Mou, Chenchen; Zhang, Yuming Paul Regularity theory for second order integro-PDEs. (English) Zbl 07303867 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 07303867) Full Text: DOI
Arapostathis, Ari; Pang, Guodong; Zheng, Yi Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis. (English) Zbl 07312346 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 07312346) Full Text: DOI
Shaydurov, V.; Kornienko, V.; Zhang, S. The Euler-Lagrange approximation of the mean field game for the planning problem. (English) Zbl 07309068 Lobachevskii J. Math. 41, No. 12, 2702-2713 (2020). MSC: 65 49 PDF BibTeX XML Cite \textit{V. Shaydurov} et al., Lobachevskii J. Math. 41, No. 12, 2702--2713 (2020; Zbl 07309068) Full Text: DOI
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 07294819 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 07294819) Full Text: DOI
Ernst, Philip A.; Rogers, L. C. G. The value of insight. (English) Zbl 07291313 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 07291313) Full Text: DOI
Deng, Chao; Bian, Wenlong; Wu, Baiyi Optimal reinsurance and investment problem with default risk and bounded memory. (English) Zbl 07290342 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 07290342) Full Text: DOI
Eisenberg, Julia; Mishura, Yuliya Optimising dividends and consumption under an exponential CIR as a discount factor. (English) Zbl 07285840 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 07285840) Full Text: DOI
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
Braverman, Anton; Gurvich, Itai; Huang, Junfei On the Taylor expansion of value functions. (English) Zbl 07271261 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 07271261) Full Text: DOI
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
A, Chunxiang; Shao, Yi Optimal investment and reinsurance problem with delay under the CEV model. (Chinese. English summary) Zbl 07267494 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 07267494) Full Text: DOI
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
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
Yan, Dong; Zhu, Song-Ping; Lu, Xiaoping A numerical study of the utility-indifference approach for pricing American options. (English) Zbl 1448.91326 Comput. Math. Appl. 80, No. 5, 894-905 (2020). MSC: 91G60 65M06 91G20 PDF BibTeX XML Cite \textit{D. Yan} et al., Comput. Math. Appl. 80, No. 5, 894--905 (2020; Zbl 1448.91326) Full Text: DOI
Parkinson, Christian; Arnold, David; Bertozzi, Andrea; Osher, Stanley A model for optimal human navigation with stochastic effects. (English) Zbl 1446.49023 SIAM J. Appl. Math. 80, No. 4, 1862-1881 (2020). MSC: 49L25 60H15 35R60 35F21 PDF BibTeX XML Cite \textit{C. Parkinson} et al., SIAM J. Appl. Math. 80, No. 4, 1862--1881 (2020; Zbl 1446.49023) Full Text: DOI
Yener, Haluk Proportional reinsurance and investment in multiple risky assets under borrowing constraint. (English) Zbl 1447.91153 Scand. Actuar. J. 2020, No. 5, 396-418 (2020). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{H. Yener}, Scand. Actuar. J. 2020, No. 5, 396--418 (2020; Zbl 1447.91153) Full Text: DOI
Anulova, Svetlana V.; Mai, Hilmar; Veretennikov, Alexander Yu. On iteration improvement for averaged expected cost control for one-dimensional ergodic diffusions. (English) Zbl 1452.93037 SIAM J. Control Optim. 58, No. 4, 2312-2331 (2020). MSC: 93E03 93C15 60H10 PDF BibTeX XML Cite \textit{S. V. Anulova} et al., SIAM J. Control Optim. 58, No. 4, 2312--2331 (2020; Zbl 1452.93037) Full Text: DOI
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 PDF BibTeX XML Cite \textit{C. Kasumo} et al., Appl. Appl. Math. 15, No. 1, 13--37 (2020; Zbl 1447.91141) Full Text: Link
Zhu, Huai-Nian; Zhang, Cheng-Ke; Jin, Zhuo Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks. (English) Zbl 1449.90242 J. Ind. Manag. Optim. 16, No. 2, 813-834 (2020). MSC: 90B50 90C39 93E20 60J65 91G30 PDF BibTeX XML Cite \textit{H.-N. Zhu} et al., J. Ind. Manag. Optim. 16, No. 2, 813--834 (2020; Zbl 1449.90242) Full Text: DOI
Nazemi, Alireza; Mortezaee, Marziyeh Stabilization of a class of nonlinear control systems via a neural network scheme with convergence analysis. (English) Zbl 1436.93108 Soft Comput. 24, No. 3, 1957-1970 (2020). MSC: 93D15 93C10 93A14 93B52 93D20 PDF BibTeX XML Cite \textit{A. Nazemi} and \textit{M. Mortezaee}, Soft Comput. 24, No. 3, 1957--1970 (2020; Zbl 1436.93108) Full Text: DOI
Kalise, Dante; Kundu, Sudeep; Kunisch, Karl Robust feedback control of nonlinear PDEs by numerical approximation of high-dimensional Hamilton-Jacobi-Isaacs equations. (English) Zbl 1443.49041 SIAM J. Appl. Dyn. Syst. 19, No. 2, 1496-1524 (2020). MSC: 49N35 49K20 49L20 93B52 93B36 49M25 65K15 PDF BibTeX XML Cite \textit{D. Kalise} et al., SIAM J. Appl. Dyn. Syst. 19, No. 2, 1496--1524 (2020; Zbl 1443.49041) Full Text: DOI
Brachetta, Matteo; Schmidli, Hanspeter Optimal reinsurance and investment in a diffusion model. (English) Zbl 1444.91191 Decis. Econ. Finance 43, No. 1, 341-361 (2020). MSC: 91G05 60G44 60J60 93E20 PDF BibTeX XML Cite \textit{M. Brachetta} and \textit{H. Schmidli}, Decis. Econ. Finance 43, No. 1, 341--361 (2020; Zbl 1444.91191) Full Text: DOI
Yang, Qing-Qing; Ching, Wai-Ki; Gu, Jiawen; Siu, Tak-Kuen Trading strategy with stochastic volatility in a limit order book market. (English) Zbl 1444.91203 Decis. Econ. Finance 43, No. 1, 277-301 (2020). MSC: 91G10 91G20 93E20 PDF BibTeX XML Cite \textit{Q.-Q. Yang} et al., Decis. Econ. Finance 43, No. 1, 277--301 (2020; Zbl 1444.91203) Full Text: DOI
Frankowska, Hélène Infinite horizon optimal control of non-convex problems under state constraints. (English) Zbl 07216688 Maruyama, Toru (ed.), Advances in mathematical economics. Vol. 23. Singapore: Springer (ISBN 978-981-15-0712-0/hbk; 978-981-15-0713-7/ebook). Advances in Mathematical Economics 23, 41-83 (2020). MSC: 49J53 49K15 49L20 49L25 PDF BibTeX XML Cite \textit{H. Frankowska}, Adv. Math. Econ. 23, 41--83 (2020; Zbl 07216688) Full Text: DOI
Tang, Qing; Camilli, Fabio Variational time-fractional mean field games. (English) Zbl 1444.91026 Dyn. Games Appl. 10, No. 2, 573-588 (2020). MSC: 91A16 49N80 35Q84 35R11 PDF BibTeX XML Cite \textit{Q. Tang} and \textit{F. Camilli}, Dyn. Games Appl. 10, No. 2, 573--588 (2020; Zbl 1444.91026) Full Text: DOI
Lepinette, E.; Tran, T. Q. Consumption-investment optimization problem in a Lévy financial model with transaction costs and Làdlàg strategies. (English) Zbl 1437.91409 Math. Financ. Econ. 14, No. 3, 399-431 (2020). MSC: 91G10 60G51 49L25 PDF BibTeX XML Cite \textit{E. Lepinette} and \textit{T. Q. Tran}, Math. Financ. Econ. 14, No. 3, 399--431 (2020; Zbl 1437.91409) Full Text: DOI
Addona, Davide; Bandini, Elena; Masiero, Federica A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces. (English) Zbl 1443.60058 NoDEA, Nonlinear Differ. Equ. Appl. 27, No. 4, Paper No. 37, 56 p. (2020). MSC: 60H10 60H30 93E20 35Q93 PDF BibTeX XML Cite \textit{D. Addona} et al., NoDEA, Nonlinear Differ. Equ. Appl. 27, No. 4, Paper No. 37, 56 p. (2020; Zbl 1443.60058) Full Text: DOI
Bäuerle, Nicole; Desmettre, Sascha Portfolio optimization in fractional and rough Heston models. (English) Zbl 1437.91403 SIAM J. Financ. Math. 11, No. 1, 240-273 (2020). MSC: 91G10 91B70 93E20 60G22 PDF BibTeX XML Cite \textit{N. Bäuerle} and \textit{S. Desmettre}, SIAM J. Financ. Math. 11, No. 1, 240--273 (2020; Zbl 1437.91403) Full Text: DOI
Ballesteros, Mariana; Chairez, Isaac; Poznyak, Alexander Robust min-max optimal control design for systems with uncertain models: a neural dynamic programming approach. (English) Zbl 1443.49031 Neural Netw. 125, 153-164 (2020). MSC: 49K35 35F21 90C39 PDF BibTeX XML Cite \textit{M. Ballesteros} et al., Neural Netw. 125, 153--164 (2020; Zbl 1443.49031) Full Text: DOI
Xiao, Lishun; Fan, Shengjun; Tian, Dejian Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs. (English) Zbl 07204052 Electron. Commun. Probab. 25, Paper No. 30, 10 p. (2020). MSC: 60H10 35K20 49L25 PDF BibTeX XML Cite \textit{L. Xiao} et al., Electron. Commun. Probab. 25, Paper No. 30, 10 p. (2020; Zbl 07204052) Full Text: DOI Euclid
Lu, Zuliang; Huang, Fei; Li, Lin; Zuo, Xiaoxiao; Li, Junhong An empirical study of transboundary air pollution of the Beijing-Tianjin region. (English) Zbl 1437.49053 ETNA, Electron. Trans. Numer. Anal. 52, 100-112 (2020). MSC: 49N70 49J20 65N30 35F21 60H30 PDF BibTeX XML Cite \textit{Z. Lu} et al., ETNA, Electron. Trans. Numer. Anal. 52, 100--112 (2020; Zbl 1437.49053) Full Text: DOI Link
Alla, Alessandro; Saluzzi, Luca An HJB-POD approach for the control of nonlinear PDEs on a tree structure. (A HJB-POD approach for the control of nonlinear PDEs on a tree structure.) (English) Zbl 1437.49039 Appl. Numer. Math. 155, 192-207 (2020). MSC: 49L20 93B52 49N35 49M25 90C39 35F21 PDF BibTeX XML Cite \textit{A. Alla} and \textit{L. Saluzzi}, Appl. Numer. Math. 155, 192--207 (2020; Zbl 1437.49039) Full Text: DOI
Luo, Sheng-Feng Dynamic mean-variance portfolios with risk budget. (English) Zbl 1444.91200 Int. J. Theor. Appl. Finance 23, No. 1, Article ID 2050007, 16 p. (2020). MSC: 91G10 91G70 PDF BibTeX XML Cite \textit{S.-F. Luo}, Int. J. Theor. Appl. Finance 23, No. 1, Article ID 2050007, 16 p. (2020; Zbl 1444.91200) Full Text: DOI
Hata, Hiroaki Optimal investment-consumption-insurance with partial information. (English) Zbl 1433.91134 Japan J. Ind. Appl. Math. 37, No. 1, 309-338 (2020). MSC: 91G05 91G10 93E20 60H10 49N30 PDF BibTeX XML Cite \textit{H. Hata}, Japan J. Ind. Appl. Math. 37, No. 1, 309--338 (2020; Zbl 1433.91134) Full Text: DOI
Tian, Linlin; Bai, Lihua; Guo, Junyi Optimal singular dividend problem under the Sparre Andersen model. (English) Zbl 1434.49025 J. Optim. Theory Appl. 184, No. 2, 603-626 (2020). MSC: 49L20 49L25 91G05 93E20 PDF BibTeX XML Cite \textit{L. Tian} et al., J. Optim. Theory Appl. 184, No. 2, 603--626 (2020; Zbl 1434.49025) Full Text: DOI
Houmia, Anouar; Mejai, Maher; Benaid, Brahim; ben Dbabis, Makram Optimal proportional reinsurance policies for stochastic models. (English) Zbl 1451.91168 Stochastic Anal. Appl. 38, No. 2, 373-386 (2020). Reviewer: Alexandra Rodkina (College Station) MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{A. Houmia} et al., Stochastic Anal. Appl. 38, No. 2, 373--386 (2020; Zbl 1451.91168) Full Text: DOI
Świȩch, Andrzej Viscosity solutions to HJB equations for boundary-noise and boundary-control problems. (English) Zbl 07154745 SIAM J. Control Optim. 58, No. 1, 303-326 (2020). MSC: 35Q93 35R15 49K45 49L20 49L25 60H15 93E20 PDF BibTeX XML Cite \textit{A. Świȩch}, SIAM J. Control Optim. 58, No. 1, 303--326 (2020; Zbl 07154745) Full Text: DOI
Wei, Jiaqin; Li, Danping; Zeng, Yan Robust optimal consumption-investment strategy with non-exponential discounting. (English) Zbl 1438.90188 J. Ind. Manag. Optim. 16, No. 1, 207-230 (2020). MSC: 90B50 93E20 91G80 PDF BibTeX XML Cite \textit{J. Wei} et al., J. Ind. Manag. Optim. 16, No. 1, 207--230 (2020; Zbl 1438.90188) Full Text: DOI
Zhang, Yan; Wu, Yonghong; Wiwatanapataphee, Benchawan; Angkola, Francisca Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework. (English) Zbl 1438.91121 J. Ind. Manag. Optim. 16, No. 1, 71-101 (2020). MSC: 91G05 91G30 93E20 60H10 PDF BibTeX XML Cite \textit{Y. Zhang} et al., J. Ind. Manag. Optim. 16, No. 1, 71--101 (2020; Zbl 1438.91121) Full Text: DOI
Jeon, Junkee; Kim, Geonwoo An integral equation approach for optimal investment policies with partial reversibility. (English) Zbl 1448.91145 Chaos Solitons Fractals 125, 73-78 (2019). MSC: 91B38 91B55 49N90 35Q91 PDF BibTeX XML Cite \textit{J. Jeon} and \textit{G. Kim}, Chaos Solitons Fractals 125, 73--78 (2019; Zbl 1448.91145) Full Text: DOI
Yoshioka, Hidekazu; Tanaka, Tomomi; Aranishi, Futoshi; Izumi, Tomoki; Fujihara, Masayuki Stochastic optimal switching model for migrating population dynamics. (English) Zbl 1448.92258 J. Biol. Dyn. 13, No. 1, 706-732 (2019). MSC: 92D25 93E20 93C30 90C39 PDF BibTeX XML Cite \textit{H. Yoshioka} et al., J. Biol. Dyn. 13, No. 1, 706--732 (2019; Zbl 1448.92258) Full Text: DOI
Yoshioka, Hidekazu A simplified stochastic optimization model for logistic dynamics with control-dependent carrying capacity. (English) Zbl 1448.92388 J. Biol. Dyn. 13, No. 1, 148-176 (2019). MSC: 92D40 92D25 93E20 34H05 35D40 65M06 PDF BibTeX XML Cite \textit{H. Yoshioka}, J. Biol. Dyn. 13, No. 1, 148--176 (2019; Zbl 1448.92388) Full Text: DOI
Mei, Hongwei; Yong, Jiongmin Equilibrium strategies for time-inconsistent stochastic switching systems. (English) Zbl 1441.93346 ESAIM, Control Optim. Calc. Var. 25, Paper No. 64, 60 p. (2019). MSC: 93E20 93C30 93C15 60H10 PDF BibTeX XML Cite \textit{H. Mei} and \textit{J. Yong}, ESAIM, Control Optim. Calc. Var. 25, Paper No. 64, 60 p. (2019; Zbl 1441.93346) Full Text: DOI
De Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John A solvable two-dimensional degenerate singular stochastic control problem with nonconvex costs. (English) Zbl 1443.91215 Math. Oper. Res. 44, No. 2, 512-531 (2019). MSC: 91B70 93E20 60G40 49L20 PDF BibTeX XML Cite \textit{T. De Angelis} et al., Math. Oper. Res. 44, No. 2, 512--531 (2019; Zbl 1443.91215) Full Text: DOI
Grandits, Peter On the gain of collaboration in a two dimensional ruin problem. (English) Zbl 1446.91061 Eur. Actuar. J. 9, No. 2, 635-644 (2019). Reviewer: Dominique Lépingle (Orléans) MSC: 91G05 60G44 93E20 91G80 PDF BibTeX XML Cite \textit{P. Grandits}, Eur. Actuar. J. 9, No. 2, 635--644 (2019; Zbl 1446.91061) Full Text: DOI
Gong, Ruoting; Mou, Chenchen; Święch, Andrzej Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations. (English) Zbl 07172335 Ann. Appl. Probab. 29, No. 6, 3271-3310 (2019). MSC: 35R09 35K61 35K65 49L20 49L25 60H10 60H30 93E20 PDF BibTeX XML Cite \textit{R. Gong} et al., Ann. Appl. Probab. 29, No. 6, 3271--3310 (2019; Zbl 07172335) Full Text: DOI Euclid
Ma, Jianjing; Wang, Guojing; Xing, Yongsheng Robust optimal proportional reinsurance and investment strategy for an insurer with Ornstein-Uhlenbeck process. (English) Zbl 1443.91253 Bull. Korean Math. Soc. 56, No. 6, 1467-1483 (2019). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 93E20 60J60 PDF BibTeX XML Cite \textit{J. Ma} et al., Bull. Korean Math. Soc. 56, No. 6, 1467--1483 (2019; Zbl 1443.91253) Full Text: DOI
Sun, Jingyun; Tian, Li’na; Chen, Zheng Optimal investment strategy for the DC pension fund with Stein-Stein volatility and dynamic VaR constraint. (Chinese. English summary) Zbl 1449.91108 Oper. Res. Trans. 23, No. 2, 44-56 (2019). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{J. Sun} et al., Oper. Res. Trans. 23, No. 2, 44--56 (2019; Zbl 1449.91108) Full Text: DOI
Abdou, Joseph M.; Pnevmatikos, Nikolaos Asymptotic value in frequency-dependent games with separable payoffs: a differential approach. (English) Zbl 1429.91033 Dyn. Games Appl. 9, No. 2, 295-313 (2019). MSC: 91A15 91A23 PDF BibTeX XML Cite \textit{J. M. Abdou} and \textit{N. Pnevmatikos}, Dyn. Games Appl. 9, No. 2, 295--313 (2019; Zbl 1429.91033) Full Text: DOI
Wang, Wenyuan; Zhang, Zhimin Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time. (English) Zbl 1427.60084 Adv. Appl. Probab. 51, No. 3, 865-897 (2019). MSC: 60G51 91B05 93E20 PDF BibTeX XML Cite \textit{W. Wang} and \textit{Z. Zhang}, Adv. Appl. Probab. 51, No. 3, 865--897 (2019; Zbl 1427.60084) Full Text: DOI arXiv
Wang, Suxin; Lu, Yi Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan. (English) Zbl 1427.91245 Insur. Math. Econ. 89, 46-62 (2019). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{S. Wang} and \textit{Y. Lu}, Insur. Math. Econ. 89, 46--62 (2019; Zbl 1427.91245) Full Text: DOI
Hu, Mingshang; Ji, Shaolin; Xue, Xiaole The existence and uniqueness of viscosity solution to a kind of Hamilton-Jacobi-Bellman equation. (English) Zbl 07136985 SIAM J. Control Optim. 57, No. 6, 3911-3938 (2019). MSC: 93E20 60H10 35K15 PDF BibTeX XML Cite \textit{M. Hu} et al., SIAM J. Control Optim. 57, No. 6, 3911--3938 (2019; Zbl 07136985) Full Text: DOI
Azcue, Pablo; Muler, Nora Optimal cash management problem for compound Poisson processes with two-sided jumps. (English) Zbl 1429.49040 Appl. Math. Optim. 80, No. 2, 331-368 (2019). MSC: 49N25 PDF BibTeX XML Cite \textit{P. Azcue} and \textit{N. Muler}, Appl. Math. Optim. 80, No. 2, 331--368 (2019; Zbl 1429.49040) Full Text: DOI
Yoshioka, Hidekazu; Yoshioka, Yumi Modeling stochastic operation of reservoir under ambiguity with an emphasis on river management. (English) Zbl 1425.93307 Optim. Control Appl. Methods 40, No. 4, 764-790 (2019). MSC: 93E20 86A05 93C15 49L25 PDF BibTeX XML Cite \textit{H. Yoshioka} and \textit{Y. Yoshioka}, Optim. Control Appl. Methods 40, No. 4, 764--790 (2019; Zbl 1425.93307) Full Text: DOI
Xiao, Hongmin; Liu, Yuedi; Liu, Ailing Optimal investment strategy for risk model of delayed claims. (Chinese. English summary) Zbl 1438.91131 J. Math., Wuhan Univ. 39, No. 2, 297-304 (2019). MSC: 91G10 91B05 60G44 PDF BibTeX XML Cite \textit{H. Xiao} et al., J. Math., Wuhan Univ. 39, No. 2, 297--304 (2019; Zbl 1438.91131) Full Text: DOI
Ma, Jianjing; Wang, Guojing An optimal reinsurance and investment problem with a defaultable security and a stock with Ornstein-Uhlenbeck process. (English) Zbl 1438.91114 Chin. J. Appl. Probab. Stat. 35, No. 2, 111-125 (2019). MSC: 91G05 91G20 60J60 PDF BibTeX XML Cite \textit{J. Ma} and \textit{G. Wang}, Chin. J. Appl. Probab. Stat. 35, No. 2, 111--125 (2019; Zbl 1438.91114) Full Text: DOI
Ma, Guiyuan; Zhu, Song-Ping Optimal investment and consumption under a continuous-time cointegration model with exponential utility. (English) Zbl 1420.91427 Quant. Finance 19, No. 7, 1135-1149 (2019). MSC: 91G10 93E20 PDF BibTeX XML Cite \textit{G. Ma} and \textit{S.-P. Zhu}, Quant. Finance 19, No. 7, 1135--1149 (2019; Zbl 1420.91427) Full Text: DOI
Baltas, Ioannis; Yannacopoulos, Athanasios N. Portfolio management in a stochastic factor model under the existence of private information. (English) Zbl 07110056 IMA J. Manag. Math. 30, No. 1, 77-103 (2019). MSC: 90 91 PDF BibTeX XML Cite \textit{I. Baltas} and \textit{A. N. Yannacopoulos}, IMA J. Manag. Math. 30, No. 1, 77--103 (2019; Zbl 07110056) Full Text: DOI
Alla, Alessandro; Falcone, Maurizio; Saluzzi, Luca An efficient DP algorithm on a tree-structure for finite horizon optimal control problems. (English) Zbl 1423.49024 SIAM J. Sci. Comput. 41, No. 4, A2384-A2406 (2019). MSC: 49L20 49J15 49J20 93B52 PDF BibTeX XML Cite \textit{A. Alla} et al., SIAM J. Sci. Comput. 41, No. 4, A2384--A2406 (2019; Zbl 1423.49024) Full Text: DOI arXiv
Kilianová, Soňa; Ševčovič, Daniel Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi-Bellman equation. (English) Zbl 1419.35095 Japan J. Ind. Appl. Math. 36, No. 2, 497-519 (2019). MSC: 35K55 35Q91 91G10 65N30 91G60 35R60 PDF BibTeX XML Cite \textit{S. Kilianová} and \textit{D. Ševčovič}, Japan J. Ind. Appl. Math. 36, No. 2, 497--519 (2019; Zbl 1419.35095) Full Text: DOI
Breiten, Tobias; Kunisch, Karl; Pfeiffer, Laurent Taylor expansions of the value function associated with a bilinear optimal control problem. (English) Zbl 1420.49005 Ann. Inst. Henri Poincaré, Anal. Non Linéaire 36, No. 5, 1361-1399 (2019). MSC: 49J20 49N35 93D05 93D15 PDF BibTeX XML Cite \textit{T. Breiten} et al., Ann. Inst. Henri Poincaré, Anal. Non Linéaire 36, No. 5, 1361--1399 (2019; Zbl 1420.49005) Full Text: DOI arXiv
Mudzimbabwe, Walter A simple numerical solution for an optimal investment strategy for a DC pension plan in a jump diffusion model. (English) Zbl 1419.49033 J. Comput. Appl. Math. 360, 55-61 (2019). MSC: 49L20 49K15 45J05 91B30 PDF BibTeX XML Cite \textit{W. Mudzimbabwe}, J. Comput. Appl. Math. 360, 55--61 (2019; Zbl 1419.49033) Full Text: DOI
Parkinson, Christian; Arnold, David; Bertozzi, Andrea L.; Chow, Yat Tin; Osher, Stanley Optimal human navigation in steep terrain: a Hamilton-Jacobi-Bellman approach. (English) Zbl 1417.49033 Commun. Math. Sci. 17, No. 1, 227-242 (2019). MSC: 49L20 34H05 35F21 PDF BibTeX XML Cite \textit{C. Parkinson} et al., Commun. Math. Sci. 17, No. 1, 227--242 (2019; Zbl 1417.49033) Full Text: DOI arXiv
Hobson, David; Tse, Alex S. L.; Zhu, Yeqi A multi-asset investment and consumption problem with transaction costs. (English) Zbl 07074033 Finance Stoch. 23, No. 3, 641-676 (2019). MSC: 91G10 93E20 PDF BibTeX XML Cite \textit{D. Hobson} et al., Finance Stoch. 23, No. 3, 641--676 (2019; Zbl 07074033) Full Text: DOI
Neilan, Michael; Wu, Mohan Discrete Miranda-Talenti estimates and applications to linear and nonlinear PDEs. (English) Zbl 1426.65182 J. Comput. Appl. Math. 356, 358-376 (2019). Reviewer: Dana Černá (Liberec) MSC: 65N30 65N12 35F21 65N15 35G15 PDF BibTeX XML Cite \textit{M. Neilan} and \textit{M. Wu}, J. Comput. Appl. Math. 356, 358--376 (2019; Zbl 1426.65182) Full Text: DOI
Pan, Jian; Hu, Shengzhou; Zhou, Xiangying Optimal investment strategy for asset-liability management under the Heston model. (English) Zbl 1422.91667 Optimization 68, No. 5, 895-920 (2019). MSC: 91G10 91B70 93E20 PDF BibTeX XML Cite \textit{J. Pan} et al., Optimization 68, No. 5, 895--920 (2019; Zbl 1422.91667) Full Text: DOI
Mou, Chenchen Remarks on Schauder estimates and existence of classical solutions for a class of uniformly parabolic Hamilton-Jacobi-Bellman integro-PDEs. (English) Zbl 1414.35253 J. Dyn. Differ. Equations 31, No. 2, 719-743 (2019). Reviewer: Vincenzo Vespri (Firenze) MSC: 35R09 35D40 35K61 45K05 47G20 93E20 PDF BibTeX XML Cite \textit{C. Mou}, J. Dyn. Differ. Equations 31, No. 2, 719--743 (2019; Zbl 1414.35253) Full Text: DOI
Baltas, Ioannis; Xepapadeas, Anastasios; Yannacopoulos, Athanasios N. Robust control of parabolic stochastic partial differential equations under model uncertainty. (English) Zbl 1412.93026 Eur. J. Control 46, 1-13 (2019). MSC: 93B35 93E20 93C20 60H15 91A15 91A23 93C25 PDF BibTeX XML Cite \textit{I. Baltas} et al., Eur. J. Control 46, 1--13 (2019; Zbl 1412.93026) Full Text: DOI
Kühn, Franziska Viscosity solutions to Hamilton-Jacobi-Bellman equations associated with sublinear Lévy(-type) processes. (English) Zbl 1419.82045 ALEA, Lat. Am. J. Probab. Math. Stat. 16, No. 1, 531-559 (2019). Reviewer: Bassano Vacchini (Milano) MSC: 82C31 82C44 60G51 35F21 35Q82 47D07 PDF BibTeX XML Cite \textit{F. Kühn}, ALEA, Lat. Am. J. Probab. Math. Stat. 16, No. 1, 531--559 (2019; Zbl 1419.82045) Full Text: Link
Jensen, Ninna Reitzel Life insurance decisions under recursive utility. (English) Zbl 1411.91288 Scand. Actuar. J. 2019, No. 3, 204-227 (2019). MSC: 91B30 93E20 91B16 PDF BibTeX XML Cite \textit{N. R. Jensen}, Scand. Actuar. J. 2019, No. 3, 204--227 (2019; Zbl 1411.91288) Full Text: DOI
Grandits, Peter; Kovacevic, Raimund M.; Veliov, Vladimir M. Optimal control and the value of information for a stochastic epidemiological SIS-model. (English) Zbl 1414.49031 J. Math. Anal. Appl. 476, No. 2, 665-695 (2019). MSC: 49K45 92D30 49S05 PDF BibTeX XML Cite \textit{P. Grandits} et al., J. Math. Anal. Appl. 476, No. 2, 665--695 (2019; Zbl 1414.49031) Full Text: DOI
Befekadu, Getachew K.; Zhu, Quanyan Optimal control of diffusion processes pertaining to an opioid epidemic dynamical model with random perturbations. (English) Zbl 1414.35086 J. Math. Biol. 78, No. 5, 1425-1438 (2019). MSC: 35J70 37C20 60J60 93E20 92D25 90C40 PDF BibTeX XML Cite \textit{G. K. Befekadu} and \textit{Q. Zhu}, J. Math. Biol. 78, No. 5, 1425--1438 (2019; Zbl 1414.35086) Full Text: DOI arXiv
Arapostathis, Ari; Caffarelli, Luis; Pang, Guodong; Zheng, Yi Ergodic control of a class of jump diffusions with finite Lévy measures and rough kernels. (English) Zbl 1415.93288 SIAM J. Control Optim. 57, No. 2, 1516-1540 (2019). MSC: 93E20 60J75 35Q93 60J60 93E15 PDF BibTeX XML Cite \textit{A. Arapostathis} et al., SIAM J. Control Optim. 57, No. 2, 1516--1540 (2019; Zbl 1415.93288) Full Text: DOI arXiv
Gallistl, Dietmar; Süli, Endre Mixed finite element approximation of the Hamilton-Jacobi-Bellman equation with Cordes coefficients. (English) Zbl 1412.65186 SIAM J. Numer. Anal. 57, No. 2, 592-614 (2019). MSC: 65N12 65N15 65N30 35F21 65N50 PDF BibTeX XML Cite \textit{D. Gallistl} and \textit{E. Süli}, SIAM J. Numer. Anal. 57, No. 2, 592--614 (2019; Zbl 1412.65186) Full Text: DOI
Basco, V.; Frankowska, H. Hamilton-Jacobi-Bellman equations with time-measurable data and infinite horizon. (English) Zbl 1409.49006 NoDEA, Nonlinear Differ. Equ. Appl. 26, No. 1, Paper No. 7, 24 p. (2019). MSC: 49J20 49L99 70H20 35D30 PDF BibTeX XML Cite \textit{V. Basco} and \textit{H. Frankowska}, NoDEA, Nonlinear Differ. Equ. Appl. 26, No. 1, Paper No. 7, 24 p. (2019; Zbl 1409.49006) Full Text: DOI
Øksendal, Bernt; Sulem, Agnès Applied stochastic control of jump diffusions. 3rd expanded and updated edition. (English) Zbl 1422.93001 Universitext. Cham: Springer (ISBN 978-3-030-02779-7/pbk; 978-3-030-02781-0/ebook). xvi, 436 p. (2019). Reviewer: Lu Qi (Chengdu) MSC: 93-02 93E20 60-02 60G40 60J60 60J75 60G51 60H15 49L25 49J20 91A15 91A23 91G20 91G80 90C39 PDF BibTeX XML Cite \textit{B. Øksendal} and \textit{A. Sulem}, Applied stochastic control of jump diffusions. 3rd expanded and updated edition. Cham: Springer (2019; Zbl 1422.93001) Full Text: DOI
Ohsumi, Akira An interpretation of the Schrödinger equation in quantum mechanics from the control-theoretic point of view. (English) Zbl 1406.93385 Automatica 99, 181-187 (2019). MSC: 93E20 81P20 49L20 81Q93 81Q05 93C20 35J10 PDF BibTeX XML Cite \textit{A. Ohsumi}, Automatica 99, 181--187 (2019; Zbl 1406.93385) Full Text: DOI
Yoshioka, Hidekazu; Yaegashi, Yuta Stochastic differential game for management of non-renewable fishery resource under model ambiguity. (English) Zbl 1445.91037 J. Biol. Dyn. 12, No. 1, 817-845 (2018). MSC: 91B76 91A15 92D25 60H15 49N70 PDF BibTeX XML Cite \textit{H. Yoshioka} and \textit{Y. Yaegashi}, J. Biol. Dyn. 12, No. 1, 817--845 (2018; Zbl 1445.91037) Full Text: DOI
Yoshioka, Hidekazu; Yaegashi, Yuta Singular stochastic control model for algae growth management in dam downstream. (English) Zbl 1448.92389 J. Biol. Dyn. 12, No. 1, 242-270 (2018). MSC: 92D40 93E20 60H10 49L25 PDF BibTeX XML Cite \textit{H. Yoshioka} and \textit{Y. Yaegashi}, J. Biol. Dyn. 12, No. 1, 242--270 (2018; Zbl 1448.92389) Full Text: DOI
Liu, Ziqian Design of nonlinear optimal control for chaotic synchronization of coupled stochastic neural networks via Hamilton-Jacobi-Bellman equation. (English) Zbl 1441.93344 Neural Netw. 99, 166-177 (2018). MSC: 93E20 93C10 93B70 49L12 PDF BibTeX XML Cite \textit{Z. Liu}, Neural Netw. 99, 166--177 (2018; Zbl 1441.93344) Full Text: DOI
Birge, John R.; Bo, Lijun; Capponi, Agostino Risk-sensitive asset management and cascading defaults. (English) Zbl 1443.91256 Math. Oper. Res. 43, No. 1, 1-28 (2018). MSC: 91G10 91G40 PDF BibTeX XML Cite \textit{J. R. Birge} et al., Math. Oper. Res. 43, No. 1, 1--28 (2018; Zbl 1443.91256) Full Text: DOI
Ferrari, Giorgio; Yang, Shuzhen On an optimal extraction problem with regime switching. (English) Zbl 1431.91277 Adv. Appl. Probab. 50, No. 3, 671-705 (2018). MSC: 91B76 93E20 60G40 60J28 PDF BibTeX XML Cite \textit{G. Ferrari} and \textit{S. Yang}, Adv. Appl. Probab. 50, No. 3, 671--705 (2018; Zbl 1431.91277) Full Text: DOI Link
De Angelis, Tiziano; Ferrari, Giorgio Stochastic nonzero-sum games: a new connection between singular control and optimal stopping. (English) Zbl 1443.91037 Adv. Appl. Probab. 50, No. 2, 347-372 (2018). Reviewer: Anna Jaskiewicz (Wrocław) MSC: 91A15 91A05 93E20 91A55 60G40 60J60 PDF BibTeX XML Cite \textit{T. De Angelis} and \textit{G. Ferrari}, Adv. Appl. Probab. 50, No. 2, 347--372 (2018; Zbl 1443.91037) Full Text: DOI Link
Hata, Hiroaki; Sheu, Shuenn-Jyi An optimal consumption and investment problem with partial information. (English) Zbl 1434.91060 Adv. Appl. Probab. 50, No. 1, 131-153 (2018). MSC: 91G10 49L20 60H30 93E11 93E20 PDF BibTeX XML Cite \textit{H. Hata} and \textit{S.-J. Sheu}, Adv. Appl. Probab. 50, No. 1, 131--153 (2018; Zbl 1434.91060) Full Text: DOI
Kufakunesu, Rodwell On the multi-dimensional portfolio optimization with stochastic volatility. (English) Zbl 1426.91251 Quaest. Math. 41, No. 1, 27-40 (2018). MSC: 91G10 93E20 35Q91 60H30 PDF BibTeX XML Cite \textit{R. Kufakunesu}, Quaest. Math. 41, No. 1, 27--40 (2018; Zbl 1426.91251) Full Text: DOI
Yang, Qingqing; Ching, Waiki; Siu, Takkuen; Zhang, Zhiwen A Markov-driven portfolio execution strategy with market impact. (English) Zbl 1438.91135 Numer. Math., Theory Methods Appl. 11, No. 4, 701-728 (2018). MSC: 91G10 91G80 90C20 90C39 PDF BibTeX XML Cite \textit{Q. Yang} et al., Numer. Math., Theory Methods Appl. 11, No. 4, 701--728 (2018; Zbl 1438.91135) Full Text: DOI
Liu, Shengwang; Li, Bing Optimal time-consistent investment and reinsurance strategies for mean-variance insurer under the dependent risk model. (English) Zbl 1438.91112 J. Math., Wuhan Univ. 38, No. 6, 962-974 (2018). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{S. Liu} and \textit{B. Li}, J. Math., Wuhan Univ. 38, No. 6, 962--974 (2018; Zbl 1438.91112) Full Text: DOI
Wei, Qingmeng; Yu, Zhiyong Time-inconsistent recursive zero-sum stochastic differential games. (English) Zbl 1418.49040 Math. Control Relat. Fields 8, No. 3-4, 1051-1079 (2018). MSC: 49N70 60H10 49N35 PDF BibTeX XML Cite \textit{Q. Wei} and \textit{Z. Yu}, Math. Control Relat. Fields 8, No. 3--4, 1051--1079 (2018; Zbl 1418.49040) Full Text: DOI
Breiten, Tobias; Kunisch, Karl; Pfeiffer, Laurent Numerical study of polynomial feedback laws for a bilinear control problem. (English) Zbl 1418.49002 Math. Control Relat. Fields 8, No. 3-4, 557-582 (2018). MSC: 49J20 49N35 93B40 93D15 PDF BibTeX XML Cite \textit{T. Breiten} et al., Math. Control Relat. Fields 8, No. 3--4, 557--582 (2018; Zbl 1418.49002) Full Text: DOI arXiv
Barles, Guy; Briani, Ariela; Trélat, Emmanuel Value function for regional control problems via dynamic programming and Pontryagin maximum principle. (English) Zbl 1418.49022 Math. Control Relat. Fields 8, No. 3-4, 509-533 (2018). MSC: 49K20 49K15 35F21 PDF BibTeX XML Cite \textit{G. Barles} et al., Math. Control Relat. Fields 8, No. 3--4, 509--533 (2018; Zbl 1418.49022) Full Text: DOI
Chang, Shuhua; Sethi, Suresh P.; Wang, Xinyu Optimal abatement and emission permit trading policies in a dynamic transboundary pollution game. (English) Zbl 1411.91437 Dyn. Games Appl. 8, No. 3, 542-572 (2018). MSC: 91B76 91A23 91A10 91A12 PDF BibTeX XML Cite \textit{S. Chang} et al., Dyn. Games Appl. 8, No. 3, 542--572 (2018; Zbl 1411.91437) Full Text: DOI
Yoshioka, Hidekazu; Yaegashi, Yuta Robust stochastic control modeling of dam discharge to suppress overgrowth of downstream harmful algae. (English) Zbl 1408.93152 Appl. Stoch. Models Bus. Ind. 34, No. 3, 338-354 (2018). MSC: 93E20 93B35 92D40 92D25 60H10 90C39 PDF BibTeX XML Cite \textit{H. Yoshioka} and \textit{Y. Yaegashi}, Appl. Stoch. Models Bus. Ind. 34, No. 3, 338--354 (2018; Zbl 1408.93152) Full Text: DOI
Kilianová, Soňa; Ševčovič, Daniel Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization. (English) Zbl 07031767 Kybernetika 54, No. 6, 1167-1183 (2018). MSC: 91G10 93E20 PDF BibTeX XML Cite \textit{S. Kilianová} and \textit{D. Ševčovič}, Kybernetika 54, No. 6, 1167--1183 (2018; Zbl 07031767) Full Text: DOI
Aivaliotis, Georgios; Veretennikov, A. Yu. An HJB approach to a general continuous-time mean-variance stochastic control problem. (English) Zbl 1405.93228 Random Oper. Stoch. Equ. 26, No. 4, 225-234 (2018). MSC: 93E20 60H10 49L25 91G10 PDF BibTeX XML Cite \textit{G. Aivaliotis} and \textit{A. Yu. Veretennikov}, Random Oper. Stoch. Equ. 26, No. 4, 225--234 (2018; Zbl 1405.93228) Full Text: DOI
Annunziato, Mario; Borzì, Alfio A Fokker-Planck control framework for stochastic systems. (English) Zbl 1406.93383 EMS Surv. Math. Sci. 5, No. 1-2, 65-98 (2018). MSC: 93E20 60K15 49K45 35F21 35K57 35Q84 49J20 49L20 65C20 65H10 60H25 65K15 90C39 PDF BibTeX XML Cite \textit{M. Annunziato} and \textit{A. Borzì}, EMS Surv. Math. Sci. 5, No. 1--2, 65--98 (2018; Zbl 1406.93383) Full Text: DOI
Bensoussan, Alain; Huang, Tao; Laurière, Mathieu Mean field control and mean field game models with several populations. (English) Zbl 1406.35416 Minimax Theory Appl. 3, No. 2, 173-209 (2018). MSC: 35Q91 35Q93 91A13 35A01 35B20 35K40 35F21 PDF BibTeX XML Cite \textit{A. Bensoussan} et al., Minimax Theory Appl. 3, No. 2, 173--209 (2018; Zbl 1406.35416) Full Text: Link arXiv
Mehrali-Varjani, Mohsen; Shamsi, Mostafa; Malek, Alaeddin Solving a class of Hamilton-Jacobi-Bellman equations using pseudospectral methods. (English) Zbl 1449.49007 Kybernetika 54, No. 4, 629-647 (2018). MSC: 49J20 65M70 35F21 PDF BibTeX XML Cite \textit{M. Mehrali-Varjani} et al., Kybernetika 54, No. 4, 629--647 (2018; Zbl 1449.49007) Full Text: DOI
Garcke, Jochen; Kalmykov, Ilja Efficient higher order time discretization schemes for Hamilton-Jacobi-Bellman equations based on diagonally implicit symplectic Runge-Kutta methods. (English) Zbl 1405.49019 Kalise, Dante (ed.) et al., Hamilton-Jacobi-Bellman equations. Numerical methods and applications in optimal control. Based on the workshop “Numerical methods for Hamilton-Jacobi equations in optimal control and related fields”, Linz, Austria, November 21–25, 2016. Berlin: De Gruyter (ISBN 978-3-11-054263-9/hbk; 978-3-11-054359-9/ebook). Radon Series on Computational and Applied Mathematics 21, 97-128 (2018). MSC: 49M25 49L20 90C39 65L06 49K20 PDF BibTeX XML Cite \textit{J. Garcke} and \textit{I. Kalmykov}, Radon Ser. Comput. Appl. Math. 21, 97--128 (2018; Zbl 1405.49019) Full Text: DOI
Chekroun, Mickaël D.; Kröner, Axel; Liu, Honghu Galerkin approximations for the optimal control of nonlinear delay differential equations. (English) Zbl 1405.49018 Kalise, Dante (ed.) et al., Hamilton-Jacobi-Bellman equations. Numerical methods and applications in optimal control. Based on the workshop “Numerical methods for Hamilton-Jacobi equations in optimal control and related fields”, Linz, Austria, November 21–25, 2016. Berlin: De Gruyter (ISBN 978-3-11-054263-9/hbk; 978-3-11-054359-9/ebook). Radon Series on Computational and Applied Mathematics 21, 61-96 (2018). MSC: 49M25 34K07 PDF BibTeX XML Cite \textit{M. D. Chekroun} et al., Radon Ser. Comput. Appl. Math. 21, 61--96 (2018; Zbl 1405.49018) Full Text: DOI arXiv
Bratus, Alexander; Yegorov, Ivan; Yurchenko, Daniil Optimal bounded noisy feedback control for damping random vibrations. (English) Zbl 1400.93329 J. Vib. Control 24, No. 10, 1874-1888 (2018). MSC: 93E20 93B52 74H45 PDF BibTeX XML Cite \textit{A. Bratus} et al., J. Vib. Control 24, No. 10, 1874--1888 (2018; Zbl 1400.93329) Full Text: DOI