Zhao, Heng; Zhao, Ning; Zong, Guangdeng; Zhao, Xudong; Xu, Ning Sliding-mode surface-based approximate optimal control for nonlinear multiplayer Stackelberg-Nash games via adaptive dynamic programming. (English) Zbl 07822395 Commun. Nonlinear Sci. Numer. Simul. 132, Article ID 107928, 16 p. (2024). MSC: 91A65 49L12 93B12 93C10 PDFBibTeX XMLCite \textit{H. Zhao} et al., Commun. Nonlinear Sci. Numer. Simul. 132, Article ID 107928, 16 p. (2024; Zbl 07822395) Full Text: DOI
Campos, Daniel S.; do Val, João B. R. The \(H_\infty\)-optimal control problem of CSVIU systems. (English) Zbl 07821213 Int. J. Robust Nonlinear Control 34, No. 3, 1774-1798 (2024). MSC: 93B36 93E20 93E15 91A15 PDFBibTeX XMLCite \textit{D. S. Campos} and \textit{J. B. R. do Val}, Int. J. Robust Nonlinear Control 34, No. 3, 1774--1798 (2024; Zbl 07821213) Full Text: DOI
Li, Xin; Wang, Ding; Wang, Jiangyu; Qiao, Junfei Adaptive critic control with multi-step policy evaluation for nonlinear zero-sum games. (English) Zbl 07821101 Int. J. Robust Nonlinear Control 34, No. 1, 551-566 (2024). MSC: 93C40 91A10 93C55 93C10 PDFBibTeX XMLCite \textit{X. Li} et al., Int. J. Robust Nonlinear Control 34, No. 1, 551--566 (2024; Zbl 07821101) Full Text: DOI
Song, Jian; Wang, Meng On mean-field control problems for backward doubly stochastic systems. (English) Zbl 07815237 ESAIM, Control Optim. Calc. Var. 30, Paper No. 20, 27 p. (2024). MSC: 93E20 91A16 49N80 60H30 PDFBibTeX XMLCite \textit{J. Song} and \textit{M. Wang}, ESAIM, Control Optim. Calc. Var. 30, Paper No. 20, 27 p. (2024; Zbl 07815237) Full Text: DOI arXiv
Aïd, René; Ajmia, Lamia Ben; Gaïgi, M’hamed; Mnif, Mohamed Nonzero-sum stochastic impulse games with an application in competitive retail energy markets. (English) Zbl 07815232 ESAIM, Control Optim. Calc. Var. 30, Paper No. 15, 42 p. (2024). MSC: 91A15 91A80 93C27 91B74 49L20 49L25 49N70 PDFBibTeX XMLCite \textit{R. Aïd} et al., ESAIM, Control Optim. Calc. Var. 30, Paper No. 15, 42 p. (2024; Zbl 07815232) Full Text: DOI arXiv
Yang, Bixuan; Wu, Jinbiao; Guo, Tiexin Well-posedness and regularity of mean-field backward doubly stochastic Volterra integral equations and applications to dynamic risk measures. (English) Zbl 07814077 J. Math. Anal. Appl. 535, No. 1, Article ID 128089, 23 p. (2024). MSC: 60H10 60H20 60H05 91G10 93E20 PDFBibTeX XMLCite \textit{B. Yang} et al., J. Math. Anal. Appl. 535, No. 1, Article ID 128089, 23 p. (2024; Zbl 07814077) Full Text: DOI arXiv
Aït-Sahalia, Yacine; Sağlam, Mehmet High frequency market making: the role of speed. (English) Zbl 07814011 J. Econom. 239, No. 2, Article ID 105421, 29 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Y. Aït-Sahalia} and \textit{M. Sağlam}, J. Econom. 239, No. 2, Article ID 105421, 29 p. (2024; Zbl 07814011) Full Text: DOI
Feng, Xinwei; Qiu, Zhenghong; Wang, Shujun Linear quadratic mean-field game with volatility uncertainty. (English) Zbl 07808093 J. Math. Anal. Appl. 534, No. 2, Article ID 128081, 29 p. (2024). MSC: 91A16 49N10 49N80 PDFBibTeX XMLCite \textit{X. Feng} et al., J. Math. Anal. Appl. 534, No. 2, Article ID 128081, 29 p. (2024; Zbl 07808093) Full Text: DOI
Baltas, Ioannis Optimal investment in a general stochastic factor framework under model uncertainty. (English) Zbl 07805239 J. Dyn. Games 11, No. 1, 20-47 (2024). MSC: 91G10 93E20 91A15 91A80 PDFBibTeX XMLCite \textit{I. Baltas}, J. Dyn. Games 11, No. 1, 20--47 (2024; Zbl 07805239) Full Text: DOI
Ruiz, Ubaldo Surveillance evasion between two identical differential drive robots. (English) Zbl 07803808 Eur. J. Control 75, Article ID 100935, 10 p. (2024). MSC: 93C85 91A24 91A80 PDFBibTeX XMLCite \textit{U. Ruiz}, Eur. J. Control 75, Article ID 100935, 10 p. (2024; Zbl 07803808) Full Text: DOI
Bank, Peter; Dolinsky, Yan Optimal investment with a noisy signal of future stock prices. (English) Zbl 07801985 Appl. Math. Optim. 89, No. 2, Paper No. 35, 23 p. (2024). MSC: 91G10 91B16 PDFBibTeX XMLCite \textit{P. Bank} and \textit{Y. Dolinsky}, Appl. Math. Optim. 89, No. 2, Paper No. 35, 23 p. (2024; Zbl 07801985) Full Text: DOI arXiv OA License
Mutakaya, Masimba Aspinas; Mhlanga, Farai Julius Optimal production and regulation of gold mining: a stochastic differential game approach. (English) Zbl 07799973 J. Ind. Manag. Optim. 20, No. 4, 1458-1482 (2024). MSC: 91G80 91A23 93E20 91G05 PDFBibTeX XMLCite \textit{M. A. Mutakaya} and \textit{F. J. Mhlanga}, J. Ind. Manag. Optim. 20, No. 4, 1458--1482 (2024; Zbl 07799973) Full Text: DOI
Osborne, Yohance A. P.; Smears, Iain Analysis and numerical approximation of stationary second-order mean field game partial differential inclusions. (English) Zbl 07794526 SIAM J. Numer. Anal. 62, No. 1, 138-166 (2024). MSC: 65N30 65N15 65N12 91A16 91-08 82C31 93E20 93C10 35D30 35A01 35A02 35Q89 35Q84 35Q93 PDFBibTeX XMLCite \textit{Y. A. P. Osborne} and \textit{I. Smears}, SIAM J. Numer. Anal. 62, No. 1, 138--166 (2024; Zbl 07794526) Full Text: DOI arXiv
Kuzenkov, Oleg A.; Morozov, Andrew Yu.; Nalchajyan, Samvel A. Revisiting ‘survival of the fittest’ principle in global stochastic optimisation: incorporating anisotropic mutations. (English) Zbl 07793574 Commun. Nonlinear Sci. Numer. Simul. 130, Article ID 107768, 21 p. (2024). MSC: 90Cxx 92Dxx 91-XX PDFBibTeX XMLCite \textit{O. A. Kuzenkov} et al., Commun. Nonlinear Sci. Numer. Simul. 130, Article ID 107768, 21 p. (2024; Zbl 07793574) Full Text: DOI
De Angelis, Tiziano; Ekström, Erik; Olofsson, Marcus The maximality principle in singular control with absorption and its applications to the dividend problem. (English) Zbl 07791450 SIAM J. Control Optim. 62, No. 1, 91-117 (2024). MSC: 91G50 93E20 60G40 35R35 PDFBibTeX XMLCite \textit{T. De Angelis} et al., SIAM J. Control Optim. 62, No. 1, 91--117 (2024; Zbl 07791450) Full Text: DOI arXiv
Yasuda, Kazuhiro An expected exponential utility maximization problem for bitcoin miners. (English) Zbl 07791040 Japan J. Ind. Appl. Math. 41, No. 1, 521-543 (2024). MSC: 91G99 91B16 93E20 60H30 49L20 PDFBibTeX XMLCite \textit{K. Yasuda}, Japan J. Ind. Appl. Math. 41, No. 1, 521--543 (2024; Zbl 07791040) Full Text: DOI
Li, Qi; Ahn, Seryoong; Yoon, Ji-Hun Optimal consumption-portfolio strategy and housing choice problem with a loan-to-value ratio. (English) Zbl 07791036 Japan J. Ind. Appl. Math. 41, No. 1, 421-446 (2024). MSC: 91G10 60G40 49L20 91B42 PDFBibTeX XMLCite \textit{Q. Li} et al., Japan J. Ind. Appl. Math. 41, No. 1, 421--446 (2024; Zbl 07791036) Full Text: DOI
Zhang, Suya; Zhang, Weihai; Meng, Qingxin Stackelberg game approach to mixed stochastic \(H_2 /H_{\infty}\) control for mean-field jump-diffusions systems. (English) Zbl 07783068 Appl. Math. Optim. 89, No. 1, Paper No. 6, 56 p. (2024). Reviewer: Alain Brillard (Riedisheim) MSC: 49K45 93E03 49N90 91A16 91A65 93B36 93C73 PDFBibTeX XMLCite \textit{S. Zhang} et al., Appl. Math. Optim. 89, No. 1, Paper No. 6, 56 p. (2024; Zbl 07783068) Full Text: DOI
Wang, Yike; Liu, Jingzhen; Siu, Tak Kuen Investment-consumption-insurance optimisation problem with multiple habit formation and non-exponential discounting. (English) Zbl 1528.91069 Finance Stoch. 28, No. 1, 161-214 (2024). MSC: 91G10 91G05 91B42 93E20 PDFBibTeX XMLCite \textit{Y. Wang} et al., Finance Stoch. 28, No. 1, 161--214 (2024; Zbl 1528.91069) Full Text: DOI
Egorov, Sergei; Pergamenchtchikov, Serguei Optimal investment and consumption for financial markets with jumps under transaction costs. (English) Zbl 07782840 Finance Stoch. 28, No. 1, 123-159 (2024). MSC: 91G10 60G51 93E20 49L20 PDFBibTeX XMLCite \textit{S. Egorov} and \textit{S. Pergamenchtchikov}, Finance Stoch. 28, No. 1, 123--159 (2024; Zbl 07782840) Full Text: DOI
Yu, Jiajia; Lai, Rongjie; Li, Wuchen; Osher, Stanley A fast proximal gradient method and convergence analysis for dynamic mean field planning. (English) Zbl 07782514 Math. Comput. 93, No. 346, 603-642 (2024). MSC: 65K10 91A16 49M41 49M25 PDFBibTeX XMLCite \textit{J. Yu} et al., Math. Comput. 93, No. 346, 603--642 (2024; Zbl 07782514) Full Text: DOI arXiv
Wu, Zhen; Zhang, Yan Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls. (English) Zbl 07762453 J. Math. Anal. Appl. 530, No. 2, Article ID 127720, 25 p. (2024). MSC: 93E20 93C27 60H30 91G10 PDFBibTeX XMLCite \textit{Z. Wu} and \textit{Y. Zhang}, J. Math. Anal. Appl. 530, No. 2, Article ID 127720, 25 p. (2024; Zbl 07762453) Full Text: DOI
Albosaily, Sahar; Pergamenchtchikov, Serguei M. Stochastic control methods for optimization problems in Ornstein-Uhlenbeck spread models. (English) Zbl 07762428 J. Math. Anal. Appl. 530, No. 2, Article ID 127668, 34 p. (2024). MSC: 91G10 93E20 60J60 49L20 PDFBibTeX XMLCite \textit{S. Albosaily} and \textit{S. M. Pergamenchtchikov}, J. Math. Anal. Appl. 530, No. 2, Article ID 127668, 34 p. (2024; Zbl 07762428) Full Text: DOI
Chen, Xinyue; Chen, Peimin; He, Yong; Wang, Xiaoyang The optimal investment problem with inflation and liquidity risk. (English) Zbl 1527.91147 J. Comput. Appl. Math. 438, Article ID 115580, 19 p. (2024). MSC: 91G10 91B39 93E20 PDFBibTeX XMLCite \textit{X. Chen} et al., J. Comput. Appl. Math. 438, Article ID 115580, 19 p. (2024; Zbl 1527.91147) Full Text: DOI
Moreno-Franco, Harold A.; Pérez, Jose-Luis On the Bailout Dividend Problem with Periodic Dividend Payments and Fixed Transaction Costs. arXiv:2403.16077 Preprint, arXiv:2403.16077 [math.OC] (2024). MSC: 91B30 60G51 93E20 BibTeX Cite \textit{H. A. Moreno-Franco} and \textit{J.-L. Pérez}, ``On the Bailout Dividend Problem with Periodic Dividend Payments and Fixed Transaction Costs'', Preprint, arXiv:2403.16077 [math.OC] (2024) Full Text: arXiv OA License
Jing, Guangdong Infinite dimensional open-loop linear quadratic stochastic optimal control problems and related games. arXiv:2403.15988 Preprint, arXiv:2403.15988 [math.OC] (2024). MSC: 49N70 49K20 49N10 49K45 93E20 91A23 BibTeX Cite \textit{G. Jing}, ``Infinite dimensional open-loop linear quadratic stochastic optimal control problems and related games'', Preprint, arXiv:2403.15988 [math.OC] (2024) Full Text: arXiv OA License
Milutinovic, Dejan; Von Moll, Alexander; Manyam, Satyanarayana G.; Casbeer, David W.; Weintraub, Isaac E.; Pachter, Meir Pursuit-Evasion on a Sphere and When It Can Be Considered Flat. arXiv:2403.15188 Preprint, arXiv:2403.15188 [math.OC] (2024). MSC: 58E10 86A30 37D40 91A23 49L12 49Q10 BibTeX Cite \textit{D. Milutinovic} et al., ``Pursuit-Evasion on a Sphere and When It Can Be Considered Flat'', Preprint, arXiv:2403.15188 [math.OC] (2024) Full Text: arXiv OA License
Carassus, Laurence; Ferhoune, Massinissa Nonconcave Robust Utility Maximization under Projective Determinacy. arXiv:2403.11824 Preprint, arXiv:2403.11824 [q-fin.MF] (2024). MSC: 91B16 91G80 54H05 28B20 60A10 93E20 BibTeX Cite \textit{L. Carassus} and \textit{M. Ferhoune}, ``Nonconcave Robust Utility Maximization under Projective Determinacy'', Preprint, arXiv:2403.11824 [q-fin.MF] (2024) Full Text: arXiv OA License
Li, Yuchen; Liang, Zongxia; Pang, Shunzhi Monotone Mean-Variance Portfolio Selection in Semimartingale Markets: Martingale Method. arXiv:2403.06190 Preprint, arXiv:2403.06190 [math.OC] (2024). MSC: 91G10 91B16 93E20 BibTeX Cite \textit{Y. Li} et al., ``Monotone Mean-Variance Portfolio Selection in Semimartingale Markets: Martingale Method'', Preprint, arXiv:2403.06190 [math.OC] (2024) Full Text: arXiv OA License
Höfer, Felix; Soner, H. Mete Synchronization Games. arXiv:2402.08842 Preprint, arXiv:2402.08842 [math.OC] (2024). MSC: 34C25 34H05 37G35 49L20 91A16 92B25 BibTeX Cite \textit{F. Höfer} and \textit{H. M. Soner}, ``Synchronization Games'', Preprint, arXiv:2402.08842 [math.OC] (2024) Full Text: arXiv OA License
Dianetti, Jodi; Riedel, Frank; Stanca, Lorenzo Optimal consumption and investment under relative performance criteria with Epstein-Zin utility. arXiv:2402.07698 Preprint, arXiv:2402.07698 [math.OC] (2024). MSC: 93E20 91A15 91A30 60H10 60H30 BibTeX Cite \textit{J. Dianetti} et al., ``Optimal consumption and investment under relative performance criteria with Epstein-Zin utility'', Preprint, arXiv:2402.07698 [math.OC] (2024) Full Text: arXiv OA License
Bovo, Andrea; De Angelis, Tiziano On the saddle point of a zero-sum stopper vs. singular-controller game. arXiv:2401.17719 Preprint, arXiv:2401.17719 [math.OC] (2024). MSC: 91A05 91A15 60G40 93E20 49J40 35R35 60J60 60J55 BibTeX Cite \textit{A. Bovo} and \textit{T. De Angelis}, ``On the saddle point of a zero-sum stopper vs. singular-controller game'', Preprint, arXiv:2401.17719 [math.OC] (2024) Full Text: arXiv OA License
Cong, Wenyu; Shi, Jingtao Direct approach of linear-quadratic Stackelberg mean field games of backward-forward stochastic systems. arXiv:2401.15835 Preprint, arXiv:2401.15835 [math.OC] (2024). MSC: 93E20 60H10 49K45 49N70 91A23 BibTeX Cite \textit{W. Cong} and \textit{J. Shi}, ``Direct approach of linear-quadratic Stackelberg mean field games of backward-forward stochastic systems'', Preprint, arXiv:2401.15835 [math.OC] (2024) Full Text: arXiv OA License
Si, Yu; Shi, Jingtao An overlapping information linear-quadratic Stackelberg stochastic differential game with two leaders and two followers. arXiv:2401.08112 Preprint, arXiv:2401.08112 [math.OC] (2024). MSC: 93E20 60H10 49K45 49N70 91A23 BibTeX Cite \textit{Y. Si} and \textit{J. Shi}, ``An overlapping information linear-quadratic Stackelberg stochastic differential game with two leaders and two followers'', Preprint, arXiv:2401.08112 [math.OC] (2024) Full Text: arXiv OA License
Zhang, Bin; Jia, Yingmin; Zhang, Yuqi Differential dynamic programming for finite-horizon zero-sum differential games of nonlinear systems. (English) Zbl 07821123 Int. J. Robust Nonlinear Control 33, No. 18, 11062-11084 (2023). MSC: 91A23 91A05 91A10 49N70 49L20 93C10 PDFBibTeX XMLCite \textit{B. Zhang} et al., Int. J. Robust Nonlinear Control 33, No. 18, 11062--11084 (2023; Zbl 07821123) Full Text: DOI
Gomoyunov, M. I.; Lukoyanov, N. Yu. On linear-quadratic differential games for fractional-order systems. (English. Russian original) Zbl 07819922 Dokl. Math. 108, Suppl. 1, S122-S127 (2023); translation from Mat. Teor. Igr Prilozh. 15, No. 2, 18-32 (2023). MSC: 91A23 91A05 91A10 34A08 49N10 49L12 PDFBibTeX XMLCite \textit{M. I. Gomoyunov} and \textit{N. Yu. Lukoyanov}, Dokl. Math. 108, S122--S127 (2023; Zbl 07819922); translation from Mat. Teor. Igr Prilozh. 15, No. 2, 18--32 (2023) Full Text: DOI
Zhou, Zhou Optimal relative performance criteria in mean-field contribution games. (English) Zbl 07811859 Math. Oper. Res. 48, No. 4, 2233-2266 (2023). MSC: 91A16 91B03 PDFBibTeX XMLCite \textit{Z. Zhou}, Math. Oper. Res. 48, No. 4, 2233--2266 (2023; Zbl 07811859) Full Text: DOI
Cao, Haoyang; Dianetti, Jodi; Ferrari, Giorgio Stationary discounted and ergodic mean field games with singular controls. (English) Zbl 07811845 Math. Oper. Res. 48, No. 4, 1871-1898 (2023). MSC: 91A16 PDFBibTeX XMLCite \textit{H. Cao} et al., Math. Oper. Res. 48, No. 4, 1871--1898 (2023; Zbl 07811845) Full Text: DOI arXiv
Dianetti, Jodi; Ferrari, Giorgio; Fischer, Markus; Nendel, Max A unifying framework for submodular mean field games. (English) Zbl 07809875 Math. Oper. Res. 48, No. 3, 1679-1710 (2023). MSC: 91A16 93E20 06B23 49N80 PDFBibTeX XMLCite \textit{J. Dianetti} et al., Math. Oper. Res. 48, No. 3, 1679--1710 (2023; Zbl 07809875) Full Text: DOI arXiv
Sanjari, Sina; Saldi, Naci; Yüksel, Serdar Optimality of independently randomized symmetric policies for exchangeable stochastic teams with infinitely many decision makers. (English) Zbl 07809859 Math. Oper. Res. 48, No. 3, 1254-1285 (2023). MSC: 93E20 49N80 60G09 91A15 PDFBibTeX XMLCite \textit{S. Sanjari} et al., Math. Oper. Res. 48, No. 3, 1254--1285 (2023; Zbl 07809859) Full Text: DOI arXiv
Bo, Lijun; Capponi, Agostino; Zhou, Chao Power forward performance in semimartingale markets with stochastic integrated factors. (English) Zbl 07808939 Math. Oper. Res. 48, No. 1, 288-312 (2023). MSC: 91G10 60G48 49L12 45K05 PDFBibTeX XMLCite \textit{L. Bo} et al., Math. Oper. Res. 48, No. 1, 288--312 (2023; Zbl 07808939) Full Text: DOI arXiv
Lollike, Alexander S.; Steffensen, Mogens Polynomial utility. (English) Zbl 07806898 Int. J. Theor. Appl. Finance 26, No. 6-7, Article ID 2350024, 28 p. (2023). MSC: 91G10 91B16 49L20 41A58 PDFBibTeX XMLCite \textit{A. S. Lollike} and \textit{M. Steffensen}, Int. J. Theor. Appl. Finance 26, No. 6--7, Article ID 2350024, 28 p. (2023; Zbl 07806898) Full Text: DOI
Ma, Yue; Li, Zhongfei Robust portfolio choice with limited attention. (English) Zbl 07804308 Electron. Res. Arch. 31, No. 7, 3666-3687 (2023). MSC: 91G10 93E20 PDFBibTeX XMLCite \textit{Y. Ma} and \textit{Z. Li}, Electron. Res. Arch. 31, No. 7, 3666--3687 (2023; Zbl 07804308) Full Text: DOI
Hua, Haochen; Gashi, Bujar; Zhang, Moyu Robust risk-sensitive control. (English) Zbl 07804061 Int. J. Robust Nonlinear Control 33, No. 10, 5484-5509 (2023). MSC: 93E20 93C05 93B36 91G10 PDFBibTeX XMLCite \textit{H. Hua} et al., Int. J. Robust Nonlinear Control 33, No. 10, 5484--5509 (2023; Zbl 07804061) Full Text: DOI
Chen, Xiaolan; Yan, Linlin; Liu, Dong; He, Yong Large portfolio allocation under elliptical distribution with a latent factor structure. (Chinese. English summary) Zbl 07802094 Acta Math. Appl. Sin. 46, No. 6, 922-937 (2023). MSC: 91B30 93E20 PDFBibTeX XMLCite \textit{X. Chen} et al., Acta Math. Appl. Sin. 46, No. 6, 922--937 (2023; Zbl 07802094) Full Text: Link
Gong, Heyang; Zhu, Ke The \(\sigma\)-intervention based on information account of causality and its corresponding causal calculus. (Chinese. English summary) Zbl 07801527 Acta Math. Appl. Sin. 46, No. 3, 398-411 (2023). MSC: 91B30 93E20 PDFBibTeX XMLCite \textit{H. Gong} and \textit{K. Zhu}, Acta Math. Appl. Sin. 46, No. 3, 398--411 (2023; Zbl 07801527) Full Text: Link
Wang, Ge; Huang, Menglei; Zhou, Qing; Wu, Weixing; Xiao, Weilin A Heston local-stochastic volatility model for optimal investment-reinsurance strategy with a defaultable bond in an ambiguous environment. (English) Zbl 07799987 Probab. Uncertain. Quant. Risk 8, No. 4, 499-522 (2023). MSC: 60H30 49N90 91G10 91G40 PDFBibTeX XMLCite \textit{G. Wang} et al., Probab. Uncertain. Quant. Risk 8, No. 4, 499--522 (2023; Zbl 07799987) Full Text: DOI
Dassa, Meriyam; Chala, Adel \(G\)-stochastic maximum principle for risk-sensitive control problem and its applications. (English) Zbl 07799985 Probab. Uncertain. Quant. Risk 8, No. 4, 463-484 (2023). MSC: 60G65 91B70 49K35 60G46 60G51 93E20 91A30 PDFBibTeX XMLCite \textit{M. Dassa} and \textit{A. Chala}, Probab. Uncertain. Quant. Risk 8, No. 4, 463--484 (2023; Zbl 07799985) Full Text: DOI
Kladívko, Kamil; Zervos, Mihail Mean-variance hedging of contingent claims with random maturity. (English) Zbl 07797378 Math. Finance 33, No. 4, 1213-1247 (2023). MSC: 91G20 35Q91 49L20 PDFBibTeX XMLCite \textit{K. Kladívko} and \textit{M. Zervos}, Math. Finance 33, No. 4, 1213--1247 (2023; Zbl 07797378) Full Text: DOI OA License
Neuman, Eyal; Voß, Moritz Trading with the crowd. (English) Zbl 07797361 Math. Finance 33, No. 3, 548-617 (2023). MSC: 91G10 91A15 91A16 93E20 PDFBibTeX XMLCite \textit{E. Neuman} and \textit{M. Voß}, Math. Finance 33, No. 3, 548--617 (2023; Zbl 07797361) Full Text: DOI arXiv OA License
Deshpande, A. Bounds on mean variance hedging in jump diffusion. (English) Zbl 07796786 Appl. Math. 50, No. 1, 1-14 (2023). MSC: 91G10 93E20 49N10 PDFBibTeX XMLCite \textit{A. Deshpande}, Appl. Math. 50, No. 1, 1--14 (2023; Zbl 07796786) Full Text: DOI
Forsyth, Peter A.; Van Staden, Pieter M.; Li, Yuying Beating a constant weight benchmark: easier done than said. (English) Zbl 07793171 Int. J. Theor. Appl. Finance 26, No. 4-5, Article ID 2350011, 24 p. (2023). MSC: 91G10 93E20 PDFBibTeX XMLCite \textit{P. A. Forsyth} et al., Int. J. Theor. Appl. Finance 26, No. 4--5, Article ID 2350011, 24 p. (2023; Zbl 07793171) Full Text: DOI
Shen, Weiwei; Yin, Juliang Optimal investment and consumption strategies for an investor with stochastic economic factor in a defaultable market. (English) Zbl 07792473 RAIRO, Oper. Res. 57, No. 6, 2981-3006 (2023). MSC: 91G10 93E20 49L20 PDFBibTeX XMLCite \textit{W. Shen} and \textit{J. Yin}, RAIRO, Oper. Res. 57, No. 6, 2981--3006 (2023; Zbl 07792473) Full Text: DOI
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
Mondal, Bapin; Sarkar, Susmita; Ghosh, Uttam An autonomous and nonautonomous predator-prey model with fear, refuge, and nonlinear harvesting: backward, Bogdanov-Takens, transcritical bifurcations, and optimal control. (English) Zbl 07789830 Math. Methods Appl. Sci. 46, No. 16, 17260-17287 (2023). MSC: 34A34 34D20 92D40 91B50 PDFBibTeX XMLCite \textit{B. Mondal} et al., Math. Methods Appl. Sci. 46, No. 16, 17260--17287 (2023; Zbl 07789830) Full Text: DOI
Kiselev, V. V. Application of the maximum principle to minimizing total production costs. (English. Russian original) Zbl 07789358 J. Math. Sci., New York 276, No. 2, 349-352 (2023); translation from Itogi Nauki Tekh., Ser. Sovrem. Mat. Prilozh., Temat. Obz. 178, 150-153 (2020). MSC: 49K15 90C99 91B24 PDFBibTeX XMLCite \textit{V. V. Kiselev}, J. Math. Sci., New York 276, No. 2, 349--352 (2023; Zbl 07789358); translation from Itogi Nauki Tekh., Ser. Sovrem. Mat. Prilozh., Temat. Obz. 178, 150--153 (2020) Full Text: DOI
Tanana, Anastasiya Utility maximization with ratchet and drawdown constraints on consumption in incomplete semimartingale markets. (English) Zbl 07787933 Ann. Appl. Probab. 33, No. 5, 4127-4162 (2023). MSC: 91G15 93E20 91G80 91B16 PDFBibTeX XMLCite \textit{A. Tanana}, Ann. Appl. Probab. 33, No. 5, 4127--4162 (2023; Zbl 07787933) Full Text: DOI arXiv Link
Bayraktar, Erhan; Han, Bingyan Short communication: existence of Markov equilibrium control in discrete time. (English) Zbl 07784067 SIAM J. Financ. Math. 14, No. 4, SC60-SC71 (2023). MSC: 49J45 49L20 28B20 91A80 PDFBibTeX XMLCite \textit{E. Bayraktar} and \textit{B. Han}, SIAM J. Financ. Math. 14, No. 4, SC60-SC71 (2023; Zbl 07784067) Full Text: DOI arXiv
Casares, Enrique R.; García-Salazar, María Guadalupe Optimal economic policy and growth in an open economy. (English) Zbl 07776659 J. Dyn. Games 10, No. 4, 287-303 (2023). MSC: 91B62 91B66 91B64 49N90 PDFBibTeX XMLCite \textit{E. R. Casares} and \textit{M. G. García-Salazar}, J. Dyn. Games 10, No. 4, 287--303 (2023; Zbl 07776659) Full Text: DOI
Lei, Qian; Pun, Chi Seng An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix. (English) Zbl 07771778 Appl. Math. Optim. 88, No. 3, Paper No. 91, 46 p. (2023). MSC: 91G10 93E20 49L20 91A11 PDFBibTeX XMLCite \textit{Q. Lei} and \textit{C. S. Pun}, Appl. Math. Optim. 88, No. 3, Paper No. 91, 46 p. (2023; Zbl 07771778) Full Text: DOI
Lavigne, Pierre; Pfeiffer, Laurent Generalized conditional gradient and learning in potential mean field games. (English) Zbl 07771776 Appl. Math. Optim. 88, No. 3, Paper No. 89, 36 p. (2023). MSC: 90C52 91A16 91A26 91B06 49K20 35F21 35Q91 PDFBibTeX XMLCite \textit{P. Lavigne} and \textit{L. Pfeiffer}, Appl. Math. Optim. 88, No. 3, Paper No. 89, 36 p. (2023; Zbl 07771776) Full Text: DOI arXiv
Jeon, Junkee; Oh, Jehan Labor supply flexibility and portfolio selection with early retirement option. (English) Zbl 07771775 Appl. Math. Optim. 88, No. 3, Paper No. 88, 50 p. (2023). MSC: 91G10 93E20 60G40 49N15 PDFBibTeX XMLCite \textit{J. Jeon} and \textit{J. Oh}, Appl. Math. Optim. 88, No. 3, Paper No. 88, 50 p. (2023; Zbl 07771775) Full Text: DOI
Zhang, Caibin; Liang, Zhibin Constrained mean-variance portfolio optimization for jump-diffusion process under partial information. (English) Zbl 07769907 Stoch. Models 39, No. 4, 741-771 (2023). MSC: 91G10 93E20 60J74 PDFBibTeX XMLCite \textit{C. Zhang} and \textit{Z. Liang}, Stoch. Models 39, No. 4, 741--771 (2023; Zbl 07769907) Full Text: DOI
Liu, Wei; Xu, Ke; Chai, Ruirui; Fang, Xiang Leveraging online customer reviews in new product development: a differential game approach. (English) Zbl 1527.91037 Ann. Oper. Res. 329, No. 1-2, 401-424 (2023). MSC: 91A80 91A23 49L20 49N70 49N90 PDFBibTeX XMLCite \textit{W. Liu} et al., Ann. Oper. Res. 329, No. 1--2, 401--424 (2023; Zbl 1527.91037) Full Text: DOI
Bi, Xiuchun; Cui, Zhenyu; Fan, Jiacheng; Yuan, Lvning; Zhang, Shuguang Optimal investment problem under behavioral setting: a Lagrange duality perspective. (English) Zbl 1526.91023 J. Econ. Dyn. Control 156, Article ID 104751, 31 p. (2023). MSC: 91G10 93E20 91B16 PDFBibTeX XMLCite \textit{X. Bi} et al., J. Econ. Dyn. Control 156, Article ID 104751, 31 p. (2023; Zbl 1526.91023) Full Text: DOI
Hao, Zhehong; Chang, Hao Robust time-consistent strategy for the defined contribution pension plan with a minimum guarantee under ambiguity. (English) Zbl 07761031 Comput. Appl. Math. 42, No. 8, Paper No. 335, 31 p. (2023). MSC: 91G10 60H30 93E20 PDFBibTeX XMLCite \textit{Z. Hao} and \textit{H. Chang}, Comput. Appl. Math. 42, No. 8, Paper No. 335, 31 p. (2023; Zbl 07761031) Full Text: DOI
Vasin, A. A.; Grigoryeva, O. M.; Seregina, I. Yu. Optimizing storage parameters for consumers in the electricity market. (English. Russian original) Zbl 1527.91122 Mosc. Univ. Comput. Math. Cybern. 47, No. 1, 53-59 (2023); translation from Vestn. Mosk. Univ., Ser. XV 2023, No. 1, 21-27 (2023). MSC: 91B74 91B42 93E20 90C25 PDFBibTeX XMLCite \textit{A. A. Vasin} et al., Mosc. Univ. Comput. Math. Cybern. 47, No. 1, 53--59 (2023; Zbl 1527.91122); translation from Vestn. Mosk. Univ., Ser. XV 2023, No. 1, 21--27 (2023) Full Text: DOI
Federico, Salvatore; Ferrari, Giorgio; Rodosthenous, Neofytos Two-sided singular control of an inventory with unknown demand trend. (English) Zbl 1526.93277 SIAM J. Control Optim. 61, No. 5, 3076-3101 (2023). MSC: 93E20 93E11 91A55 49J40 90B05 PDFBibTeX XMLCite \textit{S. Federico} et al., SIAM J. Control Optim. 61, No. 5, 3076--3101 (2023; Zbl 1526.93277) Full Text: DOI arXiv
Fu, Xingjian; Li, Zizheng Zero-sum game optimal control for the nonlinear switched systems based on heuristic dynamic programming. (English) Zbl 07754988 Optim. Control Appl. Methods 44, No. 5, 2821-2837 (2023). MSC: 93C10 93C30 49L20 91A10 PDFBibTeX XMLCite \textit{X. Fu} and \textit{Z. Li}, Optim. Control Appl. Methods 44, No. 5, 2821--2837 (2023; Zbl 07754988) Full Text: DOI
Das, Subhajit; Ali, Hachen; Shaikh, Ali Akbar; Bhunia, Asoke Kumar Impact of emission and service constraint for an imperfect production system under two level Hamiltonian. (English) Zbl 07754987 Optim. Control Appl. Methods 44, No. 5, 2796-2820 (2023). MSC: 91B76 91B38 PDFBibTeX XMLCite \textit{S. Das} et al., Optim. Control Appl. Methods 44, No. 5, 2796--2820 (2023; Zbl 07754987) Full Text: DOI
Jiang, Huaiyuan; Zhou, Bin \(H_\infty\) optimal control of unknown continuous time linear periodic systems by adaptive dynamic programming with applications to magnetic attitude control. (English) Zbl 07754230 Optim. Control Appl. Methods 44, No. 3, 1341-1355 (2023). MSC: 93B36 93C05 93C40 49L20 91A10 91A05 91A80 PDFBibTeX XMLCite \textit{H. Jiang} and \textit{B. Zhou}, Optim. Control Appl. Methods 44, No. 3, 1341--1355 (2023; Zbl 07754230) Full Text: DOI
Zheng, Yunjun; Zhao, Han; He, Chunsheng Nash game-based adaptive robust control design optimization for the underactuated mechanical system with fuzzy evidence theory. (English) Zbl 07754225 Optim. Control Appl. Methods 44, No. 3, 1251-1277 (2023). MSC: 93C40 93B35 93C42 70Q05 91A80 PDFBibTeX XMLCite \textit{Y. Zheng} et al., Optim. Control Appl. Methods 44, No. 3, 1251--1277 (2023; Zbl 07754225) Full Text: DOI
de Melo, Maisa Kely; Nogueira Cardoso, Rodrigo Tomás; Argolo Jesus, Tales; Vianna Raffo, Guilherme Investment portfolio tracking using model predictive control. (English) Zbl 07754174 Optim. Control Appl. Methods 44, No. 1, 259-274 (2023). MSC: 91G10 93B45 PDFBibTeX XMLCite \textit{M. K. de Melo} et al., Optim. Control Appl. Methods 44, No. 1, 259--274 (2023; Zbl 07754174) Full Text: DOI
Kamneva, Liudmila A scheme for calculating solvability sets “up to moment” in linear differential games. (English) Zbl 1527.91025 J. Dyn. Control Syst. 29, No. 3, 989-1018 (2023). MSC: 91A23 49N70 49N05 93B03 PDFBibTeX XMLCite \textit{L. Kamneva}, J. Dyn. Control Syst. 29, No. 3, 989--1018 (2023; Zbl 1527.91025) Full Text: DOI
Fontana, Claudio; Pavarana, Simone; Runggaldier, Wolfgang J. A stochastic control perspective on term structure models with roll-over risk. (English) Zbl 1524.91127 Finance Stoch. 27, No. 4, 903-932 (2023). MSC: 91G30 60G44 93E20 91G10 PDFBibTeX XMLCite \textit{C. Fontana} et al., Finance Stoch. 27, No. 4, 903--932 (2023; Zbl 1524.91127) Full Text: DOI arXiv OA License
Mi, Hui; Di, Wenrong; Lin, Jinguan Optimal investment and reinsurance with Vasicek interest rate and dependent risk. (Chinese. English summary) Zbl 07745106 Chin. J. Appl. Probab. Stat. 39, No. 2, 239-258 (2023). MSC: 91G10 91G30 93E20 49L12 PDFBibTeX XMLCite \textit{H. Mi} et al., Chin. J. Appl. Probab. Stat. 39, No. 2, 239--258 (2023; Zbl 07745106) Full Text: Link
Bichuch, Maxim; Fouque, Jean-Pierre Optimal investment with correlated stochastic volatility factors. (English) Zbl 1522.91210 Math. Finance 33, No. 2, 342-369 (2023). MSC: 91G10 49L12 PDFBibTeX XMLCite \textit{M. Bichuch} and \textit{J.-P. Fouque}, Math. Finance 33, No. 2, 342--369 (2023; Zbl 1522.91210) Full Text: DOI arXiv
Chiu, Henry; Cont, Rama A model-free approach to continuous-time finance. (English) Zbl 1522.91213 Math. Finance 33, No. 2, 257-273 (2023). MSC: 91G10 91G20 49L20 PDFBibTeX XMLCite \textit{H. Chiu} and \textit{R. Cont}, Math. Finance 33, No. 2, 257--273 (2023; Zbl 1522.91213) Full Text: DOI arXiv OA License
Zhang, Cong; Wang, Jie; Liu, Qingchen; Fu, Weiming; Zheng, Wei Xing Optimal power control for sensors and DoS attackers over a fading channel network. (English) Zbl 1521.93210 J. Franklin Inst. 360, No. 13, 9355-9377 (2023). MSC: 93E20 93E10 93B70 91A15 PDFBibTeX XMLCite \textit{C. Zhang} et al., J. Franklin Inst. 360, No. 13, 9355--9377 (2023; Zbl 1521.93210) Full Text: DOI
Krastanov, Mikhail I.; Rozenov, Rossen; Stefanov, Boyan K. On a constrained infinite-time horizon linear quadratic game. (English) Zbl 1522.91050 Dyn. Games Appl. 13, No. 3, 843-858 (2023). MSC: 91A23 49N10 49N70 PDFBibTeX XMLCite \textit{M. I. Krastanov} et al., Dyn. Games Appl. 13, No. 3, 843--858 (2023; Zbl 1522.91050) Full Text: DOI
Bressan, Alberto; Nguyen, Khai T. Generic properties of first-order mean field games. (English) Zbl 1522.91039 Dyn. Games Appl. 13, No. 3, 750-782 (2023). MSC: 91A16 49N80 PDFBibTeX XMLCite \textit{A. Bressan} and \textit{K. T. Nguyen}, Dyn. Games Appl. 13, No. 3, 750--782 (2023; Zbl 1522.91039) Full Text: DOI arXiv
Barron, E. N.; Nguyen, K. T. Generalized differential games. (English) Zbl 07742631 Dyn. Games Appl. 13, No. 3, 705-720 (2023). Reviewer: Catherine Rainer (Brest) MSC: 91A23 91A10 49L25 49N70 PDFBibTeX XMLCite \textit{E. N. Barron} and \textit{K. T. Nguyen}, Dyn. Games Appl. 13, No. 3, 705--720 (2023; Zbl 07742631) Full Text: DOI
Avanzi, B.; Falden, D. K.; Steffensen, M. Stable dividends under linear-quadratic optimisation. (English) Zbl 1522.91303 Quant. Finance 23, No. 9, 1199-1215 (2023). MSC: 91G50 91B05 49N10 93E20 60G51 PDFBibTeX XMLCite \textit{B. Avanzi} et al., Quant. Finance 23, No. 9, 1199--1215 (2023; Zbl 1522.91303) Full Text: DOI arXiv
Montealegre-Mora, Felipe; Lapeyrolerie, Marcus; Chapman, Melissa; Keller, Abigail G.; Boettiger, Carl Pretty darn good control: when are approximate solutions better than approximate models. (English) Zbl 1522.91174 Bull. Math. Biol. 85, No. 10, Paper No. 95, 30 p. (2023). MSC: 91B76 92D25 68T07 PDFBibTeX XMLCite \textit{F. Montealegre-Mora} et al., Bull. Math. Biol. 85, No. 10, Paper No. 95, 30 p. (2023; Zbl 1522.91174) Full Text: DOI arXiv
Criens, David; Niemann, Lars Robust utility maximization with nonlinear continuous semimartingales. (English) Zbl 1522.91214 Math. Financ. Econ. 17, No. 3, 499-536 (2023). MSC: 91G10 91B16 93E20 60G44 PDFBibTeX XMLCite \textit{D. Criens} and \textit{L. Niemann}, Math. Financ. Econ. 17, No. 3, 499--536 (2023; Zbl 1522.91214) Full Text: DOI arXiv
Hu, Ying; Shi, Xiaomin; Xu, Zuo Quan Stochastic linear-quadratic control with a jump and regime switching on a random horizon. (English) Zbl 1522.93189 Math. Control Relat. Fields 13, No. 4, 1597-1617 (2023). MSC: 93E20 49N10 60H30 91G10 PDFBibTeX XMLCite \textit{Y. Hu} et al., Math. Control Relat. Fields 13, No. 4, 1597--1617 (2023; Zbl 1522.93189) Full Text: DOI arXiv
Bouhadjar, El Mountasar Billah; Mnif, Mohamed Public private partnerships contract under moral hazard and ambiguous information. (English) Zbl 1528.91045 Stoch. Dyn. 23, No. 4, Article ID 2350031, 28 p. (2023). MSC: 91B41 91B43 49J40 PDFBibTeX XMLCite \textit{E. M. B. Bouhadjar} and \textit{M. Mnif}, Stoch. Dyn. 23, No. 4, Article ID 2350031, 28 p. (2023; Zbl 1528.91045) Full Text: DOI
El Asri, Brahim; Lalioui, Hafid; Mazid, Sehail A zero-sum deterministic impulse controls game in infinite horizon with a new HJBI-QVI. (English) Zbl 1522.91022 Appl. Math. Optim. 88, No. 3, Paper No. 71, 31 p. (2023). MSC: 91A10 91A05 91A23 49N25 49N70 49L20 49L25 PDFBibTeX XMLCite \textit{B. El Asri} et al., Appl. Math. Optim. 88, No. 3, Paper No. 71, 31 p. (2023; Zbl 1522.91022) Full Text: DOI arXiv
Inoue, Daisuke; Ito, Yuji; Kashiwabara, Takahito; Saito, Norikazu; Yoshida, Hiroaki A fictitious-play finite-difference method for linearly solvable mean field games. (English) Zbl 1522.91010 ESAIM, Math. Model. Numer. Anal. 57, No. 4, 1863-1892 (2023). MSC: 91-08 65M06 91A16 49N80 49M25 35Q91 PDFBibTeX XMLCite \textit{D. Inoue} et al., ESAIM, Math. Model. Numer. Anal. 57, No. 4, 1863--1892 (2023; Zbl 1522.91010) Full Text: DOI arXiv
Piccoli, Benedetto Control of multi-agent systems: results, open problems, and applications. (English) Zbl 1520.93022 Open Math. 21, Article ID 20220585, 26 p. (2023). MSC: 93A16 34H05 49K15 49N90 91D30 93-02 PDFBibTeX XMLCite \textit{B. Piccoli}, Open Math. 21, Article ID 20220585, 26 p. (2023; Zbl 1520.93022) Full Text: DOI arXiv
Bayraktar, Erhan; Chen, Tao Nonparametric adaptive robust control under model uncertainty. (English) Zbl 1522.49016 SIAM J. Control Optim. 61, No. 5, 2737-2760 (2023). MSC: 49J55 60J99 60J10 49L20 93E20 93E35 60G15 65K05 90C39 90C40 91G10 91G60 62G05 PDFBibTeX XMLCite \textit{E. Bayraktar} and \textit{T. Chen}, SIAM J. Control Optim. 61, No. 5, 2737--2760 (2023; Zbl 1522.49016) Full Text: DOI arXiv
Dumitrescu, Roxana; Elie, Romuald; Sabbagh, Wissal; Zhou, Chao A new Mertens decomposition of \(\mathscr{Y}^{g , \xi} \)-submartingale systems. Application to BSDEs with weak constraints at stopping times. (English) Zbl 1521.93203 Stochastic Processes Appl. 164, 183-205 (2023). MSC: 93E20 60H30 60G46 47N10 91A15 PDFBibTeX XMLCite \textit{R. Dumitrescu} et al., Stochastic Processes Appl. 164, 183--205 (2023; Zbl 1521.93203) Full Text: DOI arXiv
Feng, Frank Y.; Zeng, Xudong; Zhu, Guanxia Insurance pricing in an equilibrium model. (English) Zbl 1521.91313 Scand. Actuar. J. 2023, No. 8, 834-852 (2023). MSC: 91G05 91B51 49L20 PDFBibTeX XMLCite \textit{F. Y. Feng} et al., Scand. Actuar. J. 2023, No. 8, 834--852 (2023; Zbl 1521.91313) Full Text: DOI
Strini, Josef Anton; Thonhauser, Stefan Time-inconsistent view on a dividend problem with penalty. (English) Zbl 1521.91320 Scand. Actuar. J. 2023, No. 8, 811-833 (2023). MSC: 91G05 93E20 49L12 PDFBibTeX XMLCite \textit{J. A. Strini} and \textit{S. Thonhauser}, Scand. Actuar. J. 2023, No. 8, 811--833 (2023; Zbl 1521.91320) Full Text: DOI arXiv
Zhou, Peixin; Xue, Huiwen; Wen, Jiwei; Shi, Peng; Luan, Xaoli Model-free optimal tracking policies for Markov jump systems by solving non-zero-sum games. (English) Zbl 1521.93213 Inf. Sci. 647, Article ID 119423, 17 p. (2023). MSC: 93E20 93E35 91A05 91A80 PDFBibTeX XMLCite \textit{P. Zhou} et al., Inf. Sci. 647, Article ID 119423, 17 p. (2023; Zbl 1521.93213) Full Text: DOI
Chowdhury, Indranil; Ersland, Olav; Jakobsen, Espen R. On numerical approximations of fractional and nonlocal mean field games. (English) Zbl 1527.35428 Found. Comput. Math. 23, No. 4, 1381-1431 (2023). MSC: 35Q89 35Q84 91A16 47G20 49L12 49L25 45K05 35K61 35F21 65M12 65M22 93B52 93C20 60J65 60G55 26A33 35R11 35R06 PDFBibTeX XMLCite \textit{I. Chowdhury} et al., Found. Comput. Math. 23, No. 4, 1381--1431 (2023; Zbl 1527.35428) Full Text: DOI arXiv
Fujii, Masaaki Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations. (English) Zbl 1521.49027 ESAIM, Control Optim. Calc. Var. 29, Paper No. 56, 39 p. (2023). MSC: 49N80 91B24 93E20 PDFBibTeX XMLCite \textit{M. Fujii}, ESAIM, Control Optim. Calc. Var. 29, Paper No. 56, 39 p. (2023; Zbl 1521.49027) Full Text: DOI arXiv
Shananin, A. A.; Trusov, N. V. Mathematical modeling of the household behavior in the labor market. (English) Zbl 1520.91230 Khachay, Michael (ed.) et al., Mathematical optimization theory and operations research. 22nd international conference, MOTOR 2023, Ekaterinburg, Russia, July 2–8, 2023. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13930, 409-424 (2023). MSC: 91B42 91B39 PDFBibTeX XMLCite \textit{A. A. Shananin} and \textit{N. V. Trusov}, Lect. Notes Comput. Sci. 13930, 409--424 (2023; Zbl 1520.91230) Full Text: DOI
Dehm, Christian; Nguyen, Thai; Stadje, Mitja Non-concave expected utility optimization with uncertain time horizon. (English) Zbl 07730266 Appl. Math. Optim. 88, No. 2, Paper No. 65, 39 p. (2023). MSC: 91G10 91B16 93E20 PDFBibTeX XMLCite \textit{C. Dehm} et al., Appl. Math. Optim. 88, No. 2, Paper No. 65, 39 p. (2023; Zbl 07730266) Full Text: DOI arXiv
Shananin, Alexander; Trusov, Nikolai The group behaviour modelling of workers in the labor market. (English) Zbl 1522.65151 Russ. J. Numer. Anal. Math. Model. 38, No. 4, 219-229 (2023). MSC: 65M06 60G51 91B39 93C20 37A50 35Q84 35Q91 PDFBibTeX XMLCite \textit{A. Shananin} and \textit{N. Trusov}, Russ. J. Numer. Anal. Math. Model. 38, No. 4, 219--229 (2023; Zbl 1522.65151) Full Text: DOI