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Found 1,303 Documents (Results 401–500)

Dynamic programming for an investment/consumption problem in illiquid markets with regime-switching. (English) Zbl 1322.49042

Chojnowska-Michalik, Anna (ed.) et al., Stochastic analysis. Special volume in honour of Jerzy Zabczyk. Selected papers based on the presentations at the Banach Center conference on stochastic analysis and control, Bȩdlewo, Poland, May 6–10, 2013. Warsaw: Polish Academy of Sciences, Institute of Mathematics (ISBN 978-83-86806-28-7/pbk). Banach Center Publications 105, 103-118 (2015).
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An introduction to viscosity solutions for fully nonlinear PDE with applications to calculus of variations in \(L^\infty\). (English) Zbl 1326.35006

SpringerBriefs in Mathematics; BCAM SpringerBriefs. Cham: Springer; Bilbao: BCAM – Basque Center for Applied Mathematics (ISBN 978-3-319-12828-3/pbk; 978-3-319-12829-0/ebook). xii, 123 p. (2015).
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Introduction to optimal transport theory. (English) Zbl 1334.49147

Ollivier, Yann (ed.) et al., Optimal transport. Theory and applications. Proceedings of the summer school ‘Optimal transportation: theory and applications’, Fourier Institute, Grenoble, France. Cambridge: Cambridge University Press (ISBN 978-1-107-68949-7/pbk; 978-1-107-29729-6/ebook). London Mathematical Society Lecture Note Series 413, 3-21 (2014).
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Necessary conditions of optimality for stochastic switching systems with delay. (English) Zbl 1354.93170

Senichenkov, Yuri B. (ed.) et al., Recent advances in mathematical methods in applied sciences. Proceedings of the 2014 international conference on mathematical models and methods in applied sciences (MMMAS ’14) and the 2014 international conference on economics and applied statistics (EAS ’14), Saint Petersburg, Russia, September 23–25, 2014. St. Petersburg: St. Petersburg State University (ISBN 978-1-61804-251-4/pbk). Mathematics and Computers in Science and Engineering Series 32, 54-58 (2014).
MSC:  93E20 49K45 60H10
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Optimal control problems governed by a second order ordinary differential equation with \(m\)-point boundary condition. (English) Zbl 1319.49001

Kusuoka, Shigeo (ed.) et al., Advances in mathematical economics. Vol. 18. Tokyo: Springer (ISBN 978-4-431-54833-1/hbk; 978-4-431-54834-8/ebook). Advances in Mathematical Economics 18, 1-59 (2014).
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Generalization of Cauchy’s characteristics method to construct smooth solutions to Hamilton-Jacobi-Bellman equations in optimal control problems with singular regimes. (English. Russian original) Zbl 1334.49066

Mosc. Univ. Comput. Math. Cybern. 38, No. 3, 118-127 (2014); translation from Vestn. Mosk. Univ., Ser. XV 2014, No. 3, 30-40 (2014).
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Asymptotic behavior of the solution to a linear stochastic differential equation and almost sure optimality for a controlled stochastic process. (Russian, English) Zbl 1313.60110

Zh. Vychisl. Mat. Mat. Fiz. 54, No. 1, 89-103 (2014); translation in Comput. Math. Math. Phys. 54, No. 1, 83-96 (2014).
MSC:  60H10 34F05
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On the optimal weight function in the Goldston-Pintz-Yıldırım method for finding small gaps between consecutive primes. (English) Zbl 1315.11076

Pintz, János (ed.) et al., Number theory, analysis, and combinatorics. Proceedings of the Paul Turán memorial conference, Budapest, Hungary, August 22–26, 2011. Berlin: De Gruyter (ISBN 978-3-11-028242-9/ebook; 978-3-11-028237-5/hbk). De Gruyter Proceedings in Mathematics, 75-104 (2014).
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Optimality criteria for multi-objective dynamic optimization programs: the vector-valued Ramsey model in Banach spaces. (English) Zbl 1440.91027

Akashi, Shigeo (ed.) et al., Proceedings of the seventh international conference on nonlinear analysis and convex analysis (NACA 2011), Busan, South Korea, August 2–5, 2011. Vol. I. Yokohama: Yokohama Publishers. 53-73 (2013).
MSC:  91B62 49K05
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Theoretical and applied problems of nonlinear analysis. (Теоретические и прикладные задачи нелинейного анализа.) (Russian) Zbl 1294.00016

Moscow: Rossiĭskaya Akademiya Nauk, Vychislitel’nyĭ Tsentr im. A. A. Dorodnitsyna (ISBN 978-5-91601-084-8/pbk). 140 p. (2013).
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