 PDFBibTeX XMLCite \textit{L. Guillot} and \textit{M. Bergounioux}, Commun. Pure Appl. Anal. 8, No. 4, 1333--1349 (2009; Zbl 1160.49029) Full Text: DOI arXiv
Bruder, Benjamin; Pham, Huyên Impulse control problem on finite horizon with execution delay. (English) Zbl 1159.93361 Stochastic Processes Appl. 119, No. 5, 1436-1469 (2009). MSC: 93E20 62L15 49L20 49L25 49N25 PDFBibTeX XMLCite \textit{B. Bruder} and \textit{H. Pham}, Stochastic Processes Appl. 119, No. 5, 1436--1469 (2009; Zbl 1159.93361) Full Text: DOI arXiv
Lee, Ho-Seok; Choi, U. Jin Optimal policies with a loss risk and a higher borrowing rate. (English) Zbl 1168.62391 Int. J. Contemp. Math. Sci. 3, No. 29-32, 1481-1497 (2008). MSC: 62P05 91B30 90C39 91B28 60H10 49N90 90C90 PDFBibTeX XMLCite \textit{H.-S. Lee} and \textit{U. J. Choi}, Int. J. Contemp. Math. Sci. 3, No. 29--32, 1481--1497 (2008; Zbl 1168.62391) Full Text: Link
Fernández, Begoña; Hernández-Hernández, Daniel; Meda, Ana; Saavedra, Patricia An optimal investment strategy with maximal risk aversion and its ruin probability. (English) Zbl 1175.60069 Math. Methods Oper. Res. 68, No. 1, 159-179 (2008). Reviewer: Alexandra Rodkina (Kingston/Jamaica) MSC: 60H30 91B30 60G44 62P05 60K10 93C20 PDFBibTeX XMLCite \textit{B. Fernández} et al., Math. Methods Oper. Res. 68, No. 1, 159--179 (2008; Zbl 1175.60069) Full Text: DOI
Bayin, Ş. Selçuk Essentials of mathematical methods in science and engineering. (English) Zbl 1157.00007 Hoboken, NJ: John Wiley & Sons (ISBN 978-0-470-34379-1/hbk). xxvii, 802 p. (2008). Reviewer: Bogdan A. Choczewski (Kraków) MSC: 00A06 15-01 15A06 15A09 15A15 15A72 26-01 26A24 26A42 26B10 26B12 26B15 26B20 30-01 30B10 30E20 33-01 33C10 33C45 34-01 34B30 35-01 35J05 35J10 35K05 42-01 42A16 42A38 44-01 44A10 49-01 49S05 53-01 53A45 60-01 60A05 60E05 62-01 62B10 62P35 70-01 70H03 70H20 80-01 80A20 80M30 82-01 82B10 94-01 94A15 94A60 PDFBibTeX XMLCite \textit{Ş. S. Bayin}, Essentials of mathematical methods in science and engineering. Hoboken, NJ: John Wiley \& Sons (2008; Zbl 1157.00007)
Vath, Vathana Ly; Pham, Huyên Explicit solution to an optimal switching problem in the two-regime case. (English) Zbl 1135.60314 SIAM J. Control Optim. 46, No. 2, 395-426 (2007). MSC: 60G40 49L25 62L15 PDFBibTeX XMLCite \textit{V. L. Vath} and \textit{H. Pham}, SIAM J. Control Optim. 46, No. 2, 395--426 (2007; Zbl 1135.60314) Full Text: DOI
Bäuerle, Nicole Traditional versus nontraditional reinsurance in a dynamic setting. (English) Zbl 1091.62101 Scand. Actuar. J. 2004, No. 5, 355-371 (2004). Reviewer: N. M. Zinchenko (Kyïv) MSC: 62P05 91B30 90C39 49L20 60H30 60H10 PDFBibTeX XMLCite \textit{N. Bäuerle}, Scand. Actuar. J. 2004, No. 5, 355--371 (2004; Zbl 1091.62101) Full Text: DOI
Underwood, Robert; Wang, Junping An integral representation and computation for the solution of American options. (English) Zbl 1011.91049 Nonlinear Anal., Real World Appl. 3, No. 2, 259-274 (2002). Reviewer: Anatoliy Swishchuk (Kyïv) MSC: 91G20 49L25 60H10 62P05 35R35 35C15 35G15 PDFBibTeX XMLCite \textit{R. Underwood} and \textit{J. Wang}, Nonlinear Anal., Real World Appl. 3, No. 2, 259--274 (2002; Zbl 1011.91049) Full Text: DOI
Davis, Mark H. A.; Farid, Mohammad A target recognition problem: Sequential analysis and optimal control. (English) Zbl 0865.49023 SIAM J. Control Optimization 34, No. 6, 2116-2132 (1996); corrections ibid. 36, No. 4, 1481-1484 (1998). Reviewer: W.Kotarski (Sosnowiec) MSC: 49L25 49J40 62C10 62L10 62K05 93C15 PDFBibTeX XMLCite \textit{M. H. A. Davis} and \textit{M. Farid}, SIAM J. Control Optim. 34, No. 6, 2116--2132 (1996; Zbl 0865.49023) Full Text: DOI
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Alam, Mansoor; Lynn, J. W.; Sarma, V. V. S. Optimal maintenance policy for equipment subject to random deterioration and random failure. A modern control theory approach. (English) Zbl 0332.93079 Int. J. Systems Sci. 7, 1071-1080 (1976). MSC: 93E20 49K15 49L99 62M99 PDFBibTeX XMLCite \textit{M. Alam} et al., Int. J. Syst. Sci. 7, 1071--1080 (1976; Zbl 0332.93079) Full Text: DOI