Christara, Christina C.; Wu, Ruining Penalty and penalty-like methods for nonlinear HJB PDEs. (English) Zbl 07529352 Appl. Math. Comput. 425, Article ID 127015, 19 p. (2022). MSC: 65M06 65M12 91G20 91G60 49M15 PDF BibTeX XML Cite \textit{C. C. Christara} and \textit{R. Wu}, Appl. Math. Comput. 425, Article ID 127015, 19 p. (2022; Zbl 07529352) Full Text: DOI OpenURL
Elliott, Robert; Qiu, Jinniao; Wei, Wenning Neumann problem for backward SPDEs with singular terminal conditions and application in constrained stochastic control under target zone. (English) Zbl 07515385 Stochastic Processes Appl. 148, 68-97 (2022). MSC: 93E20 60H15 91G80 PDF BibTeX XML Cite \textit{R. Elliott} et al., Stochastic Processes Appl. 148, 68--97 (2022; Zbl 07515385) Full Text: DOI OpenURL
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 07511781 Appl. Math. Optim. 85, No. 2, Paper No. 10, 48 p. (2022). Reviewer: Alain Brillard (Riedisheim) MSC: 49K20 35K58 PDF BibTeX XML Cite \textit{K. Kunisch} and \textit{B. Priyasad}, Appl. Math. Optim. 85, No. 2, Paper No. 10, 48 p. (2022; Zbl 07511781) Full Text: DOI OpenURL
Jiang, H.; Gibson, N. L.; Chen, Y. A stochastic model for the optimal allocation of hydropower flexibility in renewable energy markets. (English) Zbl 07511763 Stoch. Models 38, No. 2, 288-307 (2022). MSC: 91B32 91B24 91B74 93E20 49L25 PDF BibTeX XML Cite \textit{H. Jiang} et al., Stoch. Models 38, No. 2, 288--307 (2022; Zbl 07511763) Full Text: DOI OpenURL
Yagasaki, Kazuyuki Optimal control of the SIR epidemic model based on dynamical systems theory. (English) Zbl 07506979 Discrete Contin. Dyn. Syst., Ser. B 27, No. 5, 2501-2513 (2022). MSC: 92D30 49L12 49J15 PDF BibTeX XML Cite \textit{K. Yagasaki}, Discrete Contin. Dyn. Syst., Ser. B 27, No. 5, 2501--2513 (2022; Zbl 07506979) Full Text: DOI OpenURL
Liang, Jin; Huang, Wenlin Optimal control model of an enterprise for single and inheriting periods of carbon emission reduction. (English) Zbl 07501337 Math. Financ. Econ. 16, No. 1, 89-123 (2022). MSC: 91B76 49L25 93E20 PDF BibTeX XML Cite \textit{J. Liang} and \textit{W. Huang}, Math. Financ. Econ. 16, No. 1, 89--123 (2022; Zbl 07501337) Full Text: DOI OpenURL
Li, Na; Wang, Wei Optimal dividend and proportional reinsurance strategy under standard deviation premium principle. (English) Zbl 07493946 Bull. Malays. Math. Sci. Soc. (2) 45, No. 2, 869-888 (2022). Reviewer: Christos E. Kountzakis (Karlovassi) MSC: 91G05 PDF BibTeX XML Cite \textit{N. Li} and \textit{W. Wang}, Bull. Malays. Math. Sci. Soc. (2) 45, No. 2, 869--888 (2022; Zbl 07493946) Full Text: DOI OpenURL
Tian, Linlin; Liu, Zhaoyang Optimal dividend strategies in a renewal risk model with phase-type distributed interclaim times. (English) Zbl 07490299 Appl. Math. Optim. 85, No. 1, 1-26 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{L. Tian} and \textit{Z. Liu}, Appl. Math. Optim. 85, No. 1, 1--26 (2022; Zbl 07490299) Full Text: DOI arXiv OpenURL
Cecchin, Alekos; Delarue, François Selection by vanishing common noise for potential finite state mean field games. (English) Zbl 07481869 Commun. Partial Differ. Equations 47, No. 1, 89-168 (2022). MSC: 35Q91 35K65 35L40 35Q89 49L25 49N80 60F05 91A16 PDF BibTeX XML Cite \textit{A. Cecchin} and \textit{F. Delarue}, Commun. Partial Differ. Equations 47, No. 1, 89--168 (2022; Zbl 07481869) Full Text: DOI arXiv OpenURL
Zhang, Caibin; Liang, Zhibin; Yuen, Kam Chuen Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach. (English) Zbl 07475194 J. Ind. Manag. Optim. 18, No. 1, 341-366 (2022). MSC: 62P05 91G10 93E20 PDF BibTeX XML Cite \textit{C. Zhang} et al., J. Ind. Manag. Optim. 18, No. 1, 341--366 (2022; Zbl 07475194) Full Text: DOI OpenURL
Budhiraja, Amarjit; Dupuis, Paul; Nyquist, Pierre; Wu, Guo-Jhen Quasistationary distributions and ergodic control problems. (English) Zbl 07472520 Stochastic Processes Appl. 145, 143-164 (2022). MSC: 93E20 60J60 60H10 PDF BibTeX XML Cite \textit{A. Budhiraja} et al., Stochastic Processes Appl. 145, 143--164 (2022; Zbl 07472520) Full Text: DOI arXiv OpenURL
Guo, Ivan; Loeper, Grégoire; Obłój, Jan; Wang, Shiyi Joint modeling and calibration of SPX and VIX by optimal transport. (English) Zbl 1482.91203 SIAM J. Financ. Math. 13, No. 1, 1-31 (2022). Reviewer: Paweł Kliber (Poznan) MSC: 91G20 91G60 60H30 49M29 PDF BibTeX XML Cite \textit{I. Guo} et al., SIAM J. Financ. Math. 13, No. 1, 1--31 (2022; Zbl 1482.91203) Full Text: DOI arXiv OpenURL
Lu, Xiaoping; Yan, Dong; Zhu, Song-Ping Optimal exercise of American puts with transaction costs under utility maximization. (English) Zbl 07428243 Appl. Math. Comput. 415, Article ID 126684, 16 p. (2022). MSC: 91Gxx 91Bxx 35Kxx PDF BibTeX XML Cite \textit{X. Lu} et al., Appl. Math. Comput. 415, Article ID 126684, 16 p. (2022; Zbl 07428243) Full Text: DOI OpenURL
Lin, Xiang; Qian, Yiping; Shu, Yingbin Optimal portfolio selection problem under relative return concerns. (Chinese. English summary) Zbl 07524829 Chin. J. Appl. Probab. Stat. 37, No. 6, 611-626 (2021). MSC: 91G10 PDF BibTeX XML Cite \textit{X. Lin} et al., Chin. J. Appl. Probab. Stat. 37, No. 6, 611--626 (2021; Zbl 07524829) Full Text: Link OpenURL
Miao, Keyan; Vinter, Richard Optimal control of a growth/consumption model. (English) Zbl 07501109 Optim. Control Appl. Methods 42, No. 6, 1672-1688 (2021). MSC: 91B62 49N90 PDF BibTeX XML Cite \textit{K. Miao} and \textit{R. Vinter}, Optim. Control Appl. Methods 42, No. 6, 1672--1688 (2021; Zbl 07501109) Full Text: DOI OpenURL
Zhang, Caibin; Liang, Zhibin; Yuen, Kam Chuen Optimal reinsurance and investment in a Markovian regime-switching economy with delay and common shock. (Chinese. English summary) Zbl 07494974 Sci. Sin., Math. 51, No. 5, 773-796 (2021). MSC: 91G05 91G10 62P05 93E20 PDF BibTeX XML Cite \textit{C. Zhang} et al., Sci. Sin., Math. 51, No. 5, 773--796 (2021; Zbl 07494974) Full Text: DOI OpenURL
Miloudi, Madjda; Saadi, Samira; Haiour, Mohamed \(L^\infty\)-error estimates of a finite element method for Hamilton-Jacobi-Bellman equations with nonlinear source terms with mixed boundary condition. (English) Zbl 07454936 Demonstr. Math. 54, 452-461 (2021). MSC: 65Mxx 65F30 47H09 65L60 47H10 60H15 65M12 PDF BibTeX XML Cite \textit{M. Miloudi} et al., Demonstr. Math. 54, 452--461 (2021; Zbl 07454936) Full Text: DOI OpenURL
Lin, Minglian; SenGupta, Indranil Analysis of optimal portfolio on finite and small-time horizons for a stochastic volatility market model. (English) Zbl 1480.91269 SIAM J. Financ. Math. 12, No. 4, 1596-1624 (2021). MSC: 91G10 93E20 60G51 PDF BibTeX XML Cite \textit{M. Lin} and \textit{I. SenGupta}, SIAM J. Financ. Math. 12, No. 4, 1596--1624 (2021; Zbl 1480.91269) Full Text: DOI arXiv OpenURL
Bai, Lihua; Ma, Jin Optimal investment and dividend strategy under renewal risk model. (English) Zbl 07453422 SIAM J. Control Optim. 59, No. 6, 4590-4614 (2021). MSC: 91G05 60K10 93E20 35R60 49L25 PDF BibTeX XML Cite \textit{L. Bai} and \textit{J. Ma}, SIAM J. Control Optim. 59, No. 6, 4590--4614 (2021; Zbl 07453422) Full Text: DOI OpenURL
Cavagnari, Giulia; Marigonda, Antonio; Quincampoix, Marc Compatibility of state constraints and dynamics for multiagent control systems. (English) Zbl 1479.49068 J. Evol. Equ. 21, No. 4, 4491-4537 (2021). MSC: 49L25 49J52 49K27 49K21 49Q22 34A60 93C15 35F21 60B05 PDF BibTeX XML Cite \textit{G. Cavagnari} et al., J. Evol. Equ. 21, No. 4, 4491--4537 (2021; Zbl 1479.49068) Full Text: DOI OpenURL
Chen, Long; Wang, Xiulian Minimization of absolute ruin probability in a class of diffusion model. (Chinese. English summary) Zbl 07448662 J. Tianjin Norm. Univ., Nat. Sci. Ed. 41, No. 3, 11-16 (2021). MSC: 91G05 60J60 PDF BibTeX XML Cite \textit{L. Chen} and \textit{X. Wang}, J. Tianjin Norm. Univ., Nat. Sci. Ed. 41, No. 3, 11--16 (2021; Zbl 07448662) Full Text: DOI OpenURL
Lin, Qian; Riedel, Frank Optimal consumption and portfolio choice with ambiguous interest rates and volatility. (English) Zbl 07447292 Econ. Theory 71, No. 3, 1189-1202 (2021). Reviewer: Paweł Kliber (Poznan) MSC: 91G10 91G30 49L12 60H30 PDF BibTeX XML Cite \textit{Q. Lin} and \textit{F. Riedel}, Econ. Theory 71, No. 3, 1189--1202 (2021; Zbl 07447292) Full Text: DOI OpenURL
Hao, Tao; Zhu, Qingfeng General fully coupled FBSDES involving the value function and related nonlocal HJB equations combined with algebraic equations. (English) Zbl 1483.60081 Stoch. Dyn. 21, No. 6, Article ID 2150032, 28 p. (2021). MSC: 60H10 60H30 35K65 93E20 PDF BibTeX XML Cite \textit{T. Hao} and \textit{Q. Zhu}, Stoch. Dyn. 21, No. 6, Article ID 2150032, 28 p. (2021; Zbl 1483.60081) Full Text: DOI OpenURL
Bokanowski, Olivier; Désilles, Anya; Zidani, Hasnaa Relationship between maximum principle and dynamic programming in presence of intermediate and final state constraints. (English) Zbl 07442537 ESAIM, Control Optim. Calc. Var. 27, Paper No. 91, 29 p. (2021). Reviewer: Lisa Morhaim (Paris) MSC: 49K15 49L20 34H05 PDF BibTeX XML Cite \textit{O. Bokanowski} et al., ESAIM, Control Optim. Calc. Var. 27, Paper No. 91, 29 p. (2021; Zbl 07442537) Full Text: DOI OpenURL
Zhu, Huainian; Cao, Ming; Zhu, Ying Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model. (English) Zbl 1482.91191 Optimization 70, No. 12, 2579-2606 (2021). MSC: 91G05 91A15 91A05 91A80 PDF BibTeX XML Cite \textit{H. Zhu} et al., Optimization 70, No. 12, 2579--2606 (2021; Zbl 1482.91191) Full Text: DOI OpenURL
Tao, Zhen-Zhen; Sun, Bing A feedback design for numerical solution to optimal control problems based on Hamilton-Jacobi-Bellman equation. (English) Zbl 1478.49026 Electron Res. Arch. 29, No. 5, 3429-3447 (2021). MSC: 49L25 49M41 49N35 65D05 35F21 35D40 PDF BibTeX XML Cite \textit{Z.-Z. Tao} and \textit{B. Sun}, Electron Res. Arch. 29, No. 5, 3429--3447 (2021; Zbl 1478.49026) Full Text: DOI OpenURL
Sharifi, Esmaeil; Damaren, Christopher J. Nonlinear optimal approach to spacecraft formation flying using Lorentz and impulsive actuation. (English) Zbl 1481.49026 J. Optim. Theory Appl. 191, No. 2-3, 917-945 (2021). MSC: 49L12 49N25 49S05 PDF BibTeX XML Cite \textit{E. Sharifi} and \textit{C. J. Damaren}, J. Optim. Theory Appl. 191, No. 2--3, 917--945 (2021; Zbl 1481.49026) Full Text: DOI OpenURL
Calvia, Alessandro; Federico, Salvatore; Gozzi, Fausto State constrained control problems in Banach lattices and applications. (English) Zbl 1479.49010 SIAM J. Control Optim. 59, No. 6, 4481-4510 (2021). MSC: 49J27 93C25 46B42 49K27 35F21 49N35 PDF BibTeX XML Cite \textit{A. Calvia} et al., SIAM J. Control Optim. 59, No. 6, 4481--4510 (2021; Zbl 1479.49010) Full Text: DOI arXiv OpenURL
Sharifi, Esmaeil; Damaren, Christopher J. A numerical approach to hybrid nonlinear optimal control. (English) Zbl 1478.93301 Int. J. Control 94, No. 12, 3349-3362 (2021). MSC: 93C30 93B52 93C10 49J15 PDF BibTeX XML Cite \textit{E. Sharifi} and \textit{C. J. Damaren}, Int. J. Control 94, No. 12, 3349--3362 (2021; Zbl 1478.93301) Full Text: DOI OpenURL
Han, Kai; Rong, Ximin; Zhao, Hui; Wang, Suxin Optimal investment problem for an open-end fund with dynamic flows. (English) Zbl 1476.91150 Int. J. Control 94, No. 12, 3275-3287 (2021). MSC: 91G10 93E20 PDF BibTeX XML Cite \textit{K. Han} et al., Int. J. Control 94, No. 12, 3275--3287 (2021; Zbl 1476.91150) Full Text: DOI OpenURL
Wang, Gu; Zou, Bin Optimal fee structure of variable annuities. (English) Zbl 1475.91321 Insur. Math. Econ. 101, 587-601 (2021). MSC: 91G05 60H10 93E20 PDF BibTeX XML Cite \textit{G. Wang} and \textit{B. Zou}, Insur. Math. Econ. 101, 587--601 (2021; Zbl 1475.91321) Full Text: DOI OpenURL
Christensen, Bent Jesper; Parra-Alvarez, Juan Carlos; Serrano, Rafael Optimal control of investment, premium and deductible for a non-life insurance company. (English) Zbl 1475.91293 Insur. Math. Econ. 101, 384-405 (2021). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{B. J. Christensen} et al., Insur. Math. Econ. 101, 384--405 (2021; Zbl 1475.91293) Full Text: DOI OpenURL
Zhang, Caibin; Liang, Zhibin; Yuen, Kam Chuen Optimal portfolio and consumption for a Markovian regime-switching jump-diffusion process. (English) Zbl 1477.62305 ANZIAM J. 63, No. 3, 308-332 (2021). MSC: 62P05 62M02 60J60 91G10 93E20 PDF BibTeX XML Cite \textit{C. Zhang} et al., ANZIAM J. 63, No. 3, 308--332 (2021; Zbl 1477.62305) Full Text: DOI OpenURL
Breiten, Tobias; Kunisch, Karl Neural network based nonlinear observers. (English) Zbl 1478.93220 Syst. Control Lett. 148, Article ID 104829, 10 p. (2021). MSC: 93B53 93C10 93B70 PDF BibTeX XML Cite \textit{T. Breiten} and \textit{K. Kunisch}, Syst. Control Lett. 148, Article ID 104829, 10 p. (2021; Zbl 1478.93220) Full Text: DOI arXiv OpenURL
Li, Bohan; Guo, Junyi Optimal investment and reinsurance under the gamma process. (English) Zbl 1480.91220 Methodol. Comput. Appl. Probab. 23, No. 3, 893-923 (2021). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 91G80 49L20 91B16 PDF BibTeX XML Cite \textit{B. Li} and \textit{J. Guo}, Methodol. Comput. Appl. Probab. 23, No. 3, 893--923 (2021; Zbl 1480.91220) Full Text: DOI OpenURL
A, Chun-Xiang; Gu, Ai-Lin; Shao, Yi Optimal reinsurance and investment strategy with delay in Heston’s SV model. (English) Zbl 07421464 J. Oper. Res. Soc. China 9, No. 2, 245-271 (2021). MSC: 91G05 93E20 34K50 PDF BibTeX XML Cite \textit{C.-X. A} et al., J. Oper. Res. Soc. China 9, No. 2, 245--271 (2021; Zbl 07421464) Full Text: DOI OpenURL
Yoshioka, Hidekazu; Yaegashi, Yuta Stochastic impulse control of nonsmooth dynamics with partial observation and execution delay: application to an environmental restoration problem. (English) Zbl 1476.93165 Optim. Control Appl. Methods 42, No. 5, 1226-1252 (2021). MSC: 93E20 93C27 35Q84 93C20 PDF BibTeX XML Cite \textit{H. Yoshioka} and \textit{Y. Yaegashi}, Optim. Control Appl. Methods 42, No. 5, 1226--1252 (2021; Zbl 1476.93165) Full Text: DOI arXiv OpenURL
Peng, Ling; Kloeden, Peter E. Preference heterogeneity and its equilibrium path. (English) Zbl 1471.91124 Optim. Control Appl. Methods 42, No. 4, 1141-1160 (2021). MSC: 91B08 91B06 PDF BibTeX XML Cite \textit{L. Peng} and \textit{P. E. Kloeden}, Optim. Control Appl. Methods 42, No. 4, 1141--1160 (2021; Zbl 1471.91124) Full Text: DOI OpenURL
Li, Bohan; Guo, Junyi Optimal reinsurance and investment strategies for an insurer under monotone mean-variance criterion. (English) Zbl 1471.91468 RAIRO, Oper. Res. 55, No. 4, 2469-2489 (2021). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{B. Li} and \textit{J. Guo}, RAIRO, Oper. Res. 55, No. 4, 2469--2489 (2021; Zbl 1471.91468) Full Text: DOI OpenURL
Bandini, Elena; Thieullen, Michèle Optimal control of infinite-dimensional piecewise deterministic Markov processes: a BSDE approach. Application to the control of an excitable cell membrane. (English) Zbl 1482.93698 Appl. Math. Optim. 84, No. 2, 1549-1603 (2021). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 93E20 93C25 60H15 60J25 92C20 PDF BibTeX XML Cite \textit{E. Bandini} and \textit{M. Thieullen}, Appl. Math. Optim. 84, No. 2, 1549--1603 (2021; Zbl 1482.93698) Full Text: DOI arXiv Link OpenURL
Udeani, Cyril Izuchukwu; Ševčovič, Daniel Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem. (English) Zbl 1473.35338 Japan J. Ind. Appl. Math. 38, No. 3, 693-713 (2021). MSC: 35K55 35F21 35K15 47H05 70H20 91B70 90C15 91B16 PDF BibTeX XML Cite \textit{C. I. Udeani} and \textit{D. Ševčovič}, Japan J. Ind. Appl. Math. 38, No. 3, 693--713 (2021; Zbl 1473.35338) Full Text: DOI arXiv OpenURL
Zhu, Huainian; Zhong, Hui; Bin, Ning Non-zero-sum investment and reinsurance game with delay effect and mean-variance utility. (Chinese. English summary) Zbl 07404514 Oper. Res. Trans. 25, No. 2, 35-54 (2021). MSC: 91G05 91G10 91A15 PDF BibTeX XML Cite \textit{H. Zhu} et al., Oper. Res. Trans. 25, No. 2, 35--54 (2021; Zbl 07404514) Full Text: DOI OpenURL
Xing, Xiaoyu; Li, Xiaofang; Yu, Yali; Gao, Hao Robust optimal strategies towards joint interests of the insurer and the reinsurer with a square-root factor process. (English) Zbl 07403619 Acta Sci. Nat. Univ. Nankaiensis 54, No. 2, 13-26 (2021). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{X. Xing} et al., Acta Sci. Nat. Univ. Nankaiensis 54, No. 2, 13--26 (2021; Zbl 07403619) OpenURL
Wang, Wei; He, Jingmin Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest. (English) Zbl 07399077 Period. Math. Hung. 82, No. 1, 39-55 (2021). MSC: 60J99 91G05 PDF BibTeX XML Cite \textit{W. Wang} and \textit{J. He}, Period. Math. Hung. 82, No. 1, 39--55 (2021; Zbl 07399077) Full Text: DOI OpenURL
Reisinger, Christoph; Zhang, Yufei Regularity and stability of feedback relaxed controls. (English) Zbl 1471.93100 SIAM J. Control Optim. 59, No. 5, 3118-3151 (2021). MSC: 93B52 93B35 93E20 PDF BibTeX XML Cite \textit{C. Reisinger} and \textit{Y. Zhang}, SIAM J. Control Optim. 59, No. 5, 3118--3151 (2021; Zbl 1471.93100) Full Text: DOI arXiv OpenURL
Gajardo, Pedro; Riquelme, Victor; Vicencio, Diego Optimal control of diseases in prison populations through screening policies of new inmates. (English) Zbl 1471.49036 SIAM J. Control Optim. 59, No. 4, S1-S26 (2021). MSC: 49S05 34H05 49K15 49N35 92D30 92D25 35F21 PDF BibTeX XML Cite \textit{P. Gajardo} et al., SIAM J. Control Optim. 59, No. 4, S1--S26 (2021; Zbl 1471.49036) Full Text: DOI arXiv OpenURL
Kornienko, V.; Shaydurov, V. Numerical solution of mean field problem with limited management resource. (English) Zbl 07382875 Lobachevskii J. Math. 42, No. 7, 1686-1696 (2021). MSC: 65Mxx PDF BibTeX XML Cite \textit{V. Kornienko} and \textit{V. Shaydurov}, Lobachevskii J. Math. 42, No. 7, 1686--1696 (2021; Zbl 07382875) Full Text: DOI OpenURL
Gallistl, Dietmar; Sprekeler, Timo; Süli, Endre Mixed finite element approximation of periodic Hamilton-Jacobi-Bellman problems with application to numerical homogenization. (English) Zbl 07382143 Multiscale Model. Simul. 19, No. 2, 1041-1065 (2021). MSC: 65-XX 35B27 35J60 65N12 65N15 65N30 PDF BibTeX XML Cite \textit{D. Gallistl} et al., Multiscale Model. Simul. 19, No. 2, 1041--1065 (2021; Zbl 07382143) Full Text: DOI arXiv OpenURL
Denk, Robert; Kupper, Michael; Nendel, Max Convex semigroups on \(L^p\)-like spaces. (English) Zbl 07380257 J. Evol. Equ. 21, No. 2, 2491-2521 (2021). MSC: 47H20 35A02 35A09 PDF BibTeX XML Cite \textit{R. Denk} et al., J. Evol. Equ. 21, No. 2, 2491--2521 (2021; Zbl 07380257) Full Text: DOI arXiv OpenURL
Komaee, Arash An inverse optimal approach to design of feedback control: exploring analytical solutions for the Hamilton-Jacobi-Bellman equation. (English) Zbl 1468.49038 Optim. Control Appl. Methods 42, No. 2, 469-485 (2021). MSC: 49N35 49N45 35F21 93D21 49L25 PDF BibTeX XML Cite \textit{A. Komaee}, Optim. Control Appl. Methods 42, No. 2, 469--485 (2021; Zbl 1468.49038) Full Text: DOI OpenURL
Hernández, Camilo; Possamaï, Dylan A unified approach to well-posedness of type-I backward stochastic Volterra integral equations. (English) Zbl 1470.45021 Electron. J. Probab. 26, Paper No. 89, 35 p. (2021). MSC: 45R05 45D05 60H20 PDF BibTeX XML Cite \textit{C. Hernández} and \textit{D. Possamaï}, Electron. J. Probab. 26, Paper No. 89, 35 p. (2021; Zbl 1470.45021) Full Text: DOI arXiv OpenURL
Pradhan, Somnath Risk-sensitive ergodic control of reflected diffusion processes in orthant. (English) Zbl 1467.93336 Appl. Math. Optim. 83, No. 3, 1739-1764 (2021). MSC: 93E20 60J70 PDF BibTeX XML Cite \textit{S. Pradhan}, Appl. Math. Optim. 83, No. 3, 1739--1764 (2021; Zbl 1467.93336) Full Text: DOI OpenURL
Azcue, Pablo; Muler, Nora A multidimensional problem of optimal dividends with irreversible switching: a convergent numerical scheme. (English) Zbl 1468.49027 Appl. Math. Optim. 83, No. 3, 1613-1649 (2021). MSC: 49L12 49L25 35F21 91B64 PDF BibTeX XML Cite \textit{P. Azcue} and \textit{N. Muler}, Appl. Math. Optim. 83, No. 3, 1613--1649 (2021; Zbl 1468.49027) Full Text: DOI arXiv OpenURL
Wang, Hanxiao; Yong, Jiongmin Time-inconsistent stochastic optimal control problems and backward stochastic Volterra integral equations. (English) Zbl 1467.93339 ESAIM, Control Optim. Calc. Var. 27, Paper No. 22, 40 p. (2021). MSC: 93E20 60H05 91A15 49N70 PDF BibTeX XML Cite \textit{H. Wang} and \textit{J. Yong}, ESAIM, Control Optim. Calc. Var. 27, Paper No. 22, 40 p. (2021; Zbl 1467.93339) Full Text: DOI arXiv OpenURL
Cecchin, Alekos Finite state \(N\)-agent and mean field control problems. (English) Zbl 1468.35035 ESAIM, Control Optim. Calc. Var. 27, Paper No. 31, 33 p. (2021). MSC: 35F21 35B65 35D40 49L25 49M25 60F15 60J27 91A12 PDF BibTeX XML Cite \textit{A. Cecchin}, ESAIM, Control Optim. Calc. Var. 27, Paper No. 31, 33 p. (2021; Zbl 1468.35035) Full Text: DOI arXiv OpenURL
Kunisch, Karl; Walter, Daniel Semiglobal optimal feedback stabilization of autonomous systems via deep neural network approximation. (English) Zbl 07369232 ESAIM, Control Optim. Calc. Var. 27, Paper No. 16, 59 p. (2021). MSC: 49N35 68Q32 93B52 93D15 35F21 PDF BibTeX XML Cite \textit{K. Kunisch} and \textit{D. Walter}, ESAIM, Control Optim. Calc. Var. 27, Paper No. 16, 59 p. (2021; Zbl 07369232) Full Text: DOI arXiv OpenURL
Święch, Andrzej Singular perturbations and optimal control of stochastic systems in infinite dimension: HJB equations and viscosity solutions. (English) Zbl 1468.35242 ESAIM, Control Optim. Calc. Var. 27, Paper No. 6, 34 p. (2021). MSC: 35R60 35B25 35D40 35F21 35Q93 49L25 49L20 60H15 93E20 PDF BibTeX XML Cite \textit{A. Święch}, ESAIM, Control Optim. Calc. Var. 27, Paper No. 6, 34 p. (2021; Zbl 1468.35242) Full Text: DOI OpenURL
Bokanowski, Olivier; Picarelli, Athena; Reisinger, Christoph Stability and convergence of second order backward differentiation schemes for parabolic Hamilton-Jacobi-Bellman equations. (English) Zbl 1480.65204 Numer. Math. 148, No. 1, 187-222 (2021). MSC: 65M06 65M12 49L12 35K45 35B65 PDF BibTeX XML Cite \textit{O. Bokanowski} et al., Numer. Math. 148, No. 1, 187--222 (2021; Zbl 1480.65204) Full Text: DOI arXiv OpenURL
Lin, Xiang; Qian, Yiping; Ren, Yuhao The excess-of-loss reinsurance strategy selection game between an insurer and a reinsurer. (Chinese. English summary) Zbl 1474.91154 Math. Appl. 34, No. 2, 463-476 (2021). MSC: 91G05 91A80 PDF BibTeX XML Cite \textit{X. Lin} et al., Math. Appl. 34, No. 2, 463--476 (2021; Zbl 1474.91154) OpenURL
Chen, Yangang; Wan, Justin W. L. Artificial viscosity joint spacetime multigrid method for Hamilton-Jacobi-Bellman and Kolmogorov-Fokker-Planck system arising from mean field games. (English) Zbl 1477.65154 J. Sci. Comput. 88, No. 1, Paper No. 10, 29 p. (2021). MSC: 65M55 65N50 65M06 65N06 65M12 42A38 35F21 91A16 91-08 82C31 35Q84 35Q91 PDF BibTeX XML Cite \textit{Y. Chen} and \textit{J. W. L. Wan}, J. Sci. Comput. 88, No. 1, Paper No. 10, 29 p. (2021; Zbl 1477.65154) Full Text: DOI OpenURL
Yoshioka, Hidekazu; Tsujimura, Motoh; Hamagami, Kunihiko; Yaegashi, Yuta; Yoshioka, Yumi HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation. (English) Zbl 07362379 Comput. Math. Appl. 96, 131-154 (2021). MSC: 35-XX 65-XX PDF BibTeX XML Cite \textit{H. Yoshioka} et al., Comput. Math. Appl. 96, 131--154 (2021; Zbl 07362379) Full Text: DOI arXiv OpenURL
Pun, Chi Seng \(G\)-expected utility maximization with ambiguous equicorrelation. (English) Zbl 1466.91116 Quant. Finance 21, No. 3, 403-419 (2021). MSC: 91B16 93E20 91G05 PDF BibTeX XML Cite \textit{C. S. Pun}, Quant. Finance 21, No. 3, 403--419 (2021; Zbl 1466.91116) Full Text: DOI OpenURL
Chen, Bohan; Peng, Kaiyan; Parkinson, Christian; Bertozzi, Andrea L.; Slough, Tara Lyn; Urpelainen, Johannes Modeling illegal logging in Brazil. (English) Zbl 1466.91214 Res. Math. Sci. 8, No. 2, Paper No. 29, 21 p. (2021). MSC: 91B76 90C29 PDF BibTeX XML Cite \textit{B. Chen} et al., Res. Math. Sci. 8, No. 2, Paper No. 29, 21 p. (2021; Zbl 1466.91214) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{T. Mikami}, Stochastic optimal transportation. Stochastic control with fixed marginals. Singapore: Springer (2021; Zbl 1471.49001) Full Text: DOI OpenURL
Cipriano, Fernanda; Martins, Nuno F. M.; Pereira, Diogo Optimal portfolio for the \(\alpha\)-hypergeometric stochastic volatility model. (English) Zbl 1461.91270 SIAM J. Financ. Math. 12, No. 1, 226-253 (2021). MSC: 91G10 93E20 60H10 PDF BibTeX XML Cite \textit{F. Cipriano} et al., SIAM J. Financ. Math. 12, No. 1, 226--253 (2021; Zbl 1461.91270) Full Text: DOI OpenURL
Afanas’ev, V. N.; Presnova, A. P. Parametric optimization of nonlinear systems represented by models using the extended linearization method. (English. Russian original) Zbl 1460.93024 Autom. Remote Control 82, No. 2, 245-263 (2021); translation from Avtom. Telemekh. 2021, No. 2, 71-93 (2021). MSC: 93B18 93C15 93C10 49J15 92C50 PDF BibTeX XML Cite \textit{V. N. Afanas'ev} and \textit{A. P. Presnova}, Autom. Remote Control 82, No. 2, 245--263 (2021; Zbl 1460.93024); translation from Avtom. Telemekh. 2021, No. 2, 71--93 (2021) Full Text: DOI OpenURL
Gangbo, Wilfrid; Mayorga, Sergio; Świȩch, Andrzej Finite dimensional approximations of Hamilton-Jacobi-Bellman equations in spaces of probability measures. (English) Zbl 1460.35071 SIAM J. Math. Anal. 53, No. 2, 1320-1356 (2021). MSC: 35D40 35F21 35R15 49L25 26E15 PDF BibTeX XML Cite \textit{W. Gangbo} et al., SIAM J. Math. Anal. 53, No. 2, 1320--1356 (2021; Zbl 1460.35071) Full Text: DOI OpenURL
Shen, Yang; Zou, Bin Mean-variance investment and risk control strategies – a time-consistent approach via a forward auxiliary process. (English) Zbl 1460.91239 Insur. Math. Econ. 97, 68-80 (2021). MSC: 91G05 91A80 93E20 PDF BibTeX XML Cite \textit{Y. Shen} and \textit{B. Zou}, Insur. Math. Econ. 97, 68--80 (2021; Zbl 1460.91239) Full Text: DOI arXiv OpenURL
Jiang, H.; Gibson, N. L. Semismooth Newton methods with a shooting-like technique for solving a constrained free-boundary HJB equation. (English) Zbl 1459.91160 J. Comput. Appl. Math. 391, Article ID 113428, 12 p. (2021). MSC: 91G05 93E20 49M15 PDF BibTeX XML Cite \textit{H. Jiang} and \textit{N. L. Gibson}, J. Comput. Appl. Math. 391, Article ID 113428, 12 p. (2021; Zbl 1459.91160) Full Text: DOI OpenURL
Masoumifard, Khaled; Zokaei, Mohammad Optimal dynamic reinsurance strategies in multidimensional portfolio. (English) Zbl 1460.91232 Stochastic Anal. Appl. 39, No. 1, 1-21 (2021). Reviewer: George Stoica (Saint John) MSC: 91G05 49L25 90C39 PDF BibTeX XML Cite \textit{K. Masoumifard} and \textit{M. Zokaei}, Stochastic Anal. Appl. 39, No. 1, 1--21 (2021; Zbl 1460.91232) Full Text: DOI arXiv OpenURL
Ma, Zhongjing; Zou, Suli Optimal control theory. The variational method. (English) Zbl 1469.49001 Singapore: Springer (ISBN 978-981-33-6291-8/hbk; 978-981-33-6294-9/pbk; 978-981-33-6292-5/ebook). xix, 344 p. (2021). Reviewer: Morteza Pakdaman (Mashhad) MSC: 49-02 49K15 49J40 49N10 49N70 91A23 49-01 49S05 49L20 91A10 91A05 PDF BibTeX XML Cite \textit{Z. Ma} and \textit{S. Zou}, Optimal control theory. The variational method. Singapore: Springer (2021; Zbl 1469.49001) Full Text: DOI OpenURL
Mou, Chenchen; Zhang, Yuming Paul Regularity theory for second order integro-PDEs. (English) Zbl 1455.35048 Potential Anal. 54, No. 2, 387-407 (2021). MSC: 35D40 35B65 35F21 35R09 35J60 49N70 PDF BibTeX XML Cite \textit{C. Mou} and \textit{Y. P. Zhang}, Potential Anal. 54, No. 2, 387--407 (2021; Zbl 1455.35048) Full Text: DOI arXiv OpenURL
Ma, Jie; Zhao, Hui; Rong, Ximin Optimal investment strategy for a DC pension plan with mispricing under the Heston model. (English) Zbl 07528731 Commun. Stat., Theory Methods 49, No. 13, 3168-3183 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{J. Ma} et al., Commun. Stat., Theory Methods 49, No. 13, 3168--3183 (2020; Zbl 07528731) Full Text: DOI OpenURL
Deng, Chao; Yao, Haixiang; Chen, Yan Optimal investment and risk control problems with delay for an insurer in defaultable market. (English) Zbl 1476.91123 J. Ind. Manag. Optim. 16, No. 5, 2563-2579 (2020). MSC: 91G05 91B55 60K05 PDF BibTeX XML Cite \textit{C. Deng} et al., J. Ind. Manag. Optim. 16, No. 5, 2563--2579 (2020; Zbl 1476.91123) Full Text: DOI OpenURL
Tian, Linlin; Zhang, Xiaoyi; Bai, Yizhou Optimal dividend of compound Poisson process under a stochastic interest rate. (English) Zbl 1476.91131 J. Ind. Manag. Optim. 16, No. 5, 2141-2157 (2020). MSC: 91G05 49L25 93E20 PDF BibTeX XML Cite \textit{L. Tian} et al., J. Ind. Manag. Optim. 16, No. 5, 2141--2157 (2020; Zbl 1476.91131) Full Text: DOI arXiv OpenURL
Petrov, Lev; Polozhishnikova, Yulia Equity-linked notes portfolio optimization. (English) Zbl 1471.91512 Jaćimović, Milojica (ed.) et al., Optimization and applications. 10th international conference, OPTIMA 2019, Petrovac, Montenegro, September 30 – October 4, 2019. Revised selected papers. Cham: Springer. Commun. Comput. Inf. Sci. 1145, 102-114 (2020). MSC: 91G10 90C39 PDF BibTeX XML Cite \textit{L. Petrov} and \textit{Y. Polozhishnikova}, Commun. Comput. Inf. Sci. 1145, 102--114 (2020; Zbl 1471.91512) Full Text: DOI OpenURL
Hwang, Yoon-gu; Kwon, Hee-Dae; Lee, Jeehyun Feedback control problem of an SIR epidemic model based on the Hamilton-Jacobi-Bellman equation. (English) Zbl 1470.92306 Math. Biosci. Eng. 17, No. 3, 2284-2301 (2020). MSC: 92D30 93B52 49L25 PDF BibTeX XML Cite \textit{Y.-g. Hwang} et al., Math. Biosci. Eng. 17, No. 3, 2284--2301 (2020; Zbl 1470.92306) Full Text: DOI OpenURL
Liu, Weiqiang; Zhan, Mengya Optimal dividend and capital injection strategies in the compound Poisson model with random interest rates. (English) Zbl 1474.62368 Chin. J. Appl. Probab. Stat. 36, No. 6, 627-655 (2020). MSC: 62P05 91G05 91G30 PDF BibTeX XML Cite \textit{W. Liu} and \textit{M. Zhan}, Chin. J. Appl. Probab. Stat. 36, No. 6, 627--655 (2020; Zbl 1474.62368) Full Text: DOI OpenURL
Han, Xia; Liang, Zhibin Optimal reinsurance and investment in danger-zone and safe-region. (English) Zbl 1466.91261 Optim. Control Appl. Methods 41, No. 3, 765-792 (2020). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{X. Han} and \textit{Z. Liang}, Optim. Control Appl. Methods 41, No. 3, 765--792 (2020; Zbl 1466.91261) Full Text: DOI OpenURL
Medhin, Negash; Xu, Chuan Nonzero-sum stochastic differential reinsurance games with jump-diffusion processes. (English) Zbl 1462.49049 J. Optim. Theory Appl. 187, No. 2, 566-584 (2020). MSC: 49L20 91A15 35F21 60J76 PDF BibTeX XML Cite \textit{N. Medhin} and \textit{C. Xu}, J. Optim. Theory Appl. 187, No. 2, 566--584 (2020; Zbl 1462.49049) Full Text: DOI OpenURL
Liu, Jingzhen; Lin, Liyuan; Yiu, Ka Fai Cedric; Wei, Jiaqin Non-exponential discounting portfolio management with habit formation. (English) Zbl 1461.91279 Math. Control Relat. Fields 10, No. 4, 761-783 (2020). MSC: 91G10 91G05 PDF BibTeX XML Cite \textit{J. Liu} et al., Math. Control Relat. Fields 10, No. 4, 761--783 (2020; Zbl 1461.91279) Full Text: DOI OpenURL
Glas, Silke; Kiesel, Rüdiger; Kolkmann, Sven; Kremer, Marcel; Graf Von Luckner, Nikolaus; Ostmeier, Lars; Urban, Karsten; Weber, Christoph Intraday renewable electricity trading: advanced modeling and numerical optimal control. (English) Zbl 1462.49056 J. Math. Ind. 10, Paper No. 3, 17 p. (2020). MSC: 49M41 65K10 91G80 35F21 35D40 PDF BibTeX XML Cite \textit{S. Glas} et al., J. Math. Ind. 10, Paper No. 3, 17 p. (2020; Zbl 1462.49056) Full Text: DOI OpenURL
Zhang, Xiaoyi; Guo, Junyi Optimal defined contribution pension management with salary and risky assets following jump diffusion processes. (English) Zbl 1466.91275 East Asian J. Appl. Math. 10, No. 1, 22-39 (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{X. Zhang} and \textit{J. Guo}, East Asian J. Appl. Math. 10, No. 1, 22--39 (2020; Zbl 1466.91275) Full Text: DOI OpenURL
Sun, Jingyun; Guo, Jingjun Optimal investment strategies for a class of risky assets with jump-diffusion dependence under the stochastic interest rate. (Chinese. English summary) Zbl 1474.91185 Oper. Res. Trans. 24, No. 3, 101-114 (2020). MSC: 91G10 91G30 PDF BibTeX XML Cite \textit{J. Sun} and \textit{J. Guo}, Oper. Res. Trans. 24, No. 3, 101--114 (2020; Zbl 1474.91185) Full Text: DOI OpenURL
Xiao, Hongmin; Wang, Zhankui; Liu, Yuedi Optimal reinsurance of a delayed claims risk model. (Chinese. English summary) Zbl 1474.91160 J. Sichuan Norm. Univ., Nat. Sci. 43, No. 5, 706-710 (2020). MSC: 91G05 90C39 PDF BibTeX XML Cite \textit{H. Xiao} et al., J. Sichuan Norm. Univ., Nat. Sci. 43, No. 5, 706--710 (2020; Zbl 1474.91160) Full Text: DOI OpenURL
Deng, Limei; Gu, Ailing; Yi, Bo Optimal investment strategy under a stochastic model for DC pension. (Chinese. English summary) Zbl 1474.91149 Acta Sci. Nat. Univ. Sunyatseni 59, No. 5, 19-28 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{L. Deng} et al., Acta Sci. Nat. Univ. Sunyatseni 59, No. 5, 19--28 (2020; Zbl 1474.91149) Full Text: DOI OpenURL
Xu, Jingsi Optimal mean-variance portfolio selection with no-short-selling constraint. (English) Zbl 1459.91187 Int. J. Theor. Appl. Finance 23, No. 8, Article ID 2050054, 25 p. (2020). MSC: 91G10 PDF BibTeX XML Cite \textit{J. Xu}, Int. J. Theor. Appl. Finance 23, No. 8, Article ID 2050054, 25 p. (2020; Zbl 1459.91187) Full Text: DOI OpenURL
Løkka, Arne; Xu, Junwei Optimal liquidation trajectories for the Almgren-Chriss model. (English) Zbl 1459.91177 Int. J. Theor. Appl. Finance 23, No. 7, Article ID 2050049, 35 p. (2020). MSC: 91G10 60G51 93E20 PDF BibTeX XML Cite \textit{A. Løkka} and \textit{J. Xu}, Int. J. Theor. Appl. Finance 23, No. 7, Article ID 2050049, 35 p. (2020; Zbl 1459.91177) Full Text: DOI arXiv OpenURL
Arapostathis, Ari; Pang, Guodong; Zheng, Yi Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis. (English) Zbl 1458.93264 Stochastic Processes Appl. 130, No. 11, 6733-6756 (2020). MSC: 93E20 60J74 60J60 93C20 35F21 93E15 PDF BibTeX XML Cite \textit{A. Arapostathis} et al., Stochastic Processes Appl. 130, No. 11, 6733--6756 (2020; Zbl 1458.93264) Full Text: DOI arXiv OpenURL
Shaydurov, V.; Kornienko, V.; Zhang, S. The Euler-Lagrange approximation of the mean field game for the planning problem. (English) Zbl 1466.65080 Lobachevskii J. Math. 41, No. 12, 2702-2713 (2020). MSC: 65M06 35F21 91A16 91-08 49L12 35Q84 35Q89 PDF BibTeX XML Cite \textit{V. Shaydurov} et al., Lobachevskii J. Math. 41, No. 12, 2702--2713 (2020; Zbl 1466.65080) Full Text: DOI OpenURL
Zhang, Yu; Li, Luyu; Guo, Yuanbo; Zhang, Xiaohua On the nonlinear optimal control of TORA system based on \(\theta\)-D approximation. (Chinese. English summary) Zbl 1463.93108 Acta Autom. Sin. 46, No. 7, 1401-1410 (2020). MSC: 93C10 93C15 49J15 PDF BibTeX XML Cite \textit{Y. Zhang} et al., Acta Autom. Sin. 46, No. 7, 1401--1410 (2020; Zbl 1463.93108) Full Text: DOI OpenURL
Ernst, Philip A.; Rogers, L. C. G. The value of insight. (English) Zbl 1455.91246 Math. Oper. Res. 45, No. 4, 1193-1209 (2020). MSC: 91G15 93E20 PDF BibTeX XML Cite \textit{P. A. Ernst} and \textit{L. C. G. Rogers}, Math. Oper. Res. 45, No. 4, 1193--1209 (2020; Zbl 1455.91246) Full Text: DOI OpenURL
Deng, Chao; Bian, Wenlong; Wu, Baiyi Optimal reinsurance and investment problem with default risk and bounded memory. (English) Zbl 1457.91328 Int. J. Control 93, No. 12, 2982-2994 (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{C. Deng} et al., Int. J. Control 93, No. 12, 2982--2994 (2020; Zbl 1457.91328) Full Text: DOI OpenURL
Eisenberg, Julia; Mishura, Yuliya Optimising dividends and consumption under an exponential CIR as a discount factor. (English) Zbl 1454.91180 Math. Methods Oper. Res. 92, No. 2, 285-309 (2020). MSC: 91G05 91B42 93E20 60J70 PDF BibTeX XML Cite \textit{J. Eisenberg} and \textit{Y. Mishura}, Math. Methods Oper. Res. 92, No. 2, 285--309 (2020; Zbl 1454.91180) Full Text: DOI OpenURL
Gomoyunov, Mikhail I. Dynamic programming principle and Hamilton-Jacobi-Bellman equations for fractional-order systems. (English) Zbl 1452.49017 SIAM J. Control Optim. 58, No. 6, 3185-3211 (2020). MSC: 49L20 35F21 90C39 49N35 PDF BibTeX XML Cite \textit{M. I. Gomoyunov}, SIAM J. Control Optim. 58, No. 6, 3185--3211 (2020; Zbl 1452.49017) Full Text: DOI arXiv OpenURL
Braverman, Anton; Gurvich, Itai; Huang, Junfei On the Taylor expansion of value functions. (English) Zbl 1456.90171 Oper. Res. 68, No. 2, 631-654 (2020). MSC: 90C40 90C39 PDF BibTeX XML Cite \textit{A. Braverman} et al., Oper. Res. 68, No. 2, 631--654 (2020; Zbl 1456.90171) Full Text: DOI arXiv OpenURL
Trusov, N. V. Numerical solution of mean field games problems with turnpike effect. (English) Zbl 1450.49015 Lobachevskii J. Math. 41, No. 4, 561-576 (2020). MSC: 49M41 49N80 91A16 34H05 PDF BibTeX XML Cite \textit{N. V. Trusov}, Lobachevskii J. Math. 41, No. 4, 561--576 (2020; Zbl 1450.49015) Full Text: DOI OpenURL
A, Chunxiang; Shao, Yi Optimal investment and reinsurance problem with delay under the CEV model. (Chinese. English summary) Zbl 1463.91106 Oper. Res. Trans. 24, No. 1, 73-87 (2020). MSC: 91G05 34K50 60H10 PDF BibTeX XML Cite \textit{C. A} and \textit{Y. Shao}, Oper. Res. Trans. 24, No. 1, 73--87 (2020; Zbl 1463.91106) Full Text: DOI OpenURL
Fahrenwaldt, Matthias Albrecht; Jensen, Ninna Reitzel; Steffensen, Mogens Nonrecursive separation of risk and time preferences. (English) Zbl 1448.91092 J. Math. Econ. 90, 95-108 (2020). MSC: 91B08 91B16 PDF BibTeX XML Cite \textit{M. A. Fahrenwaldt} et al., J. Math. Econ. 90, 95--108 (2020; Zbl 1448.91092) Full Text: DOI OpenURL
Zhuo, Yu; Dong, Yuchao; Pu, Jiangyan Dynamic programming principle and viscosity solutions of Hamilton-Jacobi-Bellman equations for stochastic recursive control problem with non-Lipschitz generator. (English) Zbl 1448.93314 Appl. Math. Optim. 82, No. 2, 851-887 (2020). MSC: 93E03 35F21 90C39 93C20 35D40 PDF BibTeX XML Cite \textit{Y. Zhuo} et al., Appl. Math. Optim. 82, No. 2, 851--887 (2020; Zbl 1448.93314) Full Text: DOI OpenURL