Sekkak, Idriss; Nasri, Bouchra R. An optimal control approach for public health interventions on an epidemic-viral model in deterministic and stochastic environments. (English) Zbl 07819272 David, Jummy (ed.) et al., Mathematics of public health. Mathematical modelling from the next generation. Cham: Springer. Fields Inst. Commun. 88, 111-128 (2024). MSC: 92D30 60H30 49J15 PDFBibTeX XMLCite \textit{I. Sekkak} and \textit{B. R. Nasri}, Fields Inst. Commun. 88, 111--128 (2024; Zbl 07819272) Full Text: DOI
Wang, Ziheng; Sirignano, Justin Continuous-time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations. (English) Zbl 07818732 Math. Finance 34, No. 2, 348-424 (2024). MSC: 93E20 60H30 68T05 PDFBibTeX XMLCite \textit{Z. Wang} and \textit{J. Sirignano}, Math. Finance 34, No. 2, 348--424 (2024; Zbl 07818732) Full Text: DOI arXiv
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
Qiu, Jinniao; Yang, Yang Optimal control of Infinite-dimensional differential systems with randomness and path-dependence and stochastic path-dependent Hamilton-Jacobi equations. (English) Zbl 07815229 ESAIM, Control Optim. Calc. Var. 30, Paper No. 12, 42 p. (2024). MSC: 49L20 49L25 35R20 47H05 47N10 93E20 35D40 60H15 PDFBibTeX XMLCite \textit{J. Qiu} and \textit{Y. Yang}, ESAIM, Control Optim. Calc. Var. 30, Paper No. 12, 42 p. (2024; Zbl 07815229) Full Text: DOI arXiv
Qiu, Hong; Hou, Rumei Dynamics and optimal control of an SEIAQR epidemic model with media coverage. (English) Zbl 07814099 J. Math. Anal. Appl. 535, No. 1, Article ID 128192, 40 p. (2024). MSC: 92D30 60H30 49J15 PDFBibTeX XMLCite \textit{H. Qiu} and \textit{R. Hou}, J. Math. Anal. Appl. 535, No. 1, Article ID 128192, 40 p. (2024; Zbl 07814099) Full Text: DOI
Aniţa, Ştefana-Lucia Controlling a generalized Fokker-Planck equation via inputs with nonlocal action. (English) Zbl 07804830 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 241, Article ID 113476, 22 p. (2024). MSC: 35Q84 35Q83 47H06 35D30 35R09 49J20 49K20 93E20 35R60 65M06 PDFBibTeX XMLCite \textit{Ş.-L. Aniţa}, Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 241, Article ID 113476, 22 p. (2024; Zbl 07804830) 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
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
Zhang, Qiang; Wu, Lijun Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks. (English) Zbl 07772187 Commun. Stat., Theory Methods 53, No. 1, 34-65 (2024). MSC: 60H30 93E20 PDFBibTeX XMLCite \textit{Q. Zhang} and \textit{L. Wu}, Commun. Stat., Theory Methods 53, No. 1, 34--65 (2024; Zbl 07772187) Full Text: DOI
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
Wang, Jiaqi; Yang, Shuzhen Stochastic maximum principle for recursive optimal control problems with varying terminal time. (English) Zbl 07762439 J. Math. Anal. Appl. 530, No. 2, Article ID 127693, 23 p. (2024). MSC: 93E20 60H30 PDFBibTeX XMLCite \textit{J. Wang} and \textit{S. Yang}, J. Math. Anal. Appl. 530, No. 2, Article ID 127693, 23 p. (2024; Zbl 07762439) Full Text: DOI arXiv
Rached, Nadhir Ben; von Schwerin, Erik; Shaimerdenova, Gaukhar; Tempone, Raul Importance sampling for rare event tracking within the ensemble Kalman filtering framework. arXiv:2403.12793 Preprint, arXiv:2403.12793 [math.NA] (2024). MSC: 35Q93 60G35 60H35 65C05 93E20 BibTeX Cite \textit{N. B. Rached} et al., ``Importance sampling for rare event tracking within the ensemble Kalman filtering framework'', Preprint, arXiv:2403.12793 [math.NA] (2024) Full Text: arXiv OA License
Fu, Guanxing; Hager, Paul P.; Horst, Ulrich A Mean-Field Game of Market Entry: Portfolio Liquidation with Trading Constraints. arXiv:2403.10441 Preprint, arXiv:2403.10441 [q-fin.MF] (2024). MSC: 93E20 91B70 60H30 BibTeX Cite \textit{G. Fu} et al., ``A Mean-Field Game of Market Entry: Portfolio Liquidation with Trading Constraints'', Preprint, arXiv:2403.10441 [q-fin.MF] (2024) Full Text: arXiv OA License
Liu, Hao; Sethi, Suresh P.; Wong, Tak Kwong; Yam, Sheung Chi Phillip Optimal Savings and Value of Population in A Stochastic Environment: Transient Behavior. arXiv:2402.10768 Preprint, arXiv:2402.10768 [math.AP] (2024). MSC: 35K55 49L12 49L20 60H30 BibTeX Cite \textit{H. Liu} et al., ``Optimal Savings and Value of Population in A Stochastic Environment: Transient Behavior'', Preprint, arXiv:2402.10768 [math.AP] (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
Helmes, K. L.; Stockbridge, R. H.; Zhu, C. Single-Item Continuous-Review Inventory Models with Random Supplies. arXiv:2402.03515 Preprint, arXiv:2402.03515 [math.OC] (2024). MSC: 93E20 90B05 60H30 BibTeX Cite \textit{K. L. Helmes} et al., ``Single-Item Continuous-Review Inventory Models with Random Supplies'', Preprint, arXiv:2402.03515 [math.OC] (2024) Full Text: arXiv OA License
Bensoussan, Alain; Tai, Ho Man; Wong, Tak Kwong; Yam, Sheung Chi Phillip A Control Theoretical Approach to Mean Field Games and Associated Master Equations. arXiv:2402.01639 Preprint, arXiv:2402.01639 [math.OC] (2024). MSC: 49J55 60H10 93E20 60H30 BibTeX Cite \textit{A. Bensoussan} et al., ``A Control Theoretical Approach to Mean Field Games and Associated Master Equations'', Preprint, arXiv:2402.01639 [math.OC] (2024) Full Text: arXiv OA License
Dianetti, Jodi; Federico, Salvatore; Ferrari, Giorgio; Floccari, Giuseppe Multiple equilibria in mean-field game models for large oligopolies with strategic complementarities. arXiv:2401.17034 Preprint, arXiv:2401.17034 [math.OC] (2024). MSC: 93E20 91A15 60H30 60H10 BibTeX Cite \textit{J. Dianetti} et al., ``Multiple equilibria in mean-field game models for large oligopolies with strategic complementarities'', Preprint, arXiv:2401.17034 [math.OC] (2024) Full Text: arXiv OA License
Koutsimpela, Angeliki; Loulakis, Michail Optimal control, viscosity approximation and Arrhenius Law for the shallow lake problem. arXiv:2401.07642 Preprint, arXiv:2401.07642 [math.OC] (2024). MSC: 93E20 60H30 49L25 BibTeX Cite \textit{A. Koutsimpela} and \textit{M. Loulakis}, ``Optimal control, viscosity approximation and Arrhenius Law for the shallow lake problem'', Preprint, arXiv:2401.07642 [math.OC] (2024) Full Text: arXiv OA License
Kerimkulov, Bekzhan; Šiška, David; Szpruch, Łukasz; Zhang, Yufei Mirror Descent for Stochastic Control Problems with Measure-valued Controls. arXiv:2401.01198 Preprint, arXiv:2401.01198 [math.OC] (2024). MSC: 93E20 49M05 68Q25 60H30 BibTeX Cite \textit{B. Kerimkulov} et al., ``Mirror Descent for Stochastic Control Problems with Measure-valued Controls'', Preprint, arXiv:2401.01198 [math.OC] (2024) Full Text: arXiv OA License
Jauberteau, François; Nachaoui, Mourad; Zaroual, Sara A novel identification scheme of an inverse source problem based on Hilbert reproducing kernels. (English) Zbl 07822837 Laghrib, Amine (ed.) et al., New trends of mathematical inverse problems and applications. ICNTAM 2022. Selected papers based on the presentations at the international conference, Béni Mellal, Morocco, May 19–21, 2022. Cham: Springer. Springer Proc. Math. Stat. 428, 157-175 (2023). MSC: 65M32 65N30 65J20 90C52 49N45 46E22 35R60 35A01 PDFBibTeX XMLCite \textit{F. Jauberteau} et al., Springer Proc. Math. Stat. 428, 157--175 (2023; Zbl 07822837) Full Text: DOI
Eisenberg, Julia; Krühner, Paul Measuring the suboptimality of dividend controls in a Brownian risk model. (English) Zbl 07806769 Adv. Appl. Probab. 55, No. 4, 1442-1472 (2023). MSC: 91G05 93E20 60H30 PDFBibTeX XMLCite \textit{J. Eisenberg} and \textit{P. Krühner}, Adv. Appl. Probab. 55, No. 4, 1442--1472 (2023; Zbl 07806769) Full Text: DOI
Zhao, Yong-xia; Ye, Chuan-xiu; Cheng, Gong-pin Equilibrium dividend strategies in the dual model with a random time horizon. (English) Zbl 07803422 Appl. Math., Ser. B (Engl. Ed.) 38, No. 4, 510-522 (2023). MSC: 93E20 91A20 60H30 PDFBibTeX XMLCite \textit{Y.-x. Zhao} et al., Appl. Math., Ser. B (Engl. Ed.) 38, No. 4, 510--522 (2023; Zbl 07803422) Full Text: DOI
Bensoussan, Alain; Huang, Ziyu; Yam, Sheung Chi Phillip Control theory on Wasserstein space: a new approach to optimality conditions. (English) Zbl 07800856 Ann. Math. Sci. Appl. 8, No. 3, 565-628 (2023). MSC: 35Q93 35Q84 49L25 49N80 93E20 93B52 60H30 60H10 60H15 35F21 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Ann. Math. Sci. Appl. 8, No. 3, 565--628 (2023; Zbl 07800856) Full Text: DOI
Fadili, Jalal; Forcadel, Nicolas; Tuyen Nguyen, Thi; Zantout, Rita Limits and consistency of nonlocal and graph approximations to the eikonal equation. (English) Zbl 07800846 IMA J. Numer. Anal. 43, No. 6, 3685-3728 (2023). MSC: 65M06 65M50 65M12 65M15 35F21 05C80 49L25 35R02 35R60 PDFBibTeX XMLCite \textit{J. Fadili} et al., IMA J. Numer. Anal. 43, No. 6, 3685--3728 (2023; Zbl 07800846) Full Text: DOI arXiv
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
Zhou, Jianjun Viscosity solutions to second order path-dependent Hamilton-Jacobi-Bellman equations and applications. (English) Zbl 07791542 Ann. Appl. Probab. 33, No. 6B, 5564-5612 (2023). MSC: 93E20 60H30 49L12 49L20 49L25 PDFBibTeX XMLCite \textit{J. Zhou}, Ann. Appl. Probab. 33, No. 6B, 5564--5612 (2023; Zbl 07791542) Full Text: DOI arXiv
Carmona, René; Laurière, Mathieu; Tan, Zongjun Model-free mean-field reinforcement learning: mean-field MDP and mean-field Q-learning. (English) Zbl 07791537 Ann. Appl. Probab. 33, No. 6B, 5334-5381 (2023). MSC: 65M12 65M99 93E20 93E25 PDFBibTeX XMLCite \textit{R. Carmona} et al., Ann. Appl. Probab. 33, No. 6B, 5334--5381 (2023; Zbl 07791537) Full Text: DOI arXiv
Sun, Yifang Maximum principle for mean-field controlled systems driven by a fractional Brownian motion. (English) Zbl 07791478 Optim. Control Appl. Methods 44, No. 6, 3282-3305 (2023). MSC: 93E20 49N80 60H30 60G22 PDFBibTeX XMLCite \textit{Y. Sun}, Optim. Control Appl. Methods 44, No. 6, 3282--3305 (2023; Zbl 07791478) Full Text: DOI
Criens, David; Niemann, Lars Nonlinear continuous semimartingales. (English) Zbl 07790306 Electron. J. Probab. 28, Paper No. 146, 40 p. (2023). MSC: 60G65 35D40 60G07 60G44 93E20 PDFBibTeX XMLCite \textit{D. Criens} and \textit{L. Niemann}, Electron. J. Probab. 28, Paper No. 146, 40 p. (2023; Zbl 07790306) Full Text: DOI arXiv
Conforti, Giovanni Coupling by reflection for controlled diffusion processes: turnpike property and large time behavior of Hamilton-Jacobi-Bellman equations. (English) Zbl 07789643 Ann. Appl. Probab. 33, No. 6A, 4608-4644 (2023). MSC: 60H10 35B40 60J60 93E20 PDFBibTeX XMLCite \textit{G. Conforti}, Ann. Appl. Probab. 33, No. 6A, 4608--4644 (2023; Zbl 07789643) Full Text: DOI arXiv
Shaikin, M. E. Resolvents of the Ito differential equations multiplicative with respect to the state vector. (English. Russian original) Zbl 07784823 Autom. Remote Control 84, No. 8, 858-870 (2023); translation from Avtom. Telemekh. 2023, No. 8, 88-106 (2023). MSC: 93E20 60H30 PDFBibTeX XMLCite \textit{M. E. Shaikin}, Autom. Remote Control 84, No. 8, 858--870 (2023; Zbl 07784823); translation from Avtom. Telemekh. 2023, No. 8, 88--106 (2023) Full Text: DOI
Albeverio, Sergio; De Vecchi, Francesco Carlo; Ugolini, Stefania Some connections between stochastic mechanics, optimal control, and nonlinear Schrödinger equations. (English) Zbl 07773779 Morel, Jean-Michel (ed.) et al., Mathematics going forward. Collected mathematical brushstrokes. Cham: Springer. Lect. Notes Math. 2313, 505-534 (2023). MSC: 35Q55 35Q40 35Q79 82C10 81V73 93E20 35A15 35-03 01A60 01A61 PDFBibTeX XMLCite \textit{S. Albeverio} et al., Lect. Notes Math. 2313, 505--534 (2023; Zbl 07773779) Full Text: DOI
Cardaliaguet, Pierre; Daudin, Samuel; Jackson, Joe; Souganidis, Panagiotis E. An algebraic convergence rate for the optimal control of McKean-Vlasov dynamics. (English) Zbl 07771528 SIAM J. Control Optim. 61, No. 6, 3341-3369 (2023). MSC: 93E20 60H30 93B25 PDFBibTeX XMLCite \textit{P. Cardaliaguet} et al., SIAM J. Control Optim. 61, No. 6, 3341--3369 (2023; Zbl 07771528) Full Text: DOI arXiv
Hawkins, Kelsey P.; Pakniyat, Ali; Tsiotras, Panagiotis Value function estimators for Feynman-Kac forward-backward SDEs in stochastic optimal control. (English) Zbl 07766501 Automatica 158, Article ID 111281, 10 p. (2023). MSC: 93E20 93E10 60H30 PDFBibTeX XMLCite \textit{K. P. Hawkins} et al., Automatica 158, Article ID 111281, 10 p. (2023; Zbl 07766501) Full Text: DOI arXiv
Ahmed, N. U.; Wang, Shian Measure-valued solutions for nonlinear evolution equations on Banach spaces and their optimal control. (English) Zbl 07762377 Cham: Springer (ISBN 978-3-031-37259-9/hbk; 978-3-031-37262-9/pbk; 978-3-031-37260-5/ebook). xiii, 227 p. (2023). MSC: 35-01 35R06 35R10 35R12 35R60 47J35 49-01 93-01 PDFBibTeX XMLCite \textit{N. U. Ahmed} and \textit{S. Wang}, Measure-valued solutions for nonlinear evolution equations on Banach spaces and their optimal control. Cham: Springer (2023; Zbl 07762377) 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
Ghoul, Abdelhak; Hafayed, Mokhtar; Lakhdari, Imad Eddine; Meherrem, Shahlar Pointwise second-order necessary conditions for stochastic optimal control with jump diffusions. (English) Zbl 1526.93278 Commun. Math. Stat. 11, No. 4, 741-766 (2023). MSC: 93E20 60J74 60H30 PDFBibTeX XMLCite \textit{A. Ghoul} et al., Commun. Math. Stat. 11, No. 4, 741--766 (2023; Zbl 1526.93278) Full Text: DOI
Yang, Hyun Jong; Moon, Jun A sufficient condition for optimal control problem of fully coupled forward-backward stochastic systems with jumps: a state-constrained control approach. (English) Zbl 07754265 Optim. Control Appl. Methods 44, No. 4, 1936-1971 (2023). MSC: 93E20 60H30 45K05 49L12 49L25 PDFBibTeX XMLCite \textit{H. J. Yang} and \textit{J. Moon}, Optim. Control Appl. Methods 44, No. 4, 1936--1971 (2023; Zbl 07754265) Full Text: DOI
Biswas, Anup; Khan, Saibal Existence-uniqueness for nonlinear integro-differential equations with drift in \(\mathbb{R}^d\). (English) Zbl 1527.35450 SIAM J. Math. Anal. 55, No. 5, 4378-4409 (2023). MSC: 35Q93 35F21 93E20 35B53 35A01 35A02 35R09 PDFBibTeX XMLCite \textit{A. Biswas} and \textit{S. Khan}, SIAM J. Math. Anal. 55, No. 5, 4378--4409 (2023; Zbl 1527.35450) Full Text: DOI arXiv
Ma, Heping; Li, Ruijing Partially observed risk-sensitive stochastic control problems with non-convexity restriction. (English) Zbl 1521.93204 J. Syst. Sci. Complex. 36, No. 2, 672-685 (2023). MSC: 93E20 60H30 PDFBibTeX XMLCite \textit{H. Ma} and \textit{R. Li}, J. Syst. Sci. Complex. 36, No. 2, 672--685 (2023; Zbl 1521.93204) Full Text: DOI
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
Lau, Chun Ho; Sun, Wei Periodic measures for a class of SPDEs with regime-switching. (English) Zbl 1527.60047 Stoch. Dyn. 23, No. 4, Article ID 2350034, 37 p. (2023). Reviewer: Alain Brillard (Riedisheim) MSC: 60H15 49J20 49J55 60J76 35B10 46B10 46C05 PDFBibTeX XMLCite \textit{C. H. Lau} and \textit{W. Sun}, Stoch. Dyn. 23, No. 4, Article ID 2350034, 37 p. (2023; Zbl 1527.60047) Full Text: DOI arXiv
Calvia, Alessandro; Cappa, Gianluca; Gozzi, Fausto; Priola, Enrico HJB equations and stochastic control on half-spaces of Hilbert spaces. (English) Zbl 1522.35569 J. Optim. Theory Appl. 198, No. 2, 710-744 (2023). MSC: 35R15 47D07 49L12 49L20 93E20 PDFBibTeX XMLCite \textit{A. Calvia} et al., J. Optim. Theory Appl. 198, No. 2, 710--744 (2023; Zbl 1522.35569) 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
Almi, Stefano; Morandotti, Marco; Solombrino, Francesco Optimal control problems in transport dynamics with additive noise. (English) Zbl 1527.49029 J. Differ. Equations 373, 1-47 (2023). Reviewer: A. Omrane (Cayenne) MSC: 49N80 92D25 35Q93 49J45 60H10 49M41 93E20 PDFBibTeX XMLCite \textit{S. Almi} et al., J. Differ. Equations 373, 1--47 (2023; Zbl 1527.49029) Full Text: DOI arXiv
Bardi, Martino; Kouhkouh, Hicham Singular perturbations in stochastic optimal control with unbounded data. (English) Zbl 1526.49014 ESAIM, Control Optim. Calc. Var. 29, Paper No. 52, 25 p. (2023). Reviewer: Savin Treanţă (Bucureşti) MSC: 49J55 35D40 35F21 93E20 93C70 49L25 92B20 49J45 PDFBibTeX XMLCite \textit{M. Bardi} and \textit{H. Kouhkouh}, ESAIM, Control Optim. Calc. Var. 29, Paper No. 52, 25 p. (2023; Zbl 1526.49014) Full Text: DOI arXiv
Dambrine, Marc; Khan, Akhtar A.; Sama, Miguel; Starkloff, Hans-Jörg Stochastic elliptic inverse problems. Solvability, convergence rates, discretization, and applications. (English) Zbl 1522.35577 J. Convex Anal. 30, No. 3, 851-885 (2023). MSC: 35R30 35J25 35R60 49N45 65J20 65J22 65M30 PDFBibTeX XMLCite \textit{M. Dambrine} et al., J. Convex Anal. 30, No. 3, 851--885 (2023; Zbl 1522.35577) Full Text: Link
Hu, Ying; Shi, Xiaomin; Xu, Zuo Quan Constrained monotone mean-variance problem with random coefficients. (English) Zbl 1520.91370 SIAM J. Financ. Math. 14, No. 3, 838-854 (2023). MSC: 91G10 93E20 60H30 PDFBibTeX XMLCite \textit{Y. Hu} et al., SIAM J. Financ. Math. 14, No. 3, 838--854 (2023; Zbl 1520.91370) Full Text: DOI arXiv
Yang, Zhou; Zhang, Jing; Zhou, Chao Robust control problems of BSDEs coupled with value functions. (English) Zbl 1520.91378 SIAM J. Financ. Math. 14, No. 3, 721-750 (2023). MSC: 91G10 60H30 49L20 93E20 PDFBibTeX XMLCite \textit{Z. Yang} et al., SIAM J. Financ. Math. 14, No. 3, 721--750 (2023; Zbl 1520.91378) Full Text: DOI arXiv
Dai, Bolun; Krishnamurthy, Prashanth; Papanicolaou, Andrew; Khorrami, Farshad State constrained stochastic optimal control for continuous and hybrid dynamical systems using DFBSDE. (English) Zbl 1520.93609 Automatica 155, Article ID 111146, 7 p. (2023). MSC: 93E20 49L12 93C30 60H30 93C10 PDFBibTeX XMLCite \textit{B. Dai} et al., Automatica 155, Article ID 111146, 7 p. (2023; Zbl 1520.93609) Full Text: DOI arXiv
Djete, Mao Fabrice Mean field games of controls: on the convergence of Nash equilibria. (English) Zbl 1520.91049 Ann. Appl. Probab. 33, No. 4, 2824-2862 (2023). MSC: 91A16 49N80 93E20 60H30 PDFBibTeX XMLCite \textit{M. F. Djete}, Ann. Appl. Probab. 33, No. 4, 2824--2862 (2023; Zbl 1520.91049) Full Text: DOI arXiv Link
Anh, Cung The; Thanh, Nguyen Van; Tuyet, Phan Thi Asymptotic behaviour of solutions to stochastic three-dimensional globally modified Navier-Stokes equations. (English) Zbl 1518.35540 Stochastics 95, No. 6, 997-1021 (2023). MSC: 35Q35 76D05 60H30 35B35 49N35 60H15 35R60 93B52 35D30 35A01 35A02 35B40 PDFBibTeX XMLCite \textit{C. T. Anh} et al., Stochastics 95, No. 6, 997--1021 (2023; Zbl 1518.35540) Full Text: DOI
Germain, Maximilien; Pham, Huyên; Warin, Xavier A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection. (English) Zbl 1518.49045 Numer. Algebra Control Optim. 13, No. 3-4, 555-582 (2023). MSC: 49N80 49M99 68T07 93E20 49J55 49L25 90C39 65M15 35K55 PDFBibTeX XMLCite \textit{M. Germain} et al., Numer. Algebra Control Optim. 13, No. 3--4, 555--582 (2023; Zbl 1518.49045) Full Text: DOI arXiv
Kuipers, Jeroen; Schoenmakers, Gijs; Staňková, Kateřina Approximating the value of zero-sum differential games with linear payoffs and dynamics. (English) Zbl 1518.49035 J. Optim. Theory Appl. 198, No. 1, 332-346 (2023). MSC: 49L25 35F21 35D40 91A23 91A05 PDFBibTeX XMLCite \textit{J. Kuipers} et al., J. Optim. Theory Appl. 198, No. 1, 332--346 (2023; Zbl 1518.49035) Full Text: DOI
Lestari, Dwi; Adi-Kusumo, Fajar; Megawati, Noorma Yulia; Susyanto, Nanang A minimum principle for stochastic control of hepatitis C epidemic model. (English) Zbl 1519.92271 Bound. Value Probl. 2023, Paper No. 52, 12 p. (2023). MSC: 92D30 92C60 93E20 60H30 PDFBibTeX XMLCite \textit{D. Lestari} et al., Bound. Value Probl. 2023, Paper No. 52, 12 p. (2023; Zbl 1519.92271) Full Text: DOI
Yin, Jie; Wong, Hoi Ying Bond portfolio optimization with long-range dependent credits. (English) Zbl 1524.49071 J. Ind. Manag. Optim. 19, No. 10, 7090-7104 (2023). MSC: 49N90 60H30 91B05 91G40 PDFBibTeX XMLCite \textit{J. Yin} and \textit{H. Y. Wong}, J. Ind. Manag. Optim. 19, No. 10, 7090--7104 (2023; Zbl 1524.49071) Full Text: DOI
Yuan, Hairui; Meng, Xinzhu; Alzahrani, Abdullah Khames; Zhang, Tonghua Stochastic analysis and optimal control of a donation game system with non-uniform interaction rates and Gram-Schmidt orthogonalization procedure. (English) Zbl 1524.91012 Comput. Appl. Math. 42, No. 5, Paper No. 225, 22 p. (2023). MSC: 91A22 60H30 93E20 PDFBibTeX XMLCite \textit{H. Yuan} et al., Comput. Appl. Math. 42, No. 5, Paper No. 225, 22 p. (2023; Zbl 1524.91012) Full Text: DOI
Chen, Yanbo; Nie, Tianyang; Wang, Shujun Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem. (English) Zbl 07712464 Syst. Control Lett. 177, Article ID 105550, 15 p. (2023). MSC: 93E20 60H30 91A23 91A65 49N70 PDFBibTeX XMLCite \textit{Y. Chen} et al., Syst. Control Lett. 177, Article ID 105550, 15 p. (2023; Zbl 07712464) Full Text: DOI
Zhang, Liangquan; Li, Xun Mean-variance portfolio selection under no-shorting rules: a BSDE approach. (English) Zbl 1526.91024 Syst. Control Lett. 177, Article ID 105545, 11 p. (2023). MSC: 91G10 60H30 49L12 49L25 PDFBibTeX XMLCite \textit{L. Zhang} and \textit{X. Li}, Syst. Control Lett. 177, Article ID 105545, 11 p. (2023; Zbl 1526.91024) Full Text: DOI
Cui, Jianbo; Liu, Shu; Zhou, Haomin Optimal control for stochastic nonlinear Schrödinger equation on graph. (English) Zbl 1518.35599 SIAM J. Control Optim. 61, No. 4, 2021-2042 (2023). MSC: 35R02 30H05 35Q55 35Q93 93E20 PDFBibTeX XMLCite \textit{J. Cui} et al., SIAM J. Control Optim. 61, No. 4, 2021--2042 (2023; Zbl 1518.35599) Full Text: DOI arXiv
Bonalli, Riccardo; Bonnet, Benoît First-order Pontryagin maximum principle for risk-averse stochastic optimal control problems. (English) Zbl 07712207 SIAM J. Control Optim. 61, No. 3, 1881-1909 (2023). MSC: 93E20 60H30 PDFBibTeX XMLCite \textit{R. Bonalli} and \textit{B. Bonnet}, SIAM J. Control Optim. 61, No. 3, 1881--1909 (2023; Zbl 07712207) Full Text: DOI arXiv
Qian, Zhongmin; Xu, Xingcheng Probability bounds for reflecting diffusion processes. (English) Zbl 1515.60268 Stat. Probab. Lett. 199, Article ID 109855, 8 p. (2023). MSC: 60J60 60J65 93E20 35B05 35K10 PDFBibTeX XMLCite \textit{Z. Qian} and \textit{X. Xu}, Stat. Probab. Lett. 199, Article ID 109855, 8 p. (2023; Zbl 1515.60268) Full Text: DOI arXiv
Tamer, Lazhar; Abdallah, Hani Ben Partial information maximum principle for optimal control problem with regime switching in the conditional mean-field model. (English) Zbl 1520.93616 Random Oper. Stoch. Equ. 31, No. 2, 103-115 (2023). MSC: 93E20 60H30 PDFBibTeX XMLCite \textit{L. Tamer} and \textit{H. B. Abdallah}, Random Oper. Stoch. Equ. 31, No. 2, 103--115 (2023; Zbl 1520.93616) Full Text: DOI
Bao, Xiaofan; Tang, Shanjian Ergodic control of McKean-Vlasov SDEs and associated Bellman equation. (English) Zbl 1520.93606 J. Math. Anal. Appl. 527, No. 1, Part 1, Article ID 127404, 28 p. (2023). MSC: 93E20 60H30 49L25 49L12 PDFBibTeX XMLCite \textit{X. Bao} and \textit{S. Tang}, J. Math. Anal. Appl. 527, No. 1, Part 1, Article ID 127404, 28 p. (2023; Zbl 1520.93606) Full Text: DOI
Zhang, Yumo Robust optimal investment strategies for mean-variance asset-liability management under 4/2 stochastic volatility models. (English) Zbl 1520.91380 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 20, 32 p. (2023). MSC: 91G10 60H30 93E20 49L20 PDFBibTeX XMLCite \textit{Y. Zhang}, Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 20, 32 p. (2023; Zbl 1520.91380) Full Text: DOI
Wang, Xuhui; Hu, Lei Optimal investment mean-field and N-player games with memory effect and relative performance competition. (English) Zbl 07706290 Commun. Stat., Theory Methods 52, No. 5, 1472-1489 (2023). MSC: 91A80 37N40 49L20 35F21 60H30 PDFBibTeX XMLCite \textit{X. Wang} and \textit{L. Hu}, Commun. Stat., Theory Methods 52, No. 5, 1472--1489 (2023; Zbl 07706290) Full Text: DOI
Tang, Yanyan; Xiong, Jie Stochastic maximum principle for weighted mean-field system. (English) Zbl 1515.60214 Discrete Contin. Dyn. Syst., Ser. S 16, No. 5, 967-981 (2023). MSC: 60H10 93E20 93E03 60H30 PDFBibTeX XMLCite \textit{Y. Tang} and \textit{J. Xiong}, Discrete Contin. Dyn. Syst., Ser. S 16, No. 5, 967--981 (2023; Zbl 1515.60214) Full Text: DOI arXiv
Gao, Yuan; Li, Tiejun; Li, Xiaoguang; Liu, Jian-Guo Transition path theory for Langevin dynamics on manifolds: optimal control and data-driven solver. (English) Zbl 1517.60087 Multiscale Model. Simul. 21, No. 1, 1-33 (2023). MSC: 60J22 65C05 60H30 93E20 PDFBibTeX XMLCite \textit{Y. Gao} et al., Multiscale Model. Simul. 21, No. 1, 1--33 (2023; Zbl 1517.60087) Full Text: DOI arXiv
Talbi, Mehdi; Touzi, Nizar; Zhang, Jianfeng Viscosity solutions for obstacle problems on Wasserstein space. (English) Zbl 1515.60112 SIAM J. Control Optim. 61, No. 3, 1712-1736 (2023). MSC: 60G40 35Q89 49N80 49L25 60H30 PDFBibTeX XMLCite \textit{M. Talbi} et al., SIAM J. Control Optim. 61, No. 3, 1712--1736 (2023; Zbl 1515.60112) Full Text: DOI arXiv
Breiten, Tobias; Kunisch, Karl K. Improving the convergence rates for the kinetic Fokker-Planck equation by optimal control. (English) Zbl 1525.35218 SIAM J. Control Optim. 61, No. 3, 1557-1581 (2023). Reviewer: Dimitar A. Kolev (Sofia) MSC: 35Q84 35Q93 47N70 93D15 82C31 35A01 35A02 35R06 35R60 PDFBibTeX XMLCite \textit{T. Breiten} and \textit{K. K. Kunisch}, SIAM J. Control Optim. 61, No. 3, 1557--1581 (2023; Zbl 1525.35218) Full Text: DOI arXiv
Yoshioka, Hidekazu; Tanaka, Tomohiro; Yoshioka, Yumi; Hashiguchi, Ayumi Stochastic optimization of a mixed moving average process for controlling non-Markovian streamflow environments. (English) Zbl 1515.93212 Appl. Math. Modelling 116, 490-509 (2023). MSC: 93E20 60H30 49N10 60J70 PDFBibTeX XMLCite \textit{H. Yoshioka} et al., Appl. Math. Modelling 116, 490--509 (2023; Zbl 1515.93212) Full Text: DOI arXiv
Meng, Qingxin; Yang, Shuzhen \( L^p\) estimations of fully coupled FBSDEs. (English) Zbl 1516.93275 Syst. Control Lett. 172, Article ID 105442, 8 p. (2023). MSC: 93E20 49N10 60H30 PDFBibTeX XMLCite \textit{Q. Meng} and \textit{S. Yang}, Syst. Control Lett. 172, Article ID 105442, 8 p. (2023; Zbl 1516.93275) Full Text: arXiv Link
Alia, Ishak Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems. (English) Zbl 1518.93151 Math. Control Relat. Fields 13, No. 1, 149-192 (2023). MSC: 93E20 60H30 45K05 60G55 PDFBibTeX XMLCite \textit{I. Alia}, Math. Control Relat. Fields 13, No. 1, 149--192 (2023; Zbl 1518.93151) Full Text: DOI arXiv
Zhang, Yumo Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach. (English) Zbl 1526.91025 Decis. Econ. Finance 46, No. 1, 97-128 (2023). Reviewer: Athanasios Yannacopoulos (Athína) MSC: 91G10 91G30 60H30 93E20 PDFBibTeX XMLCite \textit{Y. Zhang}, Decis. Econ. Finance 46, No. 1, 97--128 (2023; Zbl 1526.91025) Full Text: DOI
Kang, Jian-hao; Gou, Zhun; Huang, Nan-jing Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications. (English) Zbl 1518.93155 Commun. Nonlinear Sci. Numer. Simul. 123, Article ID 107270, 29 p. (2023). MSC: 93E20 91G10 91G80 60H30 91A80 PDFBibTeX XMLCite \textit{J.-h. Kang} et al., Commun. Nonlinear Sci. Numer. Simul. 123, Article ID 107270, 29 p. (2023; Zbl 1518.93155) Full Text: DOI
Buckdahn, Rainer; Li, Juan; Ma, Jin A general conditional McKean-Vlasov stochastic differential equation. (English) Zbl 1525.60070 Ann. Appl. Probab. 33, No. 3, 2004-2023 (2023). MSC: 60H10 93E20 35R60 60G57 PDFBibTeX XMLCite \textit{R. Buckdahn} et al., Ann. Appl. Probab. 33, No. 3, 2004--2023 (2023; Zbl 1525.60070) Full Text: DOI arXiv
Hernández-Hernández, Daniel; Salazar-Sánchez, Pedro Risk-sensitive LQG discounted control problems and their asymptotic behavior. (English) Zbl 1518.49039 SIAM J. Control Optim. 61, No. 3, 1136-1161 (2023). Reviewer: Savin Treanţă (Bucureşti) MSC: 49N10 35B40 49J15 49L20 60H30 93E15 93E20 PDFBibTeX XMLCite \textit{D. Hernández-Hernández} and \textit{P. Salazar-Sánchez}, SIAM J. Control Optim. 61, No. 3, 1136--1161 (2023; Zbl 1518.49039) Full Text: DOI
Chessari, Jared; Kawai, Reiichiro; Shinozaki, Yuji; Yamada, Toshihiro Numerical methods for backward stochastic differential equations: a survey. (English) Zbl 1515.65023 Probab. Surv. 20, 486-567 (2023). MSC: 65C30 60H35 65C05 93E20 49L20 60H07 68T07 65-02 PDFBibTeX XMLCite \textit{J. Chessari} et al., Probab. Surv. 20, 486--567 (2023; Zbl 1515.65023) Full Text: DOI arXiv Link
Li, Min; Mou, Chenchen; Wu, Zhen; Zhou, Chao Linear-quadratic mean field games of controls with non-monotone data. (English) Zbl 1514.49019 Trans. Am. Math. Soc. 376, No. 6, 4105-4143 (2023). MSC: 49N10 49N80 91A16 60H30 93E20 91A06 PDFBibTeX XMLCite \textit{M. Li} et al., Trans. Am. Math. Soc. 376, No. 6, 4105--4143 (2023; Zbl 1514.49019) Full Text: DOI arXiv
Geiersbach, Caroline; Scarinci, Teresa A stochastic gradient method for a class of nonlinear PDE-constrained optimal control problems under uncertainty. (English) Zbl 1518.49024 J. Differ. Equations 364, 635-666 (2023). MSC: 49J55 49M41 49J27 65K10 35R60 35J61 49J20 PDFBibTeX XMLCite \textit{C. Geiersbach} and \textit{T. Scarinci}, J. Differ. Equations 364, 635--666 (2023; Zbl 1518.49024) Full Text: DOI arXiv
Chang, Hao; Chen, Xing-jiang Defined contribution pension planning with the return of premiums clauses and HARA preference in stochastic environments. (English) Zbl 1519.91209 Acta Math. Appl. Sin., Engl. Ser. 39, No. 2, 396-423 (2023). MSC: 91G05 93E20 60H30 PDFBibTeX XMLCite \textit{H. Chang} and \textit{X.-j. Chen}, Acta Math. Appl. Sin., Engl. Ser. 39, No. 2, 396--423 (2023; Zbl 1519.91209) Full Text: DOI
Palamarchuk, E. S. Optimal linear-quadratic regulator for a stochastic system under mutually inverse time preferences in the cost. (English. Russian original) Zbl 1518.93157 Theory Probab. Appl. 68, No. 1, 31-45 (2023); translation from Teor. Veroyatn. Primen. 68, No. 1, 38-56 (2023). Reviewer: Kurt Marti (München) MSC: 93E20 60H30 PDFBibTeX XMLCite \textit{E. S. Palamarchuk}, Theory Probab. Appl. 68, No. 1, 31--45 (2023; Zbl 1518.93157); translation from Teor. Veroyatn. Primen. 68, No. 1, 38--56 (2023) Full Text: DOI
Makhlouf, K.; Agram, N.; Hilbert, A.; Øksendal, B. SPDEs with space interactions and application to population modelling. (English) Zbl 1509.60125 ESAIM, Control Optim. Calc. Var. 29, Paper No. 18, 23 p. (2023). MSC: 60H30 93E20 91G80 91B70 PDFBibTeX XMLCite \textit{K. Makhlouf} et al., ESAIM, Control Optim. Calc. Var. 29, Paper No. 18, 23 p. (2023; Zbl 1509.60125) Full Text: DOI arXiv
He, Wei; Luo, Peng; Wang, Falei Maximum principle for mean-field SDEs under model uncertainty. (English) Zbl 1514.93062 Appl. Math. Optim. 87, No. 3, Paper No. 59, 42 p. (2023). MSC: 93E20 60H30 91G10 PDFBibTeX XMLCite \textit{W. He} et al., Appl. Math. Optim. 87, No. 3, Paper No. 59, 42 p. (2023; Zbl 1514.93062) Full Text: DOI
Lassalle, Rémi Average preserving variation processes in view of optimization. (English) Zbl 1523.60119 Stoch. Dyn. 23, No. 2, Article ID 2350018, 26 p. (2023). MSC: 60H30 60H99 93E11 93E20 PDFBibTeX XMLCite \textit{R. Lassalle}, Stoch. Dyn. 23, No. 2, Article ID 2350018, 26 p. (2023; Zbl 1523.60119) Full Text: DOI arXiv
Gozzi, Fausto; Masiero, Federica Stochastic control problems with unbounded control operators: solutions through generalized derivatives. (English) Zbl 1512.93151 SIAM J. Control Optim. 61, No. 2, 586-619 (2023). MSC: 93E20 60H20 49L20 35R15 93C25 PDFBibTeX XMLCite \textit{F. Gozzi} and \textit{F. Masiero}, SIAM J. Control Optim. 61, No. 2, 586--619 (2023; Zbl 1512.93151) Full Text: DOI arXiv
Nagai, Hideo Optimal consumption-investment under partial information in conditionally log-Gaussian models. (English) Zbl 1509.91039 Probab. Uncertain. Quant. Risk 8, No. 1, 95-120 (2023). MSC: 91G10 35Q91 49L20 60H30 93E20 PDFBibTeX XMLCite \textit{H. Nagai}, Probab. Uncertain. Quant. Risk 8, No. 1, 95--120 (2023; Zbl 1509.91039) Full Text: DOI
Shen, Weiwei; Yin, Juliang Optimal portfolio problem for an insurer under mean-variance criteria with jump-diffusion stochastic volatility model. (English) Zbl 1524.91090 J. Ind. Manag. Optim. 19, No. 9, 7054-7071 (2023). MSC: 91G05 91G10 60H30 93E20 PDFBibTeX XMLCite \textit{W. Shen} and \textit{J. Yin}, J. Ind. Manag. Optim. 19, No. 9, 7054--7071 (2023; Zbl 1524.91090) Full Text: DOI
Guo, Xin; Pham, Huyên; Wei, Xiaoli Itô’s formula for flows of measures on semimartingales. (English) Zbl 1509.60124 Stochastic Processes Appl. 159, 350-390 (2023). MSC: 60H30 60K35 93E20 PDFBibTeX XMLCite \textit{X. Guo} et al., Stochastic Processes Appl. 159, 350--390 (2023; Zbl 1509.60124) Full Text: DOI arXiv
Sun, Zhongshi; Jia, Guangyan Reinforcement learning for exploratory linear-quadratic two-person zero-sum stochastic differential games. (English) Zbl 1511.91012 Appl. Math. Comput. 442, Article ID 127763, 16 p. (2023). MSC: 91A15 60H30 91A05 93E20 PDFBibTeX XMLCite \textit{Z. Sun} and \textit{G. Jia}, Appl. Math. Comput. 442, Article ID 127763, 16 p. (2023; Zbl 1511.91012) Full Text: DOI
Anugu, Sumith Reddy; Borkar, Vivek S. A selection procedure for extracting the unique Feller weak solution of degenerate diffusions. (English) Zbl 1523.60096 Appl. Math. Optim. 87, No. 3, Paper No. 46, 27 p. (2023). MSC: 60H10 60J25 34F05 35K65 35D40 49L25 PDFBibTeX XMLCite \textit{S. R. Anugu} and \textit{V. S. Borkar}, Appl. Math. Optim. 87, No. 3, Paper No. 46, 27 p. (2023; Zbl 1523.60096) Full Text: DOI arXiv
Azcue, Pablo; Liang, Xiaoqing; Muler, Nora; Young, Virginia R. Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle: asymptotic analysis. (English) Zbl 1511.91112 SIAM J. Financ. Math. 14, No. 1, 279-313 (2023). MSC: 91G05 93E20 35B51 PDFBibTeX XMLCite \textit{P. Azcue} et al., SIAM J. Financ. Math. 14, No. 1, 279--313 (2023; Zbl 1511.91112) Full Text: DOI arXiv
Gomes, Diogo; Gutierrez, Julian; Ribeiro, Ricardo A random-supply mean field game price model. (English) Zbl 1511.35350 SIAM J. Financ. Math. 14, No. 1, 188-222 (2023). MSC: 35Q91 35K40 91A06 91A16 91B24 49M41 49L25 60H30 PDFBibTeX XMLCite \textit{D. Gomes} et al., SIAM J. Financ. Math. 14, No. 1, 188--222 (2023; Zbl 1511.35350) Full Text: DOI arXiv
Fu, Guanxing Extended mean field games with singular controls. (English) Zbl 1511.91014 SIAM J. Control Optim. 61, No. 1, 283-312 (2023). MSC: 91A16 91G10 93E20 60H30 PDFBibTeX XMLCite \textit{G. Fu}, SIAM J. Control Optim. 61, No. 1, 283--312 (2023; Zbl 1511.91014) Full Text: DOI arXiv
Li, Binjie; Xie, Xiaoping Convergence of a spatial semidiscretization for a backward semilinear stochastic parabolic equation. (English) Zbl 1517.49017 SIAM J. Control Optim. 61, No. 1, 47-71 (2023). Reviewer: Latifa Debbi (M’Sila) MSC: 49M25 65C30 60H35 35K58 35R60 60J65 49N10 49J55 PDFBibTeX XMLCite \textit{B. Li} and \textit{X. Xie}, SIAM J. Control Optim. 61, No. 1, 47--71 (2023; Zbl 1517.49017) Full Text: DOI arXiv
Zhang, Yumo Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences. (English) Zbl 07668988 J. Ind. Manag. Optim. 19, No. 8, 5767-5796 (2023). MSC: 91G10 60H30 93E20 PDFBibTeX XMLCite \textit{Y. Zhang}, J. Ind. Manag. Optim. 19, No. 8, 5767--5796 (2023; Zbl 07668988) Full Text: DOI
Liu, Zilan; Zhang, Huanying; He, Lei Optimal assets allocation and benefit adjustment strategy with longevity risk for target benefit pension plans. (English) Zbl 07668911 J. Ind. Manag. Optim. 19, No. 6, 3931-3951 (2023). MSC: 91G05 60H30 93E20 PDFBibTeX XMLCite \textit{Z. Liu} et al., J. Ind. Manag. Optim. 19, No. 6, 3931--3951 (2023; Zbl 07668911) Full Text: DOI
Alia, Ishak; Alia, Mohamed Sofiane Open-loop equilibrium strategy for mean-variance portfolio selection with investment constraints in a non-Markovian regime-switching jump-diffusion model. (English) Zbl 1524.91098 J. Ind. Manag. Optim. 19, No. 4, 2396-2435 (2023). MSC: 91G10 93E20 60H30 PDFBibTeX XMLCite \textit{I. Alia} and \textit{M. S. Alia}, J. Ind. Manag. Optim. 19, No. 4, 2396--2435 (2023; Zbl 1524.91098) Full Text: DOI
Ahmed, N. U. Optimal control of measures induced by stochastic differential equations on UMD Banach spaces. (English) Zbl 1511.35388 Pure Appl. Funct. Anal. 8, No. 1, 1-26 (2023). MSC: 35R60 35K10 35L10 93C20 PDFBibTeX XMLCite \textit{N. U. Ahmed}, Pure Appl. Funct. Anal. 8, No. 1, 1--26 (2023; Zbl 1511.35388) Full Text: Link