Stannat, Wilhelm; Wessels, Lukas Necessary and sufficient conditions for optimal control of semilinear stochastic partial differential equations. (English) Zbl 07900409 Ann. Appl. Probab. 34, No. 3, 3251-3287 (2024). MSC: 93E20 49K45 60H15 49L20 PDFBibTeX XMLCite \textit{W. Stannat} and \textit{L. Wessels}, Ann. Appl. Probab. 34, No. 3, 3251--3287 (2024; Zbl 07900409) Full Text: DOI arXiv Link
van Ackooij, Wim; Henrion, René; Zidani, Hasnaa Pontryagin’s principle for some probabilistic control problems. (English) Zbl 07898794 Appl. Math. Optim. 90, No. 1, Paper No. 5, 36 p. (2024). MSC: 49K45 49J15 93E03 90C15 PDFBibTeX XMLCite \textit{W. van Ackooij} et al., Appl. Math. Optim. 90, No. 1, Paper No. 5, 36 p. (2024; Zbl 07898794) Full Text: DOI
Feng, Xinwei; Lin, Yiwei Mixed Nash games and social optima for linear-quadratic forward-backward mean-field systems. (English) Zbl 07897765 Math. Control Relat. Fields 14, No. 3, 1193-1220 (2024). MSC: 49N80 49K45 49N10 PDFBibTeX XMLCite \textit{X. Feng} and \textit{Y. Lin}, Math. Control Relat. Fields 14, No. 3, 1193--1220 (2024; Zbl 07897765) Full Text: DOI
Nobile, Fabio; Vanzan, Tommaso A combination technique for optimal control problems constrained by random PDEs. (English) Zbl 07896957 SIAM/ASA J. Uncertain. Quantif. 12, 693-721 (2024). MSC: 49K45 49K20 49M41 65K05 65D40 90C15 PDFBibTeX XMLCite \textit{F. Nobile} and \textit{T. Vanzan}, SIAM/ASA J. Uncertain. Quantif. 12, 693--721 (2024; Zbl 07896957) Full Text: DOI arXiv
Mikami, Toshio; Yamamoto, Haruka A remark on the Lagrangian formulation of optimal transport with a non-convex cost. (English) Zbl 07862921 Pure Appl. Funct. Anal. 9, No. 3, 811-824 (2024). MSC: 93E20 49K45 49Q22 PDFBibTeX XMLCite \textit{T. Mikami} and \textit{H. Yamamoto}, Pure Appl. Funct. Anal. 9, No. 3, 811--824 (2024; Zbl 07862921) Full Text: arXiv Link
De Feo, Filippo; Federico, Salvatore; Święch, Andrzej Optimal control of stochastic delay differential equations and applications to path-dependent financial and economic models. (English) Zbl 07854558 SIAM J. Control Optim. 62, No. 3, 1490-1520 (2024). Reviewer: Lisa Morhaim (Paris) MSC: 49K45 49K27 90C39 35F21 35D40 49S05 93E20 60H15 49L20 35R15 49L12 PDFBibTeX XMLCite \textit{F. De Feo} et al., SIAM J. Control Optim. 62, No. 3, 1490--1520 (2024; Zbl 07854558) Full Text: DOI arXiv
Anza Hafsa, Omar; Mandallena, Jean-Philippe; Michaille, Gérard Stochastic homogenization of nonlocal reaction-diffusion problems of gradient flow type. (English) Zbl 07848761 J. Elliptic Parabol. Equ. 10, No. 1, 415-474 (2024). MSC: 35B27 35K57 35R60 45K05 49K45 PDFBibTeX XMLCite \textit{O. Anza Hafsa} et al., J. Elliptic Parabol. Equ. 10, No. 1, 415--474 (2024; Zbl 07848761) Full Text: DOI
Alvarez E., Luis H. R.; Lempa, Jukka; Saarinen, Harto; Sillanpää, Wiljami Solutions for Poissonian stopping problems of linear diffusions via extremal processes. (English) Zbl 07842660 Stochastic Processes Appl. 172, Article ID 104351, 23 p. (2024). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 60J60 49K45 PDFBibTeX XMLCite \textit{L. H. R. Alvarez E.} et al., Stochastic Processes Appl. 172, Article ID 104351, 23 p. (2024; Zbl 07842660) Full Text: DOI
Zhang, Shuaiqi; Chen, Zhen-Qing Stochastic maximum principle for subdiffusions and its applications. (English) Zbl 1539.93205 SIAM J. Control Optim. 62, No. 2, 953-981 (2024). Reviewer: Kurt Marti (München) MSC: 93E20 49K45 PDFBibTeX XMLCite \textit{S. Zhang} and \textit{Z.-Q. Chen}, SIAM J. Control Optim. 62, No. 2, 953--981 (2024; Zbl 1539.93205) Full Text: DOI arXiv
Milz, Johannes; Ulbrich, Michael Sample size estimates for risk-neutral semilinear PDE-constrained optimization. (English) Zbl 07817041 SIAM J. Optim. 34, No. 1, 844-869 (2024). MSC: 90C15 90C30 90C60 49J20 49J55 49K45 49K20 35J61 PDFBibTeX XMLCite \textit{J. Milz} and \textit{M. Ulbrich}, SIAM J. Optim. 34, No. 1, 844--869 (2024; Zbl 07817041) Full Text: DOI arXiv
Mondal, Tapas; Ojha, Akshay Kumar; Pani, Sabyasachi Geometric programming problems with triangular and trapezoidal twofold uncertainty distributions. (English) Zbl 07814939 J. Optim. Theory Appl. 200, No. 3, 978-1016 (2024). MSC: 90C30 90C17 49K45 PDFBibTeX XMLCite \textit{T. Mondal} et al., J. Optim. Theory Appl. 200, No. 3, 978--1016 (2024; Zbl 07814939) Full Text: DOI arXiv
Ferreira, O. P.; Gao, Y.; Németh, S. Z. Reducing the projection onto the monotone extended second-order cone to the pool-adjacent-violators algorithm of isotonic regression. (English) Zbl 1531.90130 Optimization 73, No. 2, 251-265 (2024). MSC: 90C33 26B35 49K45 PDFBibTeX XMLCite \textit{O. P. Ferreira} et al., Optimization 73, No. 2, 251--265 (2024; Zbl 1531.90130) Full Text: DOI arXiv
Huang, Tanhao; Chen, Jinwen Markov decision processes under risk sensitivity: a discount vanishing approach. (English) Zbl 1536.90238 J. Math. Anal. Appl. 533, No. 2, Article ID 128026, 25 p. (2024). MSC: 90C40 49K40 49K45 PDFBibTeX XMLCite \textit{T. Huang} and \textit{J. Chen}, J. Math. Anal. Appl. 533, No. 2, Article ID 128026, 25 p. (2024; Zbl 1536.90238) Full Text: DOI
Ben-Gherbal, Hanane; Mezerdi, Brahim The relaxed stochastic maximum principle in singular optimal control of jump diffusions. (English) Zbl 1530.49017 Bull. Malays. Math. Sci. Soc. (2) 47, No. 1, Paper No. 34, 22 p. (2024). MSC: 49J55 49K45 60J76 93E20 58E30 49J45 PDFBibTeX XMLCite \textit{H. Ben-Gherbal} and \textit{B. Mezerdi}, Bull. Malays. Math. Sci. Soc. (2) 47, No. 1, Paper No. 34, 22 p. (2024; Zbl 1530.49017) Full Text: DOI
Cosso, Andrea; Gozzi, Fausto; Kharroubi, Idris; Pham, Huyên; Rosestolato, Mauro Master Bellman equation in the Wasserstein space: uniqueness of viscosity solutions. (English) Zbl 1530.49029 Trans. Am. Math. Soc. 377, No. 1, 31-83 (2024). MSC: 49K45 35D40 35Q89 35B51 58E25 PDFBibTeX XMLCite \textit{A. Cosso} et al., Trans. Am. Math. Soc. 377, No. 1, 31--83 (2024; Zbl 1530.49029) Full Text: DOI arXiv HAL
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 1530.49030 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 1530.49030) Full Text: DOI
Kim, Jihun; Ding, Yuhao; Bi, Yingjie; Lavaei, Javad The landscape of deterministic and stochastic optimal control problems: One-shot Optimization versus Dynamic Programming. arXiv:2409.00655 Preprint, arXiv:2409.00655 [math.OC] (2024). MSC: 37N35 49K30 49K45 90C39 93E20 BibTeX Cite \textit{J. Kim} et al., ``The landscape of deterministic and stochastic optimal control problems: One-shot Optimization versus Dynamic Programming'', Preprint, arXiv:2409.00655 [math.OC] (2024) Full Text: DOI arXiv OA License
Chemetov, Nikolai; Cipriano, Fernanda Optimal control of Newtonian fluids in a stochastic environment. arXiv:2409.00479 Preprint, arXiv:2409.00479 [math.PR] (2024). MSC: 60H15 93E20 49K45 BibTeX Cite \textit{N. Chemetov} and \textit{F. Cipriano}, ``Optimal control of Newtonian fluids in a stochastic environment'', Preprint, arXiv:2409.00479 [math.PR] (2024) Full Text: arXiv OA License
Gee, Marissa; Vladimirsky, Alexander Occasionally Observed Piecewise-deterministic Markov Processes. arXiv:2408.01335 Preprint, arXiv:2408.01335 [math.OC] (2024). MSC: 49K45 49L20 60G35 49M25 60J25 BibTeX Cite \textit{M. Gee} and \textit{A. Vladimirsky}, ``Occasionally Observed Piecewise-deterministic Markov Processes'', Preprint, arXiv:2408.01335 [math.OC] (2024) Full Text: arXiv OA License
Melnikov, Olena; Milz, Johannes Convergence rates for ensemble-based solutions to optimal control of uncertain dynamical systems. arXiv:2407.18182 Preprint, arXiv:2407.18182 [math.OC] (2024). MSC: 90C15 90C30 49K45 49N60 BibTeX Cite \textit{O. Melnikov} and \textit{J. Milz}, ``Convergence rates for ensemble-based solutions to optimal control of uncertain dynamical systems'', Preprint, arXiv:2407.18182 [math.OC] (2024) Full Text: arXiv OA License
Aronna, M. Soledad; Palladino, Michele; Sierra, Oscar Dynamic Programming Principle and Hamilton-Jacobi-Bellman Equation for Optimal Control Problems with Uncertainty. arXiv:2407.13045 Preprint, arXiv:2407.13045 [math.OC] (2024). MSC: 35F21 49K45 49K27 49L25 BibTeX Cite \textit{M. S. Aronna} et al., ``Dynamic Programming Principle and Hamilton-Jacobi-Bellman Equation for Optimal Control Problems with Uncertainty'', Preprint, arXiv:2407.13045 [math.OC] (2024) Full Text: arXiv OA License
Wang, Bin; Si, Yu; Shi, Jingtao A General Maximum Principle for Progressive Optimal Control of Fully Coupled Forward-Backward Stochastic Systems with Jumps. arXiv:2407.04201 Preprint, arXiv:2407.04201 [math.OC] (2024). MSC: 93E20 49K45 60H10 60G55 BibTeX Cite \textit{B. Wang} et al., ``A General Maximum Principle for Progressive Optimal Control of Fully Coupled Forward-Backward Stochastic Systems with Jumps'', Preprint, arXiv:2407.04201 [math.OC] (2024) Full Text: arXiv OA License
O’Brien, Fraser J W; Johnson, Timothy C Optimal Control of a Power Storage Facility with Variable Payoffs. arXiv:2407.01234 Preprint, arXiv:2407.01234 [math.OC] (2024). MSC: 49K45 BibTeX Cite \textit{F. J W O'Brien} and \textit{T. C Johnson}, ``Optimal Control of a Power Storage Facility with Variable Payoffs'', Preprint, arXiv:2407.01234 [math.OC] (2024) Full Text: arXiv OA License
Si, Yu; Shi, Jingtao Linear-Quadratic Mean Field Stackelberg Stochastic Differential Game with Partial Information and Common Noise. arXiv:2405.03102 Preprint, arXiv:2405.03102 [math.OC] (2024). MSC: 93E20 60H10 49K45 49N70 91A23 BibTeX Cite \textit{Y. Si} and \textit{J. Shi}, ``Linear-Quadratic Mean Field Stackelberg Stochastic Differential Game with Partial Information and Common Noise'', Preprint, arXiv:2405.03102 [math.OC] (2024) Full Text: arXiv OA License
Cong, Wenyu; Shi, Jingtao Direct Approach of Indefinite Linear-Quadratic Mean Field Games. arXiv:2404.05166 Preprint, arXiv:2404.05166 [math.OC] (2024). MSC: 93E20 60H10 49K45 49N70 91A23 BibTeX Cite \textit{W. Cong} and \textit{J. Shi}, ``Direct Approach of Indefinite Linear-Quadratic Mean Field Games'', Preprint, arXiv:2404.05166 [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
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
Hernández-Hernández, Daniel; Ricalde-Guerrero, Joshué Helí Mean-Field Games with common Poissonian noise: a Maximum Principle approach. arXiv:2401.10952 Preprint, arXiv:2401.10952 [math.OC] (2024). MSC: 49N80 60H10 49K45 BibTeX Cite \textit{D. Hernández-Hernández} and \textit{J. H. Ricalde-Guerrero}, ``Mean-Field Games with common Poissonian noise: a Maximum Principle approach'', Preprint, arXiv:2401.10952 [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
Dassa, Meriyam; Chala, Adel \(G\)-stochastic maximum principle for risk-sensitive control problem and its applications. (English) Zbl 1536.49027 Probab. Uncertain. Quant. Risk 8, No. 4, 463-484 (2023). MSC: 49K45 60G46 60G65 91A30 93E20 93B35 49N10 PDFBibTeX XMLCite \textit{M. Dassa} and \textit{A. Chala}, Probab. Uncertain. Quant. Risk 8, No. 4, 463--484 (2023; Zbl 1536.49027) Full Text: DOI
Beiglböck, Mathias; Jourdain, Benjamin; Margheriti, William; Pammer, Gudmund Stability of the weak martingale optimal transport problem. (English) Zbl 1532.49041 Ann. Appl. Probab. 33, No. 6B, 5382-5412 (2023). Reviewer: Alain Brillard (Riedisheim) MSC: 49Q22 60G42 91G80 49K45 PDFBibTeX XMLCite \textit{M. Beiglböck} et al., Ann. Appl. Probab. 33, No. 6B, 5382--5412 (2023; Zbl 1532.49041) Full Text: DOI arXiv
Yoshioka, Hidekazu; Tsujimura, Motoh; Hamagami, Kunihiko; Tomobe, Haruka Time-average stochastic control based on a singular local Lévy model for environmental project planning under habit formation. (English) Zbl 1529.49016 Math. Methods Appl. Sci. 46, No. 9, 10572-10601 (2023). MSC: 49K45 60J76 60G51 65N06 93E20 PDFBibTeX XMLCite \textit{H. Yoshioka} et al., Math. Methods Appl. Sci. 46, No. 9, 10572--10601 (2023; Zbl 1529.49016) Full Text: DOI
Shao, Minna; Zhang, Qimin; Zhao, Hongyong Necessary and sufficient conditions for near-optimal controls of a stochastic West Nile virus system with spatial diffusion. (English) Zbl 1529.49015 Math. Methods Appl. Sci. 46, No. 5, 5029-5059 (2023). MSC: 49K45 93E03 PDFBibTeX XMLCite \textit{M. Shao} et al., Math. Methods Appl. Sci. 46, No. 5, 5029--5059 (2023; Zbl 1529.49015) Full Text: DOI
Maity, Dipankar; Tsiotras, Panagiotis Optimal Quantizer scheduling and controller synthesis for partially observable linear systems. (English) Zbl 1522.49032 SIAM J. Control Optim. 61, No. 4, 2682-2707 (2023). MSC: 49N10 93E03 49N35 93C41 49K45 94A05 PDFBibTeX XMLCite \textit{D. Maity} and \textit{P. Tsiotras}, SIAM J. Control Optim. 61, No. 4, 2682--2707 (2023; Zbl 1522.49032) Full Text: DOI
Wang, Yu-Zhao; Li, Sheng-Jie; Zhang, Xinxin Generalized displacement convexity for nonlinear mobility continuity equation and entropy power concavity on Wasserstein space over Riemannian manifolds. (English) Zbl 1521.49035 Manuscr. Math. 172, No. 1-2, 405-426 (2023). MSC: 49Q20 49K20 49K45 53C22 58J35 53E40 PDFBibTeX XMLCite \textit{Y.-Z. Wang} et al., Manuscr. Math. 172, No. 1--2, 405--426 (2023; Zbl 1521.49035) Full Text: DOI
Gugat, Martin; Herty, Michael Turnpike properties of optimal boundary control problems with random linear hyperbolic systems. (English) Zbl 1522.35432 ESAIM, Control Optim. Calc. Var. 29, Paper No. 55, 27 p. (2023). MSC: 35Q49 93E20 49K45 49J20 35R60 PDFBibTeX XMLCite \textit{M. Gugat} and \textit{M. Herty}, ESAIM, Control Optim. Calc. Var. 29, Paper No. 55, 27 p. (2023; Zbl 1522.35432) Full Text: DOI OA License
Antil, Harbir; Dolgov, Sergey; Onwunta, Akwum TTRISK: Tensor train decomposition algorithm for risk averse optimization. (English) Zbl 07729588 Numer. Linear Algebra Appl. 30, No. 3, e2481, 29 p. (2023). MSC: 93E20 49J55 49K20 49K45 90C15 65D15 15A69 15A23 PDFBibTeX XMLCite \textit{H. Antil} et al., Numer. Linear Algebra Appl. 30, No. 3, e2481, 29 p. (2023; Zbl 07729588) Full Text: DOI arXiv
Chernov, Alexey; Zhukova, Aleksandra Numerical analysis of the model of optimal savings and borrowing. (English) Zbl 1521.49022 Olenev, Nicholas (ed.) et al., Optimization and applications. 13th international conference, OPTIMA 2022, Petrovac, Montenegro, September 26–30, 2022. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 13781, 165-176 (2023). MSC: 49K45 49M15 90C90 PDFBibTeX XMLCite \textit{A. Chernov} and \textit{A. Zhukova}, Lect. Notes Comput. Sci. 13781, 165--176 (2023; Zbl 1521.49022) Full Text: DOI
Menoukeu-Pamen, Olivier; Tangpi, Ludovic Maximum principle for stochastic control of SDEs with measurable drifts. (English) Zbl 1518.49033 J. Optim. Theory Appl. 197, No. 3, 1195-1228 (2023). MSC: 49K45 58E30 60E15 60H20 60J60 28C20 PDFBibTeX XMLCite \textit{O. Menoukeu-Pamen} and \textit{L. Tangpi}, J. Optim. Theory Appl. 197, No. 3, 1195--1228 (2023; Zbl 1518.49033) Full Text: DOI arXiv OA License
Wang, Meijiao; Meng, Qingxin; Shen, Yang; Shi, Peng Stochastic \(H_2/H_{\infty}\) control for mean-field stochastic differential systems with \((x, u, v)\)-dependent noise. (English) Zbl 1518.49022 J. Optim. Theory Appl. 197, No. 3, 1024-1060 (2023). MSC: 49J53 49K45 49K21 49N35 60H99 PDFBibTeX XMLCite \textit{M. Wang} et al., J. Optim. Theory Appl. 197, No. 3, 1024--1060 (2023; Zbl 1518.49022) Full Text: DOI
Chen, Xin; Zhu, Yuanguo; Li, Bo Optimal control for uncertain random continuous-time systems. (English) Zbl 1521.49021 Optimization 72, No. 6, 1385-1428 (2023). Reviewer: Alain Brillard (Riedisheim) MSC: 49K45 90C39 PDFBibTeX XMLCite \textit{X. Chen} et al., Optimization 72, No. 6, 1385--1428 (2023; Zbl 1521.49021) Full Text: DOI
Jasso-Fuentes, Héctor; Pacheco, Carlos G.; Salgado-Suárez, Gladys D. Discrete-time switching control in random walks. (English) Zbl 1517.49015 Int. J. Control 96, No. 4, 1090-1102 (2023). MSC: 49K45 60G50 90C39 PDFBibTeX XMLCite \textit{H. Jasso-Fuentes} et al., Int. J. Control 96, No. 4, 1090--1102 (2023; Zbl 1517.49015) Full Text: DOI
Cartis, Coralia; Massart, Estelle; Otemissov, Adilet Global optimization using random embeddings. (English) Zbl 1518.65062 Math. Program. 200, No. 2 (B), 781-829 (2023). MSC: 65K05 90C30 90C26 49K45 PDFBibTeX XMLCite \textit{C. Cartis} et al., Math. Program. 200, No. 2 (B), 781--829 (2023; Zbl 1518.65062) Full Text: DOI arXiv OA License
Agram, Nacira; Øksendal, Bernt Stochastic Fokker-Planck equations for conditional McKean-Vlasov jump diffusions and applications to optimal control. (English) Zbl 1517.60109 SIAM J. Control Optim. 61, No. 3, 1472-1493 (2023). MSC: 60J76 60H15 91B42 49K45 93E20 49N10 PDFBibTeX XMLCite \textit{N. Agram} and \textit{B. Øksendal}, SIAM J. Control Optim. 61, No. 3, 1472--1493 (2023; Zbl 1517.60109) Full Text: DOI arXiv
Hernández, Martín; Lecaros, Rodrigo; Zamorano, Sebastián Averaged turnpike property for differential equations with random constant coefficients. (English) Zbl 1529.60040 Math. Control Relat. Fields 13, No. 2, 808-832 (2023). Reviewer: Toader Morozan (Bucureşti) MSC: 60H10 49K15 49K40 49K45 93D20 PDFBibTeX XMLCite \textit{M. Hernández} et al., Math. Control Relat. Fields 13, No. 2, 808--832 (2023; Zbl 1529.60040) Full Text: DOI
Bröcker, Jochen Existence and uniqueness for variational data assimilation in continuous time. (English) Zbl 1516.49018 Math. Control Relat. Fields 13, No. 1, 94-115 (2023). MSC: 49J55 49K45 60J60 86A10 93E99 60G35 PDFBibTeX XMLCite \textit{J. Bröcker}, Math. Control Relat. Fields 13, No. 1, 94--115 (2023; Zbl 1516.49018) Full Text: DOI arXiv
Sun, Jingrui; Xiong, Jie Stochastic linear-quadratic optimal control with partial observation. (English) Zbl 1516.49034 SIAM J. Control Optim. 61, No. 3, 1231-1247 (2023). MSC: 49N10 49N30 49K45 93E11 93E20 PDFBibTeX XMLCite \textit{J. Sun} and \textit{J. Xiong}, SIAM J. Control Optim. 61, No. 3, 1231--1247 (2023; Zbl 1516.49034) Full Text: DOI arXiv
Barbu, Viorel Existence of optimal control for nonlinear Fokker-Planck equations in \(L^1(\mathbb{R}^d)\). (English) Zbl 1516.49024 SIAM J. Control Optim. 61, No. 3, 1213-1230 (2023). MSC: 49K45 49N35 47H05 47J05 PDFBibTeX XMLCite \textit{V. Barbu}, SIAM J. Control Optim. 61, No. 3, 1213--1230 (2023; Zbl 1516.49024) Full Text: DOI
De Angelis, Tiziano; Milazzo, Alessandro Dynamic programming principle for classical and singular stochastic control with discretionary stopping. (English) Zbl 1512.49029 Appl. Math. Optim. 88, No. 1, Paper No. 7, 48 p. (2023). MSC: 49L20 49L25 49K45 60G07 60G40 93E20 PDFBibTeX XMLCite \textit{T. De Angelis} and \textit{A. Milazzo}, Appl. Math. Optim. 88, No. 1, Paper No. 7, 48 p. (2023; Zbl 1512.49029) Full Text: DOI arXiv OA License
Wang, Xianming; Shen, Mouquan Model free optimal control of unknown nonaffine nonlinear systems with input quantization and DoS attack. (English) Zbl 1511.93135 Appl. Math. Comput. 448, Article ID 127914, 14 p. (2023). MSC: 93E15 49K45 49L20 49N10 93C40 PDFBibTeX XMLCite \textit{X. Wang} and \textit{M. Shen}, Appl. Math. Comput. 448, Article ID 127914, 14 p. (2023; Zbl 1511.93135) Full Text: DOI
Hogeboom-Burr, Ian; Yüksel, Serdar Sequential stochastic control (single or multi-agent) problems nearly admit change of measures with independent measurement. (English) Zbl 1511.49013 Appl. Math. Optim. 87, No. 3, Paper No. 51, 21 p. (2023). MSC: 49J55 49K45 PDFBibTeX XMLCite \textit{I. Hogeboom-Burr} and \textit{S. Yüksel}, Appl. Math. Optim. 87, No. 3, Paper No. 51, 21 p. (2023; Zbl 1511.49013) Full Text: DOI arXiv
Tuan Nguyen Dinh Risk-neutral multiobjective optimal control of random Volterra integral equations. (English) Zbl 1510.49023 J. Math. Anal. Appl. 523, No. 2, Article ID 127024, 38 p. (2023). MSC: 49K45 49J21 45D05 90C29 PDFBibTeX XMLCite \textit{Tuan Nguyen Dinh}, J. Math. Anal. Appl. 523, No. 2, Article ID 127024, 38 p. (2023; Zbl 1510.49023) Full Text: DOI
Cartis, Coralia; Massart, Estelle; Otemissov, Adilet Bound-constrained global optimization of functions with low effective dimensionality using multiple random embeddings. (English) Zbl 07658269 Math. Program. 198, No. 1 (A), 997-1058 (2023). MSC: 65K05 90C30 90C26 49K45 15A52 PDFBibTeX XMLCite \textit{C. Cartis} et al., Math. Program. 198, No. 1 (A), 997--1058 (2023; Zbl 07658269) Full Text: DOI arXiv OA License
Liu, Yue; Zhang, Jijian; Ding, Xuhui; Zhang, Xiling Intervene in advance or passively? Analysis and application on congestion control of smart grid. (English) Zbl 1506.60072 Ann. Oper. Res. 320, No. 2, 887-899 (2023). MSC: 60J10 60G40 90B06 49K45 PDFBibTeX XMLCite \textit{Y. Liu} et al., Ann. Oper. Res. 320, No. 2, 887--899 (2023; Zbl 1506.60072) Full Text: DOI
Yu, Fenghui; Ching, Wai-Ki; Wu, Chufang; Gu, Jia-Wen Optimal pairs trading strategies: a stochastic mean-variance approach. (English) Zbl 1515.49018 J. Optim. Theory Appl. 196, No. 1, 36-55 (2023). Reviewer: Roman Šimon Hilscher (Brno) MSC: 49N10 49K45 PDFBibTeX XMLCite \textit{F. Yu} et al., J. Optim. Theory Appl. 196, No. 1, 36--55 (2023; Zbl 1515.49018) Full Text: DOI
Bonnet, Benoît; Cipriani, Cristina; Fornasier, Massimo; Huang, Hui A measure theoretical approach to the mean-field maximum principle for training NeurODEs. (English) Zbl 1503.49005 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 227, Article ID 113161, 55 p. (2023). MSC: 49J21 49K45 PDFBibTeX XMLCite \textit{B. Bonnet} et al., Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 227, Article ID 113161, 55 p. (2023; Zbl 1503.49005) Full Text: DOI arXiv
Meng, Qingxin; Dong, Yuchao; Shen, Yang; Tang, Shanjian Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps. (English) Zbl 1501.49018 Appl. Math. Optim. 87, No. 1, Paper No. 3, 51 p. (2023). MSC: 49K45 49K20 90C39 35F21 35R60 60H15 60J65 60J76 PDFBibTeX XMLCite \textit{Q. Meng} et al., Appl. Math. Optim. 87, No. 1, Paper No. 3, 51 p. (2023; Zbl 1501.49018) Full Text: DOI arXiv
Ou, Xiaoqing; Al-Homidan, Suliman; Ansari, Qamrul Hasan; Chen, Jiawei Image space analysis for uncertain multiobjective optimization problems: robust optimality conditions. (English) Zbl 1513.90169 J. Ind. Manag. Optim. 19, No. 1, 629-644 (2023). MSC: 90C29 90C46 49K45 PDFBibTeX XMLCite \textit{X. Ou} et al., J. Ind. Manag. Optim. 19, No. 1, 629--644 (2023; Zbl 1513.90169) Full Text: DOI
Bartsch, Jan; Denk, Robert; Volkwein, Stefan Adjoint-based calibration of nonlinear stochastic differential equations. arXiv:2311.18422 Preprint, arXiv:2311.18422 [math.OC] (2023). MSC: 49J55 49K45 65C05 90C52 93E20 BibTeX Cite \textit{J. Bartsch} et al., ``Adjoint-based calibration of nonlinear stochastic differential equations'', Preprint, arXiv:2311.18422 [math.OC] (2023) Full Text: arXiv OA License
Geiersbach, Caroline; Henrion, René; Pérez-Aros, Pedro Numerical solution of an optimal control problem with probabilistic and almost sure state constraints. arXiv:2311.15115 Preprint, arXiv:2311.15115 [math.OC] (2023). MSC: 49K20 49K45 35Q93 49J52 90C15 BibTeX Cite \textit{C. Geiersbach} et al., ``Numerical solution of an optimal control problem with probabilistic and almost sure state constraints'', Preprint, arXiv:2311.15115 [math.OC] (2023) Full Text: arXiv OA License
Pradhan, Somnath; Yüksel, Serdar Controlled Diffusions under Full, Partial and Decentralized Information: Existence of Optimal Policies and Discrete-Time Approximations. arXiv:2311.03254 Preprint, arXiv:2311.03254 [math.OC] (2023). MSC: 93E20 93A14 91A15 49K45 60J60 BibTeX Cite \textit{S. Pradhan} and \textit{S. Yüksel}, ``Controlled Diffusions under Full, Partial and Decentralized Information: Existence of Optimal Policies and Discrete-Time Approximations'', Preprint, arXiv:2311.03254 [math.OC] (2023) Full Text: arXiv OA License
de Feo, Filippo; Święch, Andrzej; Wessels, Lukas Stochastic optimal control in Hilbert spaces: \(C^{1,1}\) regularity of the value function and optimal synthesis via viscosity solutions. arXiv:2310.03181 Preprint, arXiv:2310.03181 [math.OC] (2023). MSC: 93E20 49L25 49L12 49K45 60H15 49L20 49N35 35R15 35K57 34K50 BibTeX Cite \textit{F. de Feo} et al., ``Stochastic optimal control in Hilbert spaces: $C^{1,1}$ regularity of the value function and optimal synthesis via viscosity solutions'', Preprint, arXiv:2310.03181 [math.OC] (2023) Full Text: arXiv OA License
de Feo, Filippo; Święch, Andrzej Optimal control of stochastic delay differential equations: Optimal feedback controls. arXiv:2309.05029 Preprint, arXiv:2309.05029 [math.OC] (2023). MSC: 49L25 93E20 49K45 60H15 49L20 35R15 49L12 49N35 34K50 BibTeX Cite \textit{F. de Feo} and \textit{A. Święch}, ``Optimal control of stochastic delay differential equations: Optimal feedback controls'', Preprint, arXiv:2309.05029 [math.OC] (2023) Full Text: arXiv OA License
Aksu, Mervan; Popier, Alexandre; Sezer, Ali Devin Optimal Liquidation with Conditions on Minimum Price. arXiv:2308.02276 Preprint, arXiv:2308.02276 [math.PR] (2023). MSC: 35K57 35K67 60G40 60H30 60H99 60J65 49K45 49L25 93E20 BibTeX Cite \textit{M. Aksu} et al., ``Optimal Liquidation with Conditions on Minimum Price'', Preprint, arXiv:2308.02276 [math.PR] (2023) Full Text: arXiv OA License
Buterin, Sergey On damping a control system with global aftereffect on quantum graphs. Stochastic interpretation. arXiv:2308.00496 Preprint, arXiv:2308.00496 [math.OC] (2023). MSC: 34K35 34K10 93C23 49J55 49K45 93E20 BibTeX Cite \textit{S. Buterin}, ``On damping a control system with global aftereffect on quantum graphs. Stochastic interpretation'', Preprint, arXiv:2308.00496 [math.OC] (2023) Full Text: arXiv OA License
Esmaili, Sakine; Eslahchi, M. R.; Torres, Delfim F. M. Optimal control for a nonlinear stochastic PDE model of cancer growth. arXiv:2307.09574 Preprint, arXiv:2307.09574 [math.OC] (2023). MSC: 49J55 49J20 49J15 49K45 49K20 49K15 BibTeX Cite \textit{S. Esmaili} et al., ``Optimal control for a nonlinear stochastic PDE model of cancer growth'', Preprint, arXiv:2307.09574 [math.OC] (2023) Full Text: DOI arXiv OA License
Guatteri, Giuseppina; Masiero, Federica Stochastic maximum principle for equations with delay: going to infinite dimensions to solve the non-convex case. arXiv:2306.07422 Preprint, arXiv:2306.07422 [math.PR] (2023). MSC: 93E20 49K45 93C23 BibTeX Cite \textit{G. Guatteri} and \textit{F. Masiero}, ``Stochastic maximum principle for equations with delay: going to infinite dimensions to solve the non-convex case'', Preprint, arXiv:2306.07422 [math.PR] (2023) Full Text: arXiv OA License
Geiersbach, Caroline; Henrion, René Optimality conditions in control problems with random state constraints in probabilistic or almost-sure form. arXiv:2306.03965 Preprint, arXiv:2306.03965 [math.OC] (2023). MSC: 49K20 49K45 35Q93 49J52 90C15 BibTeX Cite \textit{C. Geiersbach} and \textit{R. Henrion}, ``Optimality conditions in control problems with random state constraints in probabilistic or almost-sure form'', Preprint, arXiv:2306.03965 [math.OC] (2023) Full Text: arXiv OA License
Hu, Mingshang; Ji, Shaolin; Xu, Rundong; Xue, Xiaole A BSDE approach to the asymmetric risk-sensitive optimization and its applications. arXiv:2305.09430 Preprint, arXiv:2305.09430 [math.OC] (2023). MSC: 93E20 60H10 49K45 BibTeX Cite \textit{M. Hu} et al., ``A BSDE approach to the asymmetric risk-sensitive optimization and its applications'', Preprint, arXiv:2305.09430 [math.OC] (2023) Full Text: arXiv OA License
Di Persio, Luca; Kuchling, Peter Optimal Control of McKean-Vlasov equations with controlled stochasticity. arXiv:2305.09379 Preprint, arXiv:2305.09379 [math.OC] (2023). MSC: 49J20 49K20 49K45 93E20 BibTeX Cite \textit{L. Di Persio} and \textit{P. Kuchling}, ``Optimal Control of McKean-Vlasov equations with controlled stochasticity'', Preprint, arXiv:2305.09379 [math.OC] (2023) Full Text: arXiv OA License
Bensoussan, Alain; Tai, Ho Man; Yam, Sheung Chi Phillip Mean Field Type Control Problems, Some Hilbert-space-valued FBSDEs, and Related Equations. arXiv:2305.04019 Preprint, arXiv:2305.04019 [math.OC] (2023). MSC: 49N80 49J55 49K45 60H30 93E20 BibTeX Cite \textit{A. Bensoussan} et al., ``Mean Field Type Control Problems, Some Hilbert-space-valued FBSDEs, and Related Equations'', Preprint, arXiv:2305.04019 [math.OC] (2023) Full Text: arXiv OA License
Liu, Lu; Hu, Xinlei; Wei, Qingmeng Stochastic Verification Theorems for Stochastic Control Problems of Reflected FBSDEs. arXiv:2304.03470 Preprint, arXiv:2304.03470 [math.OC] (2023). MSC: 93E20 35D40 49K45 BibTeX Cite \textit{L. Liu} et al., ``Stochastic Verification Theorems for Stochastic Control Problems of Reflected FBSDEs'', Preprint, arXiv:2304.03470 [math.OC] (2023) Full Text: arXiv OA License
Hu, Jing; Zhang, Qimin; Meyer-Baese, Anke; Ye, Ming Finite-time stability and optimal control of a stochastic reaction-diffusion model for Alzheimer’s disease with impulse and time-varying delay. (English) Zbl 1525.92032 Appl. Math. Modelling 102, 511-539 (2022). MSC: 92C50 35Q92 49K20 49K45 49N90 PDFBibTeX XMLCite \textit{J. Hu} et al., Appl. Math. Modelling 102, 511--539 (2022; Zbl 1525.92032) Full Text: DOI
Bednorz, Witold M.; Łochowski, Rafał M.; Martynek, Rafał On optimal uniform approximation of Lévy processes on Banach spaces with finite variation processes. (English) Zbl 1523.60087 ESAIM, Probab. Stat. 26, 378-396 (2022). MSC: 60G51 60G52 60J65 49K45 PDFBibTeX XMLCite \textit{W. M. Bednorz} et al., ESAIM, Probab. Stat. 26, 378--396 (2022; Zbl 1523.60087) Full Text: DOI arXiv OA License
Fotoohi Bafghi, Mohammad Hossein; Effati, Sohrab; Solaymani, Fard Omid A numerical method for solving stochastic linear quadratic problem with a finance application. (English) Zbl 1538.65007 J. Math. Model. 10, No. 3, 499-514 (2022). MSC: 65C30 49K45 60H10 91G60 93E20 PDFBibTeX XMLCite \textit{M. H. Fotoohi Bafghi} et al., J. Math. Model. 10, No. 3, 499--514 (2022; Zbl 1538.65007) Full Text: DOI
Anza Hafsa, Omar; Mandallena, Jean Philippe; Michaille, Gérard Convergence of nonlinear integrodifferential reaction-diffusion equations via Mosco \(\times \Gamma\)-convergence. (English) Zbl 1511.35019 Ann. Math. Blaise Pascal 29, No. 1, 1-50 (2022). MSC: 35B27 35K57 35R60 45K05 49K45 PDFBibTeX XMLCite \textit{O. Anza Hafsa} et al., Ann. Math. Blaise Pascal 29, No. 1, 1--50 (2022; Zbl 1511.35019) Full Text: DOI
Grecksch, Wilfried; Lisei, Hannelore An optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion. (English) Zbl 1514.60075 Stoch. Dyn. 22, No. 7, Article ID 2240020, 21 p. (2022). Reviewer: Nikos Kavallaris (Karlstad) MSC: 60H15 49J55 49K45 60G22 PDFBibTeX XMLCite \textit{W. Grecksch} and \textit{H. Lisei}, Stoch. Dyn. 22, No. 7, Article ID 2240020, 21 p. (2022; Zbl 1514.60075) Full Text: DOI
Geiersbach, Caroline; Hintermüller, Michael Optimality conditions and Moreau-Yosida regularization for almost sure state constraints. (English) Zbl 1509.49015 ESAIM, Control Optim. Calc. Var. 28, Paper No. 80, 36 p. (2022). Reviewer: Francesco Rossi (Padova) MSC: 49K45 90C15 49N15 49K20 49J20 PDFBibTeX XMLCite \textit{C. Geiersbach} and \textit{M. Hintermüller}, ESAIM, Control Optim. Calc. Var. 28, Paper No. 80, 36 p. (2022; Zbl 1509.49015) Full Text: DOI arXiv OA License
Gordienko, Evgueni; Ruiz de Chavez, Juan Stability estimation of some Markov controlled processes. (English) Zbl 1506.49017 Open Math. 20, 1509-1520 (2022). Reviewer: Sam Olesker-Taylor (Coventry) MSC: 49K45 60J20 PDFBibTeX XMLCite \textit{E. Gordienko} and \textit{J. Ruiz de Chavez}, Open Math. 20, 1509--1520 (2022; Zbl 1506.49017) Full Text: DOI OA License
Moon, Jun Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models. (English) Zbl 1535.93034 Adv. Contin. Discrete Models 2022, Paper No. 68, 38 p. (2022). MSC: 93E20 45K05 49J55 49K45 PDFBibTeX XMLCite \textit{J. Moon}, Adv. Contin. Discrete Models 2022, Paper No. 68, 38 p. (2022; Zbl 1535.93034) Full Text: DOI OA License
Ouaret, Samir Production control problem with semi-Markov jump under stochastic demands and deteriorating inventories. (English) Zbl 1503.90042 Appl. Math. Modelling 107, 85-102 (2022). MSC: 90B30 90B05 93E20 49K45 49L20 49N90 PDFBibTeX XMLCite \textit{S. Ouaret}, Appl. Math. Modelling 107, 85--102 (2022; Zbl 1503.90042) Full Text: DOI
Boukaf, Samira; Guenane, Lina; Hafayed, Mokhtar Optimal continuous-singular control of stochastic McKean-Vlasov system in Wasserstein space of probability measures. (English) Zbl 1502.49020 Int. J. Dyn. Syst. Differ. Equ. 12, No. 4, 301-315 (2022). MSC: 49J55 49K45 60H15 60H10 93E20 PDFBibTeX XMLCite \textit{S. Boukaf} et al., Int. J. Dyn. Syst. Differ. Equ. 12, No. 4, 301--315 (2022; Zbl 1502.49020) Full Text: Link
Mahato, Shyam Sundar; Pan, A. K. Device-independent randomness certification using multiple copies of entangled states. (English) Zbl 1516.81031 Phys. Lett., A 456, Article ID 128534, 8 p. (2022). MSC: 81P40 49K45 93E20 PDFBibTeX XMLCite \textit{S. S. Mahato} and \textit{A. K. Pan}, Phys. Lett., A 456, Article ID 128534, 8 p. (2022; Zbl 1516.81031) Full Text: DOI arXiv
Kouri, Drew P.; Surowiec, Thomas M. Corrigendum to: “Existence and optimality conditions for risk-averse PDE-constrained optimization”. (English) Zbl 1499.49015 SIAM/ASA J. Uncertain. Quantif. 10, 1321-1322 (2022). MSC: 49J20 49J50 49J55 49K20 49K45 90C15 PDFBibTeX XMLCite \textit{D. P. Kouri} and \textit{T. M. Surowiec}, SIAM/ASA J. Uncertain. Quantif. 10, 1321--1322 (2022; Zbl 1499.49015) Full Text: DOI
Gahururu, Deborah; Hintermüller, Michael; Stengl, Steven-Marian; Surowiec, Thomas M. Generalized Nash equilibrium problems with partial differential operators: theory, algorithms, and risk aversion. (English) Zbl 1507.49003 Hintermüller, Michael (ed.) et al., Non-smooth and complementarity-based distributed parameter systems. Simulation and hierarchical optimization. Cham: Birkhäuser. ISNM, Int. Ser. Numer. Math. 172, 145-181 (2022). MSC: 49J20 49J55 49K20 49K45 49M99 65K10 65K15 90C15 91A10 PDFBibTeX XMLCite \textit{D. Gahururu} et al., ISNM, Int. Ser. Numer. Math. 172, 145--181 (2022; Zbl 1507.49003) Full Text: DOI
González Grandón, T.; Henrion, R.; Pérez-Aros, P. Dynamic probabilistic constraints under continuous random distributions. (English) Zbl 1506.90179 Math. Program. 196, No. 1-2 (B), 1065-1096 (2022). MSC: 90C15 49K45 PDFBibTeX XMLCite \textit{T. González Grandón} et al., Math. Program. 196, No. 1--2 (B), 1065--1096 (2022; Zbl 1506.90179) Full Text: DOI OA License
Bonalli, Riccardo; Lew, Thomas; Pavone, Marco Sequential convex programming for non-linear stochastic optimal control. (English) Zbl 1500.49014 ESAIM, Control Optim. Calc. Var. 28, No. 64, 34 p. (2022). MSC: 49K45 90C25 65C30 93E20 PDFBibTeX XMLCite \textit{R. Bonalli} et al., ESAIM, Control Optim. Calc. Var. 28, No. 64, 34 p. (2022; Zbl 1500.49014) Full Text: DOI arXiv OA License
Xiong, Hong; Tang, Maoning; Meng, Qingxin Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process. (English) Zbl 1524.49064 Commun. Appl. Math. Comput. 4, No. 4, 1386-1415 (2022). MSC: 49N10 49K45 60H10 93E24 60J65 60G51 49N35 PDFBibTeX XMLCite \textit{H. Xiong} et al., Commun. Appl. Math. Comput. 4, No. 4, 1386--1415 (2022; Zbl 1524.49064) Full Text: DOI
Daudin, Samuel Optimal control of diffusion processes with terminal constraint in law. (English) Zbl 1503.49023 J. Optim. Theory Appl. 195, No. 1, 1-41 (2022). Reviewer: Alain Brillard (Riedisheim) MSC: 49K45 49N80 35F21 49J45 PDFBibTeX XMLCite \textit{S. Daudin}, J. Optim. Theory Appl. 195, No. 1, 1--41 (2022; Zbl 1503.49023) Full Text: DOI arXiv Link
Ji, Shaolin; Peng, Shige; Peng, Ying; Zhang, Xichuan Solving stochastic optimal control problem via stochastic maximum principle with deep learning method. (English) Zbl 1497.49042 J. Sci. Comput. 93, No. 1, Paper No. 30, 28 p. (2022). MSC: 49K45 49M25 68T20 PDFBibTeX XMLCite \textit{S. Ji} et al., J. Sci. Comput. 93, No. 1, Paper No. 30, 28 p. (2022; Zbl 1497.49042) Full Text: DOI arXiv
Cesari, Riccardo; Zheng, Harry Stochastic maximum principle for optimal liquidation with control-dependent terminal time. (English) Zbl 1498.49043 Appl. Math. Optim. 85, No. 3, Paper No. 43, 32 p. (2022). Reviewer: Kurt Marti (München) MSC: 49K45 93E20 91G80 PDFBibTeX XMLCite \textit{R. Cesari} and \textit{H. Zheng}, Appl. Math. Optim. 85, No. 3, Paper No. 43, 32 p. (2022; Zbl 1498.49043) Full Text: DOI arXiv OA License
Li, Bo; Huang, Tian Control variable parameterization and optimization method for stochastic linear quadratic models. (English) Zbl 1498.49055 Chaos Solitons Fractals 154, Article ID 111638, 8 p. (2022). MSC: 49N10 93E20 49K45 90B05 PDFBibTeX XMLCite \textit{B. Li} and \textit{T. Huang}, Chaos Solitons Fractals 154, Article ID 111638, 8 p. (2022; Zbl 1498.49055) Full Text: DOI
Mastaliyev, Rashad Singular controls in quasilinear stochastic Goursat-Darboux systems. (Russian. English summary) Zbl 1503.49024 Differ. Uravn. Protsessy Upr. 2022, No. 1, 102-113 (2022). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 49K45 35R60 60H15 PDFBibTeX XMLCite \textit{R. Mastaliyev}, Differ. Uravn. Protsessy Upr. 2022, No. 1, 102--113 (2022; Zbl 1503.49024) Full Text: Link
Jin, Zhuo; Tran, Ky; Yin, George Numerical solutions of stochastic control problems: Markov chain approximation methods. (English) Zbl 1501.60040 Trélat, Emmanuel (ed.) et al., Numerical control. Part A. Amsterdam: Elsevier/North Holland. Handb. Numer. Anal. 23, 233-264 (2022). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 60J20 60J27 65C99 65K15 49K45 93E20 35F21 90C39 49L20 PDFBibTeX XMLCite \textit{Z. Jin} et al., Handb. Numer. Anal. 23, 233--264 (2022; Zbl 1501.60040) Full Text: Link
Tunc, Cemil; Younus, Awais; Ghaffar, Iram Optimality conditions for fuzzy optimization problems under metric based derivative. (English) Zbl 1513.90236 J. Math. Ext. 16, No. 11, Paper No. 6, 24 p. (2022). MSC: 90C70 49K45 90C46 PDFBibTeX XMLCite \textit{C. Tunc} et al., J. Math. Ext. 16, No. 11, Paper No. 6, 24 p. (2022; Zbl 1513.90236) Full Text: DOI
Wang, Wenyuan; Wang, Yuebao; Chen, Ping; Wu, Xueyuan Dividend and capital injection optimization with transaction cost for Lévy risk processes. (English) Zbl 1494.49019 J. Optim. Theory Appl. 194, No. 3, 924-965 (2022). MSC: 49K45 49N25 91B05 91B32 91B70 62P05 PDFBibTeX XMLCite \textit{W. Wang} et al., J. Optim. Theory Appl. 194, No. 3, 924--965 (2022; Zbl 1494.49019) Full Text: DOI OA License
Cai, Jian-Feng; Huang, Meng; Li, Dong; Wang, Yang The global landscape of phase retrieval. II: Quotient intensity models. (English) Zbl 1499.94018 Ann. Appl. Math. 38, No. 1, 62-114 (2022). MSC: 94A12 65K10 49K45 PDFBibTeX XMLCite \textit{J.-F. Cai} et al., Ann. Appl. Math. 38, No. 1, 62--114 (2022; Zbl 1499.94018) Full Text: DOI arXiv
Shu, Yadong; Li, Bo Expected value based optimal control for discrete-time stochastic noncausal systems. (English) Zbl 1493.49029 Optim. Lett. 16, No. 6, 1847-1879 (2022). MSC: 49K45 90C39 49K30 PDFBibTeX XMLCite \textit{Y. Shu} and \textit{B. Li}, Optim. Lett. 16, No. 6, 1847--1879 (2022; Zbl 1493.49029) Full Text: DOI
Zech, Jakob; Marzouk, Youssef Sparse approximation of triangular transports. I: The finite-dimensional case. (English) Zbl 1507.49040 Constr. Approx. 55, No. 3, 919-986 (2022). MSC: 49Q22 49N45 41A10 41A25 41A46 62D05 32D05 65D15 49K45 PDFBibTeX XMLCite \textit{J. Zech} and \textit{Y. Marzouk}, Constr. Approx. 55, No. 3, 919--986 (2022; Zbl 1507.49040) Full Text: DOI arXiv OA License
Veldman, D. W. M.; Zuazua, E. A framework for randomized time-splitting in linear-quadratic optimal control. (English) Zbl 1493.49035 Numer. Math. 151, No. 2, 495-549 (2022). MSC: 49N10 49K45 65C99 65L20 37M05 37H05 PDFBibTeX XMLCite \textit{D. W. M. Veldman} and \textit{E. Zuazua}, Numer. Math. 151, No. 2, 495--549 (2022; Zbl 1493.49035) Full Text: DOI arXiv OA License