Lefebvre, Mario; Moutassim, Abderrazak Exact solutions to the homing problem for a Wiener process with jumps. (English) Zbl 07313468 Optimization 70, No. 2, 307-319 (2021). MSC: 93E20 60J70 93C15 PDF BibTeX XML Cite \textit{M. Lefebvre} and \textit{A. Moutassim}, Optimization 70, No. 2, 307--319 (2021; Zbl 07313468) Full Text: DOI
Safdari, Mohammad Global optimal regularity for variational problems with nonsmooth non-strictly convex gradient constraints. (English) Zbl 07308684 J. Differ. Equations 279, 76-135 (2021). MSC: 35R35 35J87 35B65 49N60 35K55 91G20 93E20 PDF BibTeX XML Cite \textit{M. Safdari}, J. Differ. Equations 279, 76--135 (2021; Zbl 07308684) Full Text: DOI
Bayraktar, Erhan; Zhang, Xin Corrigendum to “On non-uniqueness in mean field games”. (English) Zbl 07308553 Proc. Am. Math. Soc. 149, No. 3, 1359-1360 (2021). MSC: 60F99 60J27 60K35 93E20 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{X. Zhang}, Proc. Am. Math. Soc. 149, No. 3, 1359--1360 (2021; Zbl 07308553) Full Text: DOI
Garreis, Sebastian; Surowiec, Thomas M.; Ulbrich, Michael An interior-point approach for solving risk-averse PDE-constrained optimization problems with coherent risk measures. (English) Zbl 07305920 SIAM J. Optim. 31, No. 1, 1-29 (2021). MSC: 49J20 49J50 49J55 49K20 49K45 90C15 PDF BibTeX XML Cite \textit{S. Garreis} et al., SIAM J. Optim. 31, No. 1, 1--29 (2021; Zbl 07305920) Full Text: DOI
Nakao, Hideaki; Jiang, Ruiwei; Shen, Siqian Distributionally robust partially observable Markov decision process with moment-based ambiguity. (English) Zbl 07304313 SIAM J. Optim. 31, No. 1, 461-488 (2021). MSC: 90C39 90C40 90C47 93E20 PDF BibTeX XML Cite \textit{H. Nakao} et al., SIAM J. Optim. 31, No. 1, 461--488 (2021; Zbl 07304313) Full Text: DOI
Li, Chang; Yong, Jiongmin A finite horizon optimal stochastic impulse control problem with a decision lag. (English) Zbl 07302974 Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 28, No. 2, 89-123 (2021). MSC: 93E20 93C27 90C39 49L25 49N25 PDF BibTeX XML Cite \textit{C. Li} and \textit{J. Yong}, Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 28, No. 2, 89--123 (2021; Zbl 07302974) Full Text: Link
Gu, Xing; Mamon, Rogemar; Duprey, Thibaut; Xiong, Heng Online estimation for a predictive analytics platform with a financial-stability-analysis application. (English) Zbl 07299600 Eur. J. Control 57, 205-221 (2021). MSC: 91G15 91G45 93E10 93E11 PDF BibTeX XML Cite \textit{X. Gu} et al., Eur. J. Control 57, 205--221 (2021; Zbl 07299600) Full Text: DOI
Bezborodov, Viktor; Di Persio, Luca; Muradore, Riccardo Stabilization of planar non-Markovian switched linear systems with unbounded random delays. (English) Zbl 07299590 Eur. J. Control 57, 109-118 (2021). MSC: 93E15 93C30 93C05 93C43 PDF BibTeX XML Cite \textit{V. Bezborodov} et al., Eur. J. Control 57, 109--118 (2021; Zbl 07299590) Full Text: DOI
Xu, Fen; Yao, Dacheng; Zhang, Hanqin Impulse control with discontinuous setup costs: discounted cost criterion. (English) Zbl 07299446 SIAM J. Control Optim. 59, No. 1, 267-295 (2021). MSC: 90B05 93E20 60J70 49N25 PDF BibTeX XML Cite \textit{F. Xu} et al., SIAM J. Control Optim. 59, No. 1, 267--295 (2021; Zbl 07299446) Full Text: DOI
Li, Lin; Zhang, Huanshui; Wang, Yu Stabilization and optimal control of discrete-time systems with multiplicative noise and multiple input delays. (English) Zbl 07290586 Syst. Control Lett. 147, Article ID 104833, 13 p. (2021). MSC: 93E15 93E20 93C55 93C43 PDF BibTeX XML Cite \textit{L. Li} et al., Syst. Control Lett. 147, Article ID 104833, 13 p. (2021; Zbl 07290586) Full Text: DOI
Ahmadi, Z.; Hosseini, S. M.; Bastani, A. Foroush A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes. (English) Zbl 1448.91290 J. Comput. Appl. Math. 383, Article ID 113132, 19 p. (2021). MSC: 91G20 93E20 60J74 90C39 PDF BibTeX XML Cite \textit{Z. Ahmadi} et al., J. Comput. Appl. Math. 383, Article ID 113132, 19 p. (2021; Zbl 1448.91290) Full Text: DOI
Zhang, Yan; Zhao, Peibiao; Kou, Bingyu Optimal excess-of-loss reinsurance and investment problem with thinning dependent risks under Heston model. (English) Zbl 1447.91154 J. Comput. Appl. Math. 382, Article ID 113082, 17 p. (2021). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{Y. Zhang} et al., J. Comput. Appl. Math. 382, Article ID 113082, 17 p. (2021; Zbl 1447.91154) Full Text: DOI
Clairon, Quentin A regularization method for the parameter estimation problem in ordinary differential equations via discrete optimal control theory. (English) Zbl 1441.62074 J. Stat. Plann. Inference 210, 1-19 (2021). MSC: 62F10 60H10 49J15 62P10 PDF BibTeX XML Cite \textit{Q. Clairon}, J. Stat. Plann. Inference 210, 1--19 (2021; Zbl 1441.62074) Full Text: DOI
Yan, Zuomao; Jia, Xiumei Stepanov-like pseudo almost periodic solutions for impulsive perturbed partial stochastic differential equations and its optimal control. (English) Zbl 07315109 J. Appl. Anal. Comput. 10, No. 2, 530-568 (2020). MSC: 34A37 60H10 35B15 43A60 93E20 PDF BibTeX XML Cite \textit{Z. Yan} and \textit{X. Jia}, J. Appl. Anal. Comput. 10, No. 2, 530--568 (2020; Zbl 07315109) Full Text: DOI
Christensen, Sören; Sohr, Tobias A solution technique for Lévy driven long term average impulse control problems. (English) Zbl 07312457 Stochastic Processes Appl. 130, No. 12, 7303-7337 (2020). MSC: 93E20 93C27 60G51 PDF BibTeX XML Cite \textit{S. Christensen} and \textit{T. Sohr}, Stochastic Processes Appl. 130, No. 12, 7303--7337 (2020; Zbl 07312457) Full Text: DOI
Sagadeeva, M. A.; Bychkov, E. V.; Tsyplenkova, O. N. The Pyt’ev-Chulichkov method for constructing a measurement in the Shestakov-Sviridyuk model. (Russian. English summary) Zbl 07312383 Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat. Model. Program. 13, No. 4, 81-93 (2020). MSC: 60H40 62M86 49J15 PDF BibTeX XML Cite \textit{M. A. Sagadeeva} et al., Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat. Model. Program. 13, No. 4, 81--93 (2020; Zbl 07312383) Full Text: DOI MNR
Hamadène, Said; Mu, Rui Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games. (English) Zbl 07312352 Stochastic Processes Appl. 130, No. 11, 6901-6926 (2020). MSC: 49N70 49N90 91A15 60H PDF BibTeX XML Cite \textit{S. Hamadène} and \textit{R. Mu}, Stochastic Processes Appl. 130, No. 11, 6901--6926 (2020; Zbl 07312352) 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
Ignatov, A. N. On the construction of positional control in a multistep portfolio optimization problem with probabilistic criterion. (English. Russian original) Zbl 07312190 Autom. Remote Control 81, No. 12, 2181-2193 (2020); translation from Avtom. Telemekh. 2020, No. 12, 50-66 (2020). MSC: 91G10 93E20 PDF BibTeX XML Cite \textit{A. N. Ignatov}, Autom. Remote Control 81, No. 12, 2181--2193 (2020; Zbl 07312190); translation from Avtom. Telemekh. 2020, No. 12, 50--66 (2020) Full Text: DOI
Azanov, V. M. Optimal control of a discrete-time stochastic system with a probabilistic criterion and a non-fixed terminal time. (English. Russian original) Zbl 07312188 Autom. Remote Control 81, No. 12, 2143-2159 (2020); translation from Avtom. Telemekh. 2020, No. 12, 3-23 (2020). MSC: 93E20 93C55 PDF BibTeX XML Cite \textit{V. M. Azanov}, Autom. Remote Control 81, No. 12, 2143--2159 (2020; Zbl 07312188); translation from Avtom. Telemekh. 2020, No. 12, 3--23 (2020) Full Text: DOI
Sinitsyn, I. N.; Sinitsyn, V. I.; Korepanov, E. R.; Konashenkova, T. D. Optimization of linear stochastic systems based on canonical wavelet expansions. (English. Russian original) Zbl 07312182 Autom. Remote Control 81, No. 11, 2046-2061 (2020); translation from Avtom. Telemekh. 2020, No. 11, 136-154 (2020). MSC: 93E03 93C05 93-08 65T40 PDF BibTeX XML Cite \textit{I. N. Sinitsyn} et al., Autom. Remote Control 81, No. 11, 2046--2061 (2020; Zbl 07312182); translation from Avtom. Telemekh. 2020, No. 11, 136--154 (2020) Full Text: DOI
Bortakovskii, A. S. Separation theorem for average optimal control for hybrid systems of variable dimension. (English. Russian original) Zbl 07312178 Autom. Remote Control 81, No. 11, 1974-1993 (2020); translation from Avtom. Telemekh. 2020, No. 11, 46-71 (2020). MSC: 93E20 93C30 93C05 PDF BibTeX XML Cite \textit{A. S. Bortakovskii}, Autom. Remote Control 81, No. 11, 1974--1993 (2020; Zbl 07312178); translation from Avtom. Telemekh. 2020, No. 11, 46--71 (2020) Full Text: DOI
Bosov, A. V. Application of conditional-optimal filter for synthesis of suboptimal control in the problem of optimizing the output of a nonlinear differential stochastic system. (English. Russian original) Zbl 07312177 Autom. Remote Control 81, No. 11, 1963-1973 (2020); translation from Avtom. Telemekh. 2020, No. 11, 32-45 (2020). MSC: 93E11 93C10 60H10 PDF BibTeX XML Cite \textit{A. V. Bosov}, Autom. Remote Control 81, No. 11, 1963--1973 (2020; Zbl 07312177); translation from Avtom. Telemekh. 2020, No. 11, 32--45 (2020) Full Text: DOI
Fouque, Jean-Pierre Book review: Probabilistic theory of mean field games. Volumes I & II. (English) Zbl 07308987 Notices Am. Math. Soc. 67, No. 6, 855-859 (2020). MSC: 00A17 91-02 91A15 91A23 91A55 91A80 60H30 93E20 PDF BibTeX XML Cite \textit{J.-P. Fouque}, Notices Am. Math. Soc. 67, No. 6, 855--859 (2020; Zbl 07308987) Full Text: DOI
Fouque, Jean-Pierre; Hu, Ruimeng Multiscale asymptotic analysis for portfolio optimization under stochastic environment. (English) Zbl 07308311 Multiscale Model. Simul. 18, No. 3, 1318-1342 (2020). MSC: 91G10 93E20 35Q91 35C20 PDF BibTeX XML Cite \textit{J.-P. Fouque} and \textit{R. Hu}, Multiscale Model. Simul. 18, No. 3, 1318--1342 (2020; Zbl 07308311) Full Text: DOI
Pramanik, Paramahansa Optimization of market stochastic dynamics. (English) Zbl 07307564 SN Oper. Res. Forum 1, No. 4, Paper No. 31, 18 p. (2020). MSC: 91B26 91B80 93E20 PDF BibTeX XML Cite \textit{P. Pramanik}, SN Oper. Res. Forum 1, No. 4, Paper No. 31, 18 p. (2020; Zbl 07307564) Full Text: DOI
Damm, Tobias; Jacob, Birgit On coercivity and the frequency domain condition in indefinite LQ-control. (English) Zbl 07307068 Ann. Acad. Rom. Sci., Math. Appl. 12, No. 1-2, 553-563 (2020). MSC: 93C80 49N10 15A24 93E03 PDF BibTeX XML Cite \textit{T. Damm} and \textit{B. Jacob}, Ann. Acad. Rom. Sci., Math. Appl. 12, No. 1--2, 553--563 (2020; Zbl 07307068) Full Text: Link
Mukaidani, Hiroaki; Saravanakumar, Ramasamy; Xu, Hua; Zhuang, Weihua Robust static output feedback Stackelberg strategy for Markov jump delay stochastic systems. (English) Zbl 07307064 Ann. Acad. Rom. Sci., Math. Appl. 12, No. 1-2, 476-500 (2020). MSC: 49N90 70E60 93B36 93E20 PDF BibTeX XML Cite \textit{H. Mukaidani} et al., Ann. Acad. Rom. Sci., Math. Appl. 12, No. 1--2, 476--500 (2020; Zbl 07307064) Full Text: Link
de Oliveira, André M.; Costa, Oswaldo L. V. On the \(H_2\) static output feedback control for hidden Markov jump linear systems. (English) Zbl 07307060 Ann. Acad. Rom. Sci., Math. Appl. 12, No. 1-2, 405-424 (2020). MSC: 93C05 93C55 93E20 60J10 93E25 PDF BibTeX XML Cite \textit{A. M. de Oliveira} and \textit{O. L. V. Costa}, Ann. Acad. Rom. Sci., Math. Appl. 12, No. 1--2, 405--424 (2020; Zbl 07307060) Full Text: Link
Han, Xiao; Ji, Zhijian; Qi, Qingyuan Optimal control for networked control systems with Markovian packet losses. (English) Zbl 07306796 Complexity 2020, Article ID 4804320, 11 p. (2020). MSC: 93A14 93E20 93B53 PDF BibTeX XML Cite \textit{X. Han} et al., Complexity 2020, Article ID 4804320, 11 p. (2020; Zbl 07306796) Full Text: DOI
Xu, Ruimin; Guo, Rongwei Pontryagin’s maximum principle for optimal control of stochastic SEIR models. (English) Zbl 07302595 Complexity 2020, Article ID 6479087, 5 p. (2020). MSC: 92D30 93E20 PDF BibTeX XML Cite \textit{R. Xu} and \textit{R. Guo}, Complexity 2020, Article ID 6479087, 5 p. (2020; Zbl 07302595) Full Text: DOI
Zheng, Yueyang; Shi, Jingtao A Stackelberg game of backward stochastic differential equations with applications. (English) Zbl 07301388 Dyn. Games Appl. 10, No. 4, 968-992 (2020). MSC: 91A65 91A80 49N10 60H10 91G15 PDF BibTeX XML Cite \textit{Y. Zheng} and \textit{J. Shi}, Dyn. Games Appl. 10, No. 4, 968--992 (2020; Zbl 07301388) Full Text: DOI
Chen, Li; Wu, Zhen Stochastic optimal control problem in advertising model with delay. (English) Zbl 07299311 J. Syst. Sci. Complex. 33, No. 4, 968-987 (2020). MSC: 93E20 90B60 93C43 93C25 PDF BibTeX XML Cite \textit{L. Chen} and \textit{Z. Wu}, J. Syst. Sci. Complex. 33, No. 4, 968--987 (2020; Zbl 07299311) Full Text: DOI
Archibald, Richard; Bao, Feng; Yong, Jiongmin; Zhou, Tao An efficient numerical algorithm for solving data driven feedback control problems. (English) Zbl 07299276 J. Sci. Comput. 85, No. 2, Paper No. 51, 26 p. (2020). MSC: 93E20 93B52 60G35 65K10 PDF BibTeX XML Cite \textit{R. Archibald} et al., J. Sci. Comput. 85, No. 2, Paper No. 51, 26 p. (2020; Zbl 07299276) Full Text: DOI
Xu, Yuqian; Zhu, Lingjiong; Pinedo, Michael Operational risk management: a stochastic control framework with preventive and corrective controls. (English) Zbl 07298151 Oper. Res. 68, No. 6, 1804-1825 (2020). MSC: 91G45 93E20 PDF BibTeX XML Cite \textit{Y. Xu} et al., Oper. Res. 68, No. 6, 1804--1825 (2020; Zbl 07298151) Full Text: DOI
Chen, Mingliu; Sun, Peng; Xiao, Yongbo Optimal monitoring schedule in dynamic contracts. (English) Zbl 07298120 Oper. Res. 68, No. 5, 1285-1314 (2020). MSC: 90B36 PDF BibTeX XML Cite \textit{M. Chen} et al., Oper. Res. 68, No. 5, 1285--1314 (2020; Zbl 07298120) Full Text: DOI
Bezerra, Sérgio C.; Ohashi, Alberto; Russo, Francesco; de Souza, Francys Discrete-type approximations for non-Markovian optimal stopping problems. II. (English) Zbl 07297555 Methodol. Comput. Appl. Probab. 22, No. 3, 1221-1255 (2020). MSC: 93E20 60G40 PDF BibTeX XML Cite \textit{S. C. Bezerra} et al., Methodol. Comput. Appl. Probab. 22, No. 3, 1221--1255 (2020; Zbl 07297555) Full Text: DOI
Henderson, Vicky; Kladívko, Kamil; Monoyios, Michael; Reisinger, Christoph Executive stock option exercise with full and partial information on a drift change point. (English) Zbl 07296664 SIAM J. Financ. Math. 11, No. 4, 1007-1062 (2020). MSC: 91G20 60G40 35Q91 93E11 PDF BibTeX XML Cite \textit{V. Henderson} et al., SIAM J. Financ. Math. 11, No. 4, 1007--1062 (2020; Zbl 07296664) Full Text: DOI
Weng, Peter Chang-Yi Perturbation analysis of rational Riccati equations. (English) Zbl 07296443 Ann. Math. Sci. Appl. 5, No. 2, 349-373 (2020). MSC: 15A24 93E03 93E20 PDF BibTeX XML Cite \textit{P. C. Y. Weng}, Ann. Math. Sci. Appl. 5, No. 2, 349--373 (2020; Zbl 07296443) Full Text: DOI
Lai, Tze L.; Liao, Shih-Wei; Wong, Samuel P. S.; Xu, Huanzhong Statistical models and stochastic optimization in financial technology and investment science. (English) Zbl 07296442 Ann. Math. Sci. Appl. 5, No. 2, 317-345 (2020). MSC: 91G15 91G10 62P05 93E20 91-02 PDF BibTeX XML Cite \textit{T. L. Lai} et al., Ann. Math. Sci. Appl. 5, No. 2, 317--345 (2020; Zbl 07296442) Full Text: DOI
Fu, Yu; Zhao, Weidong; Zhou, Tao Highly accurate numerical schemes for stochastic optimal control via FBSDEs. (English) Zbl 07296120 Numer. Math., Theory Methods Appl. 13, No. 2, 296-319 (2020). MSC: 65C30 93E20 93E25 PDF BibTeX XML Cite \textit{Y. Fu} et al., Numer. Math., Theory Methods Appl. 13, No. 2, 296--319 (2020; Zbl 07296120) Full Text: DOI
Sun, Qi; Tao, Yunzhe; Du, Qiang Stochastic training of residual networks in deep learning. (Chinese. English summary) Zbl 07295998 Math. Numer. Sin. 42, No. 3, 349-369 (2020). MSC: 68T05 93E35 49J15 49J20 PDF BibTeX XML Cite \textit{Q. Sun} et al., Math. Numer. Sin. 42, No. 3, 349--369 (2020; Zbl 07295998)
Wang, Tao; Luo, Minna; Wang, Na; Cui, Lili Finite-time stochastic linear quadratic optimal control based on \(Q\)-learning. (Chinese. English summary) Zbl 07295674 J. Shenyang Norm. Univ., Nat. Sci. 38, No. 3, 207-213 (2020). MSC: 49K45 93E20 49N10 PDF BibTeX XML Cite \textit{T. Wang} et al., J. Shenyang Norm. Univ., Nat. Sci. 38, No. 3, 207--213 (2020; Zbl 07295674) Full Text: DOI
Hong, Yue; Yin, Liping Genetic algorithm-based stochastic distribution control for non-Gaussian systems. (Chinese. English summary) Zbl 07295508 J. Nanjing Univ. Inf. Sci. Technol., Nat. Sci. 12, No. 4, 504-509 (2020). MSC: 93E20 68W50 PDF BibTeX XML Cite \textit{Y. Hong} and \textit{L. Yin}, J. Nanjing Univ. Inf. Sci. Technol., Nat. Sci. 12, No. 4, 504--509 (2020; Zbl 07295508) Full Text: DOI
Xu, Jie; Lv, Xianrui Maximum principle for backward doubly stochastic control system with time delay. (Chinese. English summary) Zbl 07295375 J. Jilin Univ., Sci. 58, No. 3, 493-497 (2020). MSC: 93E20 93C43 93C15 60H10 PDF BibTeX XML Cite \textit{J. Xu} and \textit{X. Lv}, J. Jilin Univ., Sci. 58, No. 3, 493--497 (2020; Zbl 07295375) Full Text: DOI
Zhao, Xiaoyin; Yang, Liu Reconstructing implied volatility based on mean-reverting price processes. (English) Zbl 07295154 J. Anhui Norm. Univ., Nat. Sci. 43, No. 4, 329-337 (2020). MSC: 91G20 93E20 91G80 PDF BibTeX XML Cite \textit{X. Zhao} and \textit{L. Yang}, J. Anhui Norm. Univ., Nat. Sci. 43, No. 4, 329--337 (2020; Zbl 07295154) Full Text: DOI
Ge, Liang; Shen, Wanfang; Liu, Wenbin Meshfree finite volume element method for constrained optimal control problem governed by random convection diffusion equations. (English) Zbl 07295063 Commun. Math. Res. 36, No. 2, 229-246 (2020). MSC: 65M08 49J20 49J55 PDF BibTeX XML Cite \textit{L. Ge} et al., Commun. Math. Res. 36, No. 2, 229--246 (2020; Zbl 07295063) Full Text: DOI
Zverev, O. V.; Khametov, V. M.; Shelemekh, E. A. Optimal stopping time for geometric random walks with power payoff function. (English. Russian original) Zbl 07294511 Autom. Remote Control 81, No. 7, 1192-1210 (2020); translation from Avtom. Telemekh. 2020, No. 7, 34-55 (2020). MSC: 93E20 60G40 60G50 PDF BibTeX XML Cite \textit{O. V. Zverev} et al., Autom. Remote Control 81, No. 7, 1192--1210 (2020; Zbl 07294511); translation from Avtom. Telemekh. 2020, No. 7, 34--55 (2020) Full Text: DOI
Paraev, Yu. I.; Poluektova, K. O. Optimal control of a single-sector economy under random variations of fixed capital and labor resources. (English. Russian original) Zbl 07294445 Autom. Remote Control 81, No. 4, 704-712 (2020); translation from Avtom. Telemekh. 2020, No. 4, 162-172 (2020). MSC: 91B62 93E20 90C39 PDF BibTeX XML Cite \textit{Yu. I. Paraev} and \textit{K. O. Poluektova}, Autom. Remote Control 81, No. 4, 704--712 (2020; Zbl 07294445); translation from Avtom. Telemekh. 2020, No. 4, 162--172 (2020) Full Text: DOI
Sinitsyn, I. N.; Sinitsyn, V. I.; Korepanov, E. R. Extending the theory of Liptser-Shiryaev filters. (English. Russian original) Zbl 07294437 Autom. Remote Control 81, No. 4, 602-613 (2020); translation from Avtom. Telemekh. 2020, No. 4, 37-51 (2020). MSC: 93E11 PDF BibTeX XML Cite \textit{I. N. Sinitsyn} et al., Autom. Remote Control 81, No. 4, 602--613 (2020; Zbl 07294437); translation from Avtom. Telemekh. 2020, No. 4, 37--51 (2020) Full Text: DOI
Rubinovich, E. Ya. On the program character of trajectory control over observations of a moving target. (English. Russian original) Zbl 07294384 Autom. Remote Control 81, No. 3, 503-516 (2020); translation from Avtom. Telemekh. 2020, No. 3, 157-173 (2020). MSC: 93E20 49N10 93C15 93C10 PDF BibTeX XML Cite \textit{E. Ya. Rubinovich}, Autom. Remote Control 81, No. 3, 503--516 (2020; Zbl 07294384); translation from Avtom. Telemekh. 2020, No. 3, 157--173 (2020) Full Text: DOI
Kleptsyna, M. L.; Marushkevych, D. A.; Chigansky, P. Yu. Asymptotic accuracy in estimation of a fractional signal in a small white noise. (English. Russian original) Zbl 07294379 Autom. Remote Control 81, No. 3, 411-429 (2020); translation from Avtom. Telemekh. 2020, No. 3, 44-66 (2020). MSC: 93E11 93C05 60G22 60H40 PDF BibTeX XML Cite \textit{M. L. Kleptsyna} et al., Autom. Remote Control 81, No. 3, 411--429 (2020; Zbl 07294379); translation from Avtom. Telemekh. 2020, No. 3, 44--66 (2020) Full Text: DOI
Prilutskii, M. Kh. Programmed control of two-stage stochastic production systems. (English. Russian original) Zbl 07294349 Autom. Remote Control 81, No. 1, 64-73 (2020); translation from Avtom. Telemekh. 2020, No. 1, 82-92 (2020). MSC: 93E20 90B30 PDF BibTeX XML Cite \textit{M. Kh. Prilutskii}, Autom. Remote Control 81, No. 1, 64--73 (2020; Zbl 07294349); translation from Avtom. Telemekh. 2020, No. 1, 82--92 (2020) Full Text: DOI
Palamarchuk, E. S. Optimal controller for a nonautonomous linear stochastic system with a two-sided cost functional. (English. Russian original) Zbl 07294348 Autom. Remote Control 81, No. 1, 53-63 (2020); translation from Avtom. Telemekh. 2020, No. 1, 67-80 (2020). MSC: 93E20 93C05 PDF BibTeX XML Cite \textit{E. S. Palamarchuk}, Autom. Remote Control 81, No. 1, 53--63 (2020; Zbl 07294348); translation from Avtom. Telemekh. 2020, No. 1, 67--80 (2020) Full Text: DOI
Chala, Adel; Hafayed, Dahbia On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application. (English) Zbl 07293774 Evol. Equ. Control Theory 9, No. 3, 817-843 (2020). MSC: 91G05 93E20 60H10 PDF BibTeX XML Cite \textit{A. Chala} and \textit{D. Hafayed}, Evol. Equ. Control Theory 9, No. 3, 817--843 (2020; Zbl 07293774) Full Text: DOI
Pfeiffer, Laurent Optimality conditions in variational form for non-linear constrained stochastic control problems. (English) Zbl 1452.90230 Math. Control Relat. Fields 10, No. 3, 493-526 (2020). MSC: 90C15 93E20 49J53 49K99 PDF BibTeX XML Cite \textit{L. Pfeiffer}, Math. Control Relat. Fields 10, No. 3, 493--526 (2020; Zbl 1452.90230) Full Text: DOI
Barashkov, N.; Gubinelli, M. A variational method for \(\Phi^4_3\). (English) Zbl 07292332 Duke Math. J. 169, No. 17, 3339-3415 (2020). MSC: 81T08 81T17 93E20 PDF BibTeX XML Cite \textit{N. Barashkov} and \textit{M. Gubinelli}, Duke Math. J. 169, No. 17, 3339--3415 (2020; Zbl 07292332) Full Text: DOI Euclid
Azanov, V. M.; Tarasov, A. N. Probabilistic criterion-based optimal retention of trajectories of a discrete-time stochastic system in a given tube: bilateral estimation of the Bellman function. (English. Russian original) Zbl 07291711 Autom. Remote Control 81, No. 10, 1819-1839 (2020); translation from Avtom. Telemekh. 2020, No. 10, 93-117 (2020). MSC: 93E20 93C55 90C39 PDF BibTeX XML Cite \textit{V. M. Azanov} and \textit{A. N. Tarasov}, Autom. Remote Control 81, No. 10, 1819--1839 (2020; Zbl 07291711); translation from Avtom. Telemekh. 2020, No. 10, 93--117 (2020) 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
Ferrari, Giorgio; Vargiolu, Tiziano On the singular control of exchange rates. (English) Zbl 07290760 Ann. Oper. Res. 292, No. 2, 795-832 (2020). MSC: 91B64 93E20 60J60 60G40 PDF BibTeX XML Cite \textit{G. Ferrari} and \textit{T. Vargiolu}, Ann. Oper. Res. 292, No. 2, 795--832 (2020; Zbl 07290760) Full Text: DOI
Zhang, Shuaiqi; Li, Xun; Xiong, Jie A stochastic maximum principle for partially observed stochastic control systems with delay. (English) Zbl 07290573 Syst. Control Lett. 146, Article ID 104812, 8 p. (2020). MSC: 93E20 93C23 34K50 PDF BibTeX XML Cite \textit{S. Zhang} et al., Syst. Control Lett. 146, Article ID 104812, 8 p. (2020; Zbl 07290573) 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
Han, Xia; Liang, Zhibin; Young, Virginia R. Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle. (English) Zbl 07286461 Scand. Actuar. J. 2020, No. 10, 879-903 (2020). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{X. Han} et al., Scand. Actuar. J. 2020, No. 10, 879--903 (2020; Zbl 07286461) Full Text: DOI
Chabanyuk, Yaroslav; Nikitin, Anatolii; Khimka, Uliana Asymptotic analyses for complex evolutionary systems with Markov and semi-Markov switching using approximation schemes. (English) Zbl 07286290 Hoboken, NJ: John Wiley & Sons (ISBN 978-1-78630-556-5/hbk; 978-1-119-77975-9/ebook). 240 p. (2020). MSC: 93-02 60-02 93E15 93E20 60J60 60G51 PDF BibTeX XML Cite \textit{Y. Chabanyuk} et al., Asymptotic analyses for complex evolutionary systems with Markov and semi-Markov switching using approximation schemes. Hoboken, NJ: John Wiley \& Sons (2020; Zbl 07286290) Full Text: DOI
Lindensjö, Kristoffer; Lindskog, Filip Optimal dividends and capital injection under dividend restrictions. (English) Zbl 07285846 Math. Methods Oper. Res. 92, No. 3, 461-487 (2020). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{K. Lindensjö} and \textit{F. Lindskog}, Math. Methods Oper. Res. 92, No. 3, 461--487 (2020; Zbl 07285846) Full Text: DOI
Jasso-Fuentes, Héctor; Menaldi, José-Luis; Prieto-Rumeau, Tomás Discrete-time control with non-constant discount factor. (English) Zbl 07285843 Math. Methods Oper. Res. 92, No. 2, 377-399 (2020). MSC: 93C55 93E20 60G40 90C40 PDF BibTeX XML Cite \textit{H. Jasso-Fuentes} et al., Math. Methods Oper. Res. 92, No. 2, 377--399 (2020; Zbl 07285843) 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
Zrazhevsky, G. M.; Golodnikov, A. N.; Uryasev, S. P.; Zrazhevsky, A. G. Application of buffered probability of exceedance in reliability optimization problems. (English. Russian original) Zbl 07285103 Cybern. Syst. Anal. 56, No. 3, 476-484 (2020); translation from Kibern. Sist. Anal. 2020, No. 3, 152-162 (2020). MSC: 74M05 74H45 74K10 74P10 74S60 93E20 PDF BibTeX XML Cite \textit{G. M. Zrazhevsky} et al., Cybern. Syst. Anal. 56, No. 3, 476--484 (2020; Zbl 07285103); translation from Kibern. Sist. Anal. 2020, No. 3, 152--162 (2020) Full Text: DOI
Norkin, V. I. Generalized gradients in dynamic optimization, optimal control, and machine learning problems. (English. Russian original) Zbl 07284555 Cybern. Syst. Anal. 56, No. 2, 243-258 (2020); translation from Kibern. Sist. Anal. 2020, No. 2, 89-107 (2020). MSC: 68T PDF BibTeX XML Cite \textit{V. I. Norkin}, Cybern. Syst. Anal. 56, No. 2, 243--258 (2020; Zbl 07284555); translation from Kibern. Sist. Anal. 2020, No. 2, 89--107 (2020) Full Text: DOI
Vlasenko, L. A.; Rutkas, A. G.; Semenets, V. V.; Chikrii, A. A. Stochastic optimal control of a descriptor system. (English. Russian original) Zbl 07284551 Cybern. Syst. Anal. 56, No. 2, 204-212 (2020); translation from Kibern. Sist. Anal. 2020, No. 2, 42-52 (2020). MSC: 93E20 93E11 93C15 60H10 PDF BibTeX XML Cite \textit{L. A. Vlasenko} et al., Cybern. Syst. Anal. 56, No. 2, 204--212 (2020; Zbl 07284551); translation from Kibern. Sist. Anal. 2020, No. 2, 42--52 (2020) Full Text: DOI
Ermoliev, Yu. M.; Norkin, V. I.; Norkin, B. V. Stochastic optimization models of actuarial mathematics. (English. Russian original) Zbl 07284475 Cybern. Syst. Anal. 56, No. 1, 58-67 (2020); translation from Kibern. Sist. Anal. 2020, No. 1, 70-81 (2020). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 93E20 90C15 PDF BibTeX XML Cite \textit{Yu. M. Ermoliev} et al., Cybern. Syst. Anal. 56, No. 1, 58--67 (2020; Zbl 07284475); translation from Kibern. Sist. Anal. 2020, No. 1, 70--81 (2020) Full Text: DOI
Jiao, Chunxi; Kawai, Reiichiro Computable primal and dual bounds for stochastic control. (English) Zbl 07283572 SIAM J. Control Optim. 58, No. 6, 3709-3733 (2020). MSC: 93E20 93C20 90C05 PDF BibTeX XML Cite \textit{C. Jiao} and \textit{R. Kawai}, SIAM J. Control Optim. 58, No. 6, 3709--3733 (2020; Zbl 07283572) Full Text: DOI
Zhang, Kaiqing; Koppel, Alec; Zhu, Hao; Başar, Tamer Global convergence of policy gradient methods to (almost) locally optimal policies. (English) Zbl 1451.93379 SIAM J. Control Optim. 58, No. 6, 3586-3612 (2020). MSC: 93E03 93E35 93E20 PDF BibTeX XML Cite \textit{K. Zhang} et al., SIAM J. Control Optim. 58, No. 6, 3586--3612 (2020; Zbl 1451.93379) Full Text: DOI
Guéant, Olivier; Manziuk, Iuliia; Pu, Jiang Accelerated share repurchase and other buyback programs: what neural networks can bring. (English) Zbl 07282783 Quant. Finance 20, No. 8, 1389-1404 (2020). MSC: 91G20 60G40 93E20 PDF BibTeX XML Cite \textit{O. Guéant} et al., Quant. Finance 20, No. 8, 1389--1404 (2020; Zbl 07282783) Full Text: DOI
Book review of: B. Øksendal and A. Sulem, Applied stochastic control of jump diffusions. (English) Zbl 07282775 Quant. Finance 20, No. 8, 1237-1238 (2020). MSC: 00A17 93-02 93E20 60-02 60G40 60J60 60J75 60G51 60H15 49L25 49J20 91A15 91A23 91G20 91G80 90C39 PDF BibTeX XML Cite Quant. Finance 20, No. 8, 1237--1238 (2020; Zbl 07282775) Full Text: DOI
Lleo, Sébastien Book review of: A. N. Shiryaev, Stochastic disorder problems. (English) Zbl 1451.00042 Quant. Finance 20, No. 7, 1057-1058 (2020). MSC: 00A17 93-02 60-02 93E03 93E10 62C10 60G40 60G22 60J65 91G99 PDF BibTeX XML Cite \textit{S. Lleo}, Quant. Finance 20, No. 7, 1057--1058 (2020; Zbl 1451.00042) Full Text: DOI
Baten, Md. Azizul; Khalid, Ruzelan A stochastic control model of investment and consumption with applications to financial economics. (English) Zbl 07280125 Stoch. Qual. Control 35, No. 2, 43-55 (2020). MSC: 49J55 93E20 60J28 91B70 35F21 PDF BibTeX XML Cite \textit{Md. A. Baten} and \textit{R. Khalid}, Stoch. Qual. Control 35, No. 2, 43--55 (2020; Zbl 07280125) Full Text: DOI
Köppe, Jeanette; Patzold, Markus; Beyer, Michael; Grecksch, Wilfried; Paul, Wolfgang Quantum Hamilton equations from stochastic optimal control theory. (English) Zbl 07279979 Grecksch, Wilfried (ed.) et al., Infinite dimensional and finite dimensional stochastic equations and applications in physics. Hackensack, NJ: World Scientific (ISBN 978-981-12-0978-9/hbk; 978-981-12-0980-2/ebook). 213-250 (2020). MSC: 49K45 49J55 83C55 76Y05 35R60 PDF BibTeX XML Cite \textit{J. Köppe} et al., in: Infinite dimensional and finite dimensional stochastic equations and applications in physics. Hackensack, NJ: World Scientific. 213--250 (2020; Zbl 07279979) Full Text: DOI
Benner, Peter; Trautwein, Christoph Optimal control of the stochastic Navier-Stokes equations. (English) Zbl 07279978 Grecksch, Wilfried (ed.) et al., Infinite dimensional and finite dimensional stochastic equations and applications in physics. Hackensack, NJ: World Scientific (ISBN 978-981-12-0978-9/hbk; 978-981-12-0980-2/ebook). 161-211 (2020). Reviewer: Piotr Biler (Wrocław) MSC: 49K45 35Q30 35R60 60H30 PDF BibTeX XML Cite \textit{P. Benner} and \textit{C. Trautwein}, in: Infinite dimensional and finite dimensional stochastic equations and applications in physics. Hackensack, NJ: World Scientific. 161--211 (2020; Zbl 07279978) Full Text: DOI
Grecksch, Wilfried; Lisei, Hannelore Stochastic Schrödinger equations. (English) Zbl 07279977 Grecksch, Wilfried (ed.) et al., Infinite dimensional and finite dimensional stochastic equations and applications in physics. Hackensack, NJ: World Scientific (ISBN 978-981-12-0978-9/hbk; 978-981-12-0980-2/ebook). 115-160 (2020). MSC: 49J55 60H15 35R60 60H30 60G22 PDF BibTeX XML Cite \textit{W. Grecksch} and \textit{H. Lisei}, in: Infinite dimensional and finite dimensional stochastic equations and applications in physics. Hackensack, NJ: World Scientific. 115--160 (2020; Zbl 07279977) Full Text: DOI
Azimi, Mahdi; Grecksch, Wilfried Stochastic Itô-Volterra backward equations in Banach spaces. (English) Zbl 07279976 Grecksch, Wilfried (ed.) et al., Infinite dimensional and finite dimensional stochastic equations and applications in physics. Hackensack, NJ: World Scientific (ISBN 978-981-12-0978-9/hbk; 978-981-12-0980-2/ebook). 61-113 (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H15 35R60 60H30 49K45 PDF BibTeX XML Cite \textit{M. Azimi} and \textit{W. Grecksch}, in: Infinite dimensional and finite dimensional stochastic equations and applications in physics. Hackensack, NJ: World Scientific. 61--113 (2020; Zbl 07279976) Full Text: DOI
Pérez, José-Luis; Yamazaki, Kazutoshi; Bensoussan, Alain Optimal periodic replenishment policies for spectrally positive Lévy demand processes. (English) Zbl 07278849 SIAM J. Control Optim. 58, No. 6, 3428-3456 (2020). MSC: 60G51 93E20 90B05 PDF BibTeX XML Cite \textit{J.-L. Pérez} et al., SIAM J. Control Optim. 58, No. 6, 3428--3456 (2020; Zbl 07278849) Full Text: DOI
Vieten, Martin G.; Stockbridge, Richard H. On the solution structure of infinite-dimensional linear problems stemming from singular stochastic control problems. (English) Zbl 07278846 SIAM J. Control Optim. 58, No. 6, 3363-3388 (2020). MSC: 93E20 90C05 PDF BibTeX XML Cite \textit{M. G. Vieten} and \textit{R. H. Stockbridge}, SIAM J. Control Optim. 58, No. 6, 3363--3388 (2020; Zbl 07278846) Full Text: DOI
Carmona, René; Delarue, François; Lacker, Daniel Erratum to: “Mean field games with common noise”. (English) Zbl 07276936 Ann. Probab. 48, No. 5, 2644-2646 (2020). MSC: 91A15 91A23 93E20 60H10 PDF BibTeX XML Cite \textit{R. Carmona} et al., Ann. Probab. 48, No. 5, 2644--2646 (2020; Zbl 07276936) Full Text: DOI Euclid
Yoshioka, Hidekazu; Yoshioka, Yumi Regime-switching constrained viscosity solutions approach for controlling dam-reservoir systems. (English) Zbl 07276327 Comput. Math. Appl. 80, No. 9, 2057-2072 (2020). MSC: 76M35 76M20 93E20 86A05 PDF BibTeX XML Cite \textit{H. Yoshioka} and \textit{Y. Yoshioka}, Comput. Math. Appl. 80, No. 9, 2057--2072 (2020; Zbl 07276327) Full Text: DOI
Brachetta, Matteo; Ceci, C. A BSDE-based approach for the optimal reinsurance problem under partial information. (English) Zbl 1452.91264 Insur. Math. Econ. 95, 1-16 (2020). MSC: 91G05 93E20 60G35 60H10 PDF BibTeX XML Cite \textit{M. Brachetta} and \textit{C. Ceci}, Insur. Math. Econ. 95, 1--16 (2020; Zbl 1452.91264) Full Text: DOI
Dadashi, Hassan Optimal investment-consumption problem: post-retirement with minimum guarantee. (English) Zbl 07275974 Insur. Math. Econ. 94, 160-181 (2020). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 93E20 65N06 PDF BibTeX XML Cite \textit{H. Dadashi}, Insur. Math. Econ. 94, 160--181 (2020; Zbl 07275974) Full Text: DOI
Aberkane, Samir; Dragan, Vasile On the existence of the stabilizing solution of generalized Riccati equations arising in zero-sum stochastic difference games: the time-varying case. (English) Zbl 07273564 J. Difference Equ. Appl. 26, No. 7, 913-951 (2020). MSC: 91A15 91A50 91A05 93E20 PDF BibTeX XML Cite \textit{S. Aberkane} and \textit{V. Dragan}, J. Difference Equ. Appl. 26, No. 7, 913--951 (2020; Zbl 07273564) Full Text: DOI
Kadlec, Karel; Maslowski, Bohdan Ergodic boundary and point control for linear stochastic PDEs driven by a cylindrical Lévy process. (English) Zbl 07272912 Discrete Contin. Dyn. Syst., Ser. B 25, No. 10, 4039-4055 (2020). MSC: 60H15 93E20 60G51 PDF BibTeX XML Cite \textit{K. Kadlec} and \textit{B. Maslowski}, Discrete Contin. Dyn. Syst., Ser. B 25, No. 10, 4039--4055 (2020; Zbl 07272912) Full Text: DOI
Callegaro, Giorgia; Ceci, Claudia; Ferrari, Giorgio Optimal reduction of public debt under partial observation of the economic growth. (English) Zbl 07272726 Finance Stoch. 24, No. 4, 1083-1132 (2020). MSC: 91B62 91B82 60G40 PDF BibTeX XML Cite \textit{G. Callegaro} et al., Finance Stoch. 24, No. 4, 1083--1132 (2020; Zbl 07272726) Full Text: DOI
Baños, David; Nilssen, Torstein; Proske, Frank Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift. (English) Zbl 07272635 J. Dyn. Differ. Equations 32, No. 4, 1819-1866 (2020). MSC: 60H10 49N60 PDF BibTeX XML Cite \textit{D. Baños} et al., J. Dyn. Differ. Equations 32, No. 4, 1819--1866 (2020; Zbl 07272635) Full Text: DOI
Reisinger, Christoph; Zhang, Yufei Rectified deep neural networks overcome the curse of dimensionality for nonsmooth value functions in zero-sum games of nonlinear stiff systems. (English) Zbl 07272161 Anal. Appl., Singap. 18, No. 6, 951-999 (2020). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 82C32 41A25 35R60 82M20 PDF BibTeX XML Cite \textit{C. Reisinger} and \textit{Y. Zhang}, Anal. Appl., Singap. 18, No. 6, 951--999 (2020; Zbl 07272161) Full Text: DOI
Geiersbach, Caroline; Wollner, Winnifried A stochastic gradient method with mesh refinement for PDE-constrained optimization under uncertainty. (English) Zbl 1452.62599 SIAM J. Sci. Comput. 42, No. 5, A2750-A2772 (2020). MSC: 62L20 35Q93 60H35 49M25 PDF BibTeX XML Cite \textit{C. Geiersbach} and \textit{W. Wollner}, SIAM J. Sci. Comput. 42, No. 5, A2750--A2772 (2020; Zbl 1452.62599) Full Text: DOI
Capuani, Rossana; Gilmore, Steven; Nguyen, Khai T. A model of debt with bankruptcy risk and currency devaluation. (English) Zbl 1451.49029 Minimax Theory Appl. 5, No. 2, 251-274 (2020). MSC: 49K45 49N90 91G80 35F21 49N35 49S05 PDF BibTeX XML Cite \textit{R. Capuani} et al., Minimax Theory Appl. 5, No. 2, 251--274 (2020; Zbl 1451.49029) Full Text: Link
Kim, Jin Won; Mehta, Prashant G. An optimal control derivation of nonlinear smoothing equations. (English) Zbl 07271602 Junge, Oliver (ed.) et al., Advances in dynamics, optimization and computation. A volume dedicated to Michael Dellnitz on the occasion of his 60th birthday. Cham: Springer (ISBN 978-3-030-51263-7/hbk; 978-3-030-51264-4/ebook). Studies in Systems, Decision and Control 304, 295-311 (2020). MSC: 49K20 49N80 35Q89 91A16 60E05 60J25 49Q22 PDF BibTeX XML Cite \textit{J. W. Kim} and \textit{P. G. Mehta}, Stud. Syst. Decis. Control 304, 295--311 (2020; Zbl 07271602) Full Text: DOI
Guenane, Lina; Hafayed, Mokhtar; Meherrem, Shahlar; Abbas, Syed On optimal solutions of general continuous-singular stochastic control problem of McKean-Vlasov type. (English) Zbl 07271524 Math. Methods Appl. Sci. 43, No. 10, 6498-6516 (2020). MSC: 60H10 49K45 93E20 PDF BibTeX XML Cite \textit{L. Guenane} et al., Math. Methods Appl. Sci. 43, No. 10, 6498--6516 (2020; Zbl 07271524) Full Text: DOI
Feng, Xinwei Stochastic recursive optimal control problem of reflected stochastic differential systems. (English) Zbl 07269509 Int. J. Control 93, No. 9, 2187-2198 (2020). MSC: 93E20 93C15 60H30 49L25 PDF BibTeX XML Cite \textit{X. Feng}, Int. J. Control 93, No. 9, 2187--2198 (2020; Zbl 07269509) Full Text: DOI
Biffis, Enrico; Gozzi, Fausto; Prosdocimi, Cecilia Optimal portfolio choice with path dependent labor income: the infinite horizon case. (English) Zbl 1451.49031 SIAM J. Control Optim. 58, No. 4, 1906-1938 (2020). MSC: 49L20 49K45 35R15 91G10 91G80 34K50 PDF BibTeX XML Cite \textit{E. Biffis} et al., SIAM J. Control Optim. 58, No. 4, 1906--1938 (2020; Zbl 1451.49031) Full Text: DOI
Buckdahn, Rainer; Li, Juan; Quincampoix, Marc; Renault, Jérôme Representation formulas for limit values of long run stochastic optimal controls. (English) Zbl 07269413 SIAM J. Control Optim. 58, No. 4, 1846-1873 (2020). MSC: 93E20 60H10 49L25 PDF BibTeX XML Cite \textit{R. Buckdahn} et al., SIAM J. Control Optim. 58, No. 4, 1846--1873 (2020; Zbl 07269413) Full Text: DOI
Albrecher, Hansjörg; Azcue, Pablo; Muler, Nora Optimal ratcheting of dividends in insurance. (English) Zbl 1452.91256 SIAM J. Control Optim. 58, No. 4, 1822-1845 (2020). MSC: 91G05 93E20 49L25 PDF BibTeX XML Cite \textit{H. Albrecher} et al., SIAM J. Control Optim. 58, No. 4, 1822--1845 (2020; Zbl 1452.91256) Full Text: DOI