Li, Jize; Zhou, Yonghui Optimal control of LQ problem with anticipative partial observations. (English) Zbl 07915336 Eur. J. Control 79, Article ID 101095, 7 p. (2024). MSC: 93E20 49N10 49N35 93E11 PDFBibTeX XMLCite \textit{J. Li} and \textit{Y. Zhou}, Eur. J. Control 79, Article ID 101095, 7 p. (2024; Zbl 07915336) Full Text: DOI
Ma, Heping; Shi, Yu Stochastic maximum principle for optimal control problems with mixed delays and noisy observations. (English) Zbl 07915316 Eur. J. Control 79, Article ID 101073, 15 p. (2024). MSC: 93E20 93C43 93C23 34K50 PDFBibTeX XMLCite \textit{H. Ma} and \textit{Y. Shi}, Eur. J. Control 79, Article ID 101073, 15 p. (2024; Zbl 07915316) Full Text: DOI
Jaimungal, Sebastian; Shi, Xiaofei Short communication: the price of information. (English) Zbl 07914759 SIAM J. Financ. Math. 15, No. 3, SC54-SC67 (2024). MSC: 91Gxx 60G15 91B24 91B70 93E11 93E20 PDFBibTeX XMLCite \textit{S. Jaimungal} and \textit{X. Shi}, SIAM J. Financ. Math. 15, No. 3, SC54-SC67 (2024; Zbl 07914759) Full Text: DOI arXiv
Han, Qiang; Ji, Shaolin Novel multi-step predictor-corrector schemes for backward stochastic differential equations. (English) Zbl 07912563 Commun. Nonlinear Sci. Numer. Simul. 139, Article ID 108269, 16 p. (2024). MSC: 60H10 35K15 93E20 PDFBibTeX XMLCite \textit{Q. Han} and \textit{S. Ji}, Commun. Nonlinear Sci. Numer. Simul. 139, Article ID 108269, 16 p. (2024; Zbl 07912563) Full Text: DOI arXiv
Yarahmadi, Majid; Yaghobipour, Saba Chebyshev wavelet-based method for solving various stochastic optimal control problems and its application in finance. (English) Zbl 07908518 Iran. J. Numer. Anal. Optim. 14, No. 1, 1-19 (2024). MSC: 93E20 91G80 91G10 PDFBibTeX XMLCite \textit{M. Yarahmadi} and \textit{S. Yaghobipour}, Iran. J. Numer. Anal. Optim. 14, No. 1, 1--19 (2024; Zbl 07908518) Full Text: DOI OA License
Wang, Hanxiao; Yong, Jiongmin; Zhou, Chao Optimal controls for forward-backward stochastic differential equations: time-Inconsistency and time-consistent solutions. (English. French summary) Zbl 07906238 J. Math. Pures Appl. (9) 190, Article ID 103603, 60 p. (2024). MSC: 93E20 49N70 60H10 60H20 35K10 49L20 90C39 PDFBibTeX XMLCite \textit{H. Wang} et al., J. Math. Pures Appl. (9) 190, Article ID 103603, 60 p. (2024; Zbl 07906238) Full Text: DOI arXiv
Quer, J.; Ribera Borrell, Enric Connecting stochastic optimal control and reinforcement learning. (English) Zbl 07906085 J. Math. Phys. 65, No. 8, Article ID 083512, 20 p. (2024). MSC: 93E20 60H35 65K05 65K10 PDFBibTeX XMLCite \textit{J. Quer} and \textit{E. Ribera Borrell}, J. Math. Phys. 65, No. 8, Article ID 083512, 20 p. (2024; Zbl 07906085) Full Text: DOI arXiv OA License
Korichi, Fatiha; Boukaf, Samira; Hafayed, Mokhtar Stochastic intervention control of mean-field jump system with noisy observation via L-derivatives with application to finance. (English) Zbl 07905412 Bol. Soc. Parana. Mat. (3) 42, Paper No. 133, 25 p. (2024). MSC: 93E20 65C30 PDFBibTeX XMLCite \textit{F. Korichi} et al., Bol. Soc. Parana. Mat. (3) 42, Paper No. 133, 25 p. (2024; Zbl 07905412) Full Text: Link
Larsson, Martin; Ruf, Johannes Minimum curvature flow and martingale exit times. (English) Zbl 07904063 Electron. J. Probab. 29, Paper No. 101, 32 p. (2024). MSC: 93E20 35J60 49L25 PDFBibTeX XMLCite \textit{M. Larsson} and \textit{J. Ruf}, Electron. J. Probab. 29, Paper No. 101, 32 p. (2024; Zbl 07904063) Full Text: DOI arXiv Link OA License
Hu, Haokun; Mo, Lipo; Cao, Xianbing Distributed heterogeneous multi-agent optimization with stochastic sub-gradient. (English) Zbl 07903367 J. Syst. Sci. Complex. 37, No. 4, 1470-1487 (2024). MSC: 93A16 93B70 93E20 PDFBibTeX XMLCite \textit{H. Hu} et al., J. Syst. Sci. Complex. 37, No. 4, 1470--1487 (2024; Zbl 07903367) Full Text: DOI
Feng, Siqi; Gao, Lei; Wang, Guangchen; Xiao, Hua Maximum principle for stochastic control system with elephant memory and jump diffusion. (English) Zbl 07903363 J. Syst. Sci. Complex. 37, No. 4, 1392-1412 (2024). MSC: 93E20 60H30 91A15 PDFBibTeX XMLCite \textit{S. Feng} et al., J. Syst. Sci. Complex. 37, No. 4, 1392--1412 (2024; Zbl 07903363) Full Text: DOI
Wang, Hongxia; Hu, Yuxi; Li, Zixing; Song, Lianfeng Stochastic LQ control with extra measurability restriction. (English) Zbl 07903344 J. Syst. Sci. Complex. 37, No. 3, 1003-1022 (2024). MSC: 93E20 49N10 60H30 PDFBibTeX XMLCite \textit{H. Wang} et al., J. Syst. Sci. Complex. 37, No. 3, 1003--1022 (2024; Zbl 07903344) Full Text: DOI
Luo, Peng; Schied, Alexander; Xue, Xiaole The perturbation method applied to a robust optimization problem with constraint. (English) Zbl 07903126 Math. Financ. Econ. 18, No. 1, 95-112 (2024). MSC: 91-XX 93E20 60H10 35K15 PDFBibTeX XMLCite \textit{P. Luo} et al., Math. Financ. Econ. 18, No. 1, 95--112 (2024; Zbl 07903126) Full Text: DOI arXiv
Yüksel, Serdar On Borkar and Young relaxed control topologies and continuous dependence of invariant measures on control policy. (English) Zbl 07902755 SIAM J. Control Optim. 62, No. 4, 2367-2386 (2024). MSC: 90C40 93E20 PDFBibTeX XMLCite \textit{S. Yüksel}, SIAM J. Control Optim. 62, No. 4, 2367--2386 (2024; Zbl 07902755) Full Text: DOI arXiv
Li, Meixin; Liu, Wei; Yang, Saiya; Hu, Yijun Optimal strategies for target benefit pension plans with longevity risk in ambiguous environments. (English) Zbl 07901706 J. Ind. Manag. Optim. 20, No. 11, 3337-3354 (2024). MSC: 97M30 93E20 PDFBibTeX XMLCite \textit{M. Li} et al., J. Ind. Manag. Optim. 20, No. 11, 3337--3354 (2024; Zbl 07901706) Full Text: DOI
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
Cox, Alexander M. G.; Källblad, Sigrid; Larsson, Martin; Svaluto-Ferro, Sara Controlled measure-valued martingales: a viscosity solution approach. (English) Zbl 07899438 Ann. Appl. Probab. 34, No. 2, 1987-2035 (2024). MSC: 93E20 49L25 60G57 58J65 60G48 58C20 46T05 91G20 91A27 PDFBibTeX XMLCite \textit{A. M. G. Cox} et al., Ann. Appl. Probab. 34, No. 2, 1987--2035 (2024; Zbl 07899438) Full Text: DOI arXiv Link
Gou, Zhun; Huang, Nan-Jing; Long, Xian-Jun; Kang, Jian-Hao Stochastic linear-quadratic control problems with affine constraints. (English) Zbl 07899430 Syst. Control Lett. 191, Article ID 105887, 9 p. (2024). MSC: 93-XX 49N10 90C46 93B52 93E20 PDFBibTeX XMLCite \textit{Z. Gou} et al., Syst. Control Lett. 191, Article ID 105887, 9 p. (2024; Zbl 07899430) Full Text: DOI arXiv
Li, Zixuan; Shi, Jingtao Closed-loop solvability of linear quadratic mean-field type Stackelberg stochastic differential games. (English) Zbl 07898811 Appl. Math. Optim. 90, No. 1, Paper No. 22, 45 p. (2024). MSC: 91A65 91A15 91A23 93E20 49N70 PDFBibTeX XMLCite \textit{Z. Li} and \textit{J. Shi}, Appl. Math. Optim. 90, No. 1, Paper No. 22, 45 p. (2024; Zbl 07898811) Full Text: DOI arXiv
Alia, Ishak; Alia, Mohamed Sofiane Time-inconsistent stochastic linear-quadratic optimal control problem under non-Markovian regime-switching jump-diffusion model. (English) Zbl 07897757 Math. Control Relat. Fields 14, No. 3, 918-971 (2024). MSC: 91B51 93E20 60H30 93E99 60H10 PDFBibTeX XMLCite \textit{I. Alia} and \textit{M. S. Alia}, Math. Control Relat. Fields 14, No. 3, 918--971 (2024; Zbl 07897757) Full Text: DOI
Hata, Hiroaki A long-term optimal consumption and investment problem with partial information. (English) Zbl 07897755 Math. Control Relat. Fields 14, No. 3, 867-895 (2024). MSC: 91G10 93E20 91B28 60H30 PDFBibTeX XMLCite \textit{H. Hata}, Math. Control Relat. Fields 14, No. 3, 867--895 (2024; Zbl 07897755) Full Text: DOI
Maryasin, O. Yu.; Kolodkina, A. S. Hierarchical optimal control with stochastic resource constraints. (English. Russian original) Zbl 07897415 J. Math. Sci., New York 283, No. 3, 436-446 (2024); translation from Itogi Nauki Tekh., Ser. Sovrem. Mat. Prilozh., Temat. Obz. 186, 91-101 (2020). MSC: 49K15 49N10 93E20 PDFBibTeX XMLCite \textit{O. Yu. Maryasin} and \textit{A. S. Kolodkina}, J. Math. Sci., New York 283, No. 3, 436--446 (2024; Zbl 07897415); translation from Itogi Nauki Tekh., Ser. Sovrem. Mat. Prilozh., Temat. Obz. 186, 91--101 (2020) Full Text: DOI
Wang, Haoran; Zariphopoulou, Thaleia Optimal liquidation with dynamic parameter updating: a forward approach. (English) Zbl 07896282 Probab. Uncertain. Quant. Risk 9, No. 2, 235-262 (2024). MSC: 91G30 60H30 93C95 93E20 93E35 PDFBibTeX XMLCite \textit{H. Wang} and \textit{T. Zariphopoulou}, Probab. Uncertain. Quant. Risk 9, No. 2, 235--262 (2024; Zbl 07896282) Full Text: DOI
Zariphopoulou, Thaleia Mean field and \(n\)-player games in Ito-diffusion markets under forward performance criteria. (English) Zbl 07896278 Probab. Uncertain. Quant. Risk 9, No. 2, 123-148 (2024). MSC: 91A16 91G10 93E20 PDFBibTeX XMLCite \textit{T. Zariphopoulou}, Probab. Uncertain. Quant. Risk 9, No. 2, 123--148 (2024; Zbl 07896278) Full Text: DOI
Koerner, Jake; Lee, Joo Seung; Mostovyi, Oleksii The information premium on a finite probability space. (English) Zbl 07895248 Missouri J. Math. Sci. 36, No. 1, 68-88 (2024). MSC: 91G15 91Bxx 90C31 91G10 91G20 93E20 93E20 PDFBibTeX XMLCite \textit{J. Koerner} et al., Missouri J. Math. Sci. 36, No. 1, 68--88 (2024; Zbl 07895248) Full Text: DOI Link
Motte, Edouard; Hainaut, Donatien Partial hedging in rough volatility models. (English) Zbl 07895127 SIAM J. Financ. Math. 15, No. 3, 601-652 (2024). MSC: 91Gxx 93E20 49L20 60G22 PDFBibTeX XMLCite \textit{E. Motte} and \textit{D. Hainaut}, SIAM J. Financ. Math. 15, No. 3, 601--652 (2024; Zbl 07895127) Full Text: DOI
Goreac, Dan; Li, Juan; Wang, Pangbo; Xu, Boxiang Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. II: Numerical aspects. (English) Zbl 07894894 Appl. Math. Comput. 473, Article ID 128655, 32 p. (2024). MSC: 65K10 65K15 93E20 65C30 49M20 49M29 49J40 91G50 93-08 PDFBibTeX XMLCite \textit{D. Goreac} et al., Appl. Math. Comput. 473, Article ID 128655, 32 p. (2024; Zbl 07894894) Full Text: DOI
Wang, Ziyuan; Zhou, Zhou Sharp equilibria for time-inconsistent mean-field stopping games. (English) Zbl 07894660 SIAM J. Control Optim. 62, No. 4, 2319-2345 (2024). MSC: 91A13 93E20 PDFBibTeX XMLCite \textit{Z. Wang} and \textit{Z. Zhou}, SIAM J. Control Optim. 62, No. 4, 2319--2345 (2024; Zbl 07894660) Full Text: DOI
Bardi, Martino; Kouhkouh, Hicham Deep relaxation of controlled stochastic gradient descent via singular perturbations. (English) Zbl 07894656 SIAM J. Control Optim. 62, No. 4, 2229-2253 (2024). MSC: 93C70 68T07 90C26 93E20 PDFBibTeX XMLCite \textit{M. Bardi} and \textit{H. Kouhkouh}, SIAM J. Control Optim. 62, No. 4, 2229--2253 (2024; Zbl 07894656) Full Text: DOI arXiv
Albrecher, Hansjörg; Azcue, Pablo; Muler, Nora Optimal dividend strategies for a catastrophe insurer. (English) Zbl 07889736 Front. Math. Finance 3, No. 2, 304-344 (2024). MSC: 91G05 49L25 49L12 93E20 PDFBibTeX XMLCite \textit{H. Albrecher} et al., Front. Math. Finance 3, No. 2, 304--344 (2024; Zbl 07889736) Full Text: DOI arXiv
Lemaire, Vincent; Pagès, Gilles; Yeo, Christian Swing contract pricing: with and without neural networks. (English) Zbl 07889735 Front. Math. Finance 3, No. 2, 270-303 (2024). MSC: 49M25 93E20 93E35 PDFBibTeX XMLCite \textit{V. Lemaire} et al., Front. Math. Finance 3, No. 2, 270--303 (2024; Zbl 07889735) Full Text: DOI arXiv
Goorden, Martijn A.; Larsen, Kim G.; Nielsen, Jesper E.; Nielsen, Thomas D.; Qian, Weizhu; Rasmussen, Michael R.; Srba, Jiří; Zhao, Guohan Optimal control strategies for stormwater detention ponds. (English) Zbl 07889327 Nonlinear Anal., Hybrid Syst. 53, Article ID 101504, 15 p. (2024). MSC: 93E20 93C30 86A05 PDFBibTeX XMLCite \textit{M. A. Goorden} et al., Nonlinear Anal., Hybrid Syst. 53, Article ID 101504, 15 p. (2024; Zbl 07889327) Full Text: DOI
Messerer, Florian; Baumgärtner, Katrin; Nurkanović, Armin; Diehl, Moritz Approximate propagation of normal distributions for stochastic optimal control of nonsmooth systems. (English) Zbl 07889322 Nonlinear Anal., Hybrid Syst. 53, Article ID 101499, 17 p. (2024). MSC: 93E20 49M99 PDFBibTeX XMLCite \textit{F. Messerer} et al., Nonlinear Anal., Hybrid Syst. 53, Article ID 101499, 17 p. (2024; Zbl 07889322) Full Text: DOI arXiv
Drăgan, Vasile; Popa, Ioan-Lucian; Aberkane, Samir; Răsvan, Vladimir A necessary and sufficient condition for the existence of the stabilizing solution of a large class of discrete-time Riccati type equations with periodic coefficients. (English) Zbl 07889313 Nonlinear Anal., Hybrid Syst. 53, Article ID 101490, 20 p. (2024). MSC: 49N10 93E20 PDFBibTeX XMLCite \textit{V. Drăgan} et al., Nonlinear Anal., Hybrid Syst. 53, Article ID 101490, 20 p. (2024; Zbl 07889313) Full Text: DOI
Xing, Zhuangzhuang Two-stage stochastic optimal control problem under \(G\)-expectation. (English) Zbl 07885793 Syst. Control Lett. 189, Article ID 105824, 6 p. (2024). MSC: 93E20 60G65 PDFBibTeX XMLCite \textit{Z. Xing}, Syst. Control Lett. 189, Article ID 105824, 6 p. (2024; Zbl 07885793) Full Text: DOI
Simonetto, Andrea; Massioni, Paolo Nonlinear optimization filters for stochastic time-varying convex optimization. (English) Zbl 07885603 Int. J. Robust Nonlinear Control 34, No. 12, 8065-8089 (2024). MSC: 93E20 93E11 93C10 PDFBibTeX XMLCite \textit{A. Simonetto} and \textit{P. Massioni}, Int. J. Robust Nonlinear Control 34, No. 12, 8065--8089 (2024; Zbl 07885603) Full Text: DOI arXiv
Balci, Isin M.; Bakolas, Efstathios Constrained minimum variance and covariance steering based on affine disturbance feedback control parameterization. (English) Zbl 07885569 Int. J. Robust Nonlinear Control 34, No. 11, 7332-7370 (2024). MSC: 93E20 93B52 90C25 PDFBibTeX XMLCite \textit{I. M. Balci} and \textit{E. Bakolas}, Int. J. Robust Nonlinear Control 34, No. 11, 7332--7370 (2024; Zbl 07885569) Full Text: DOI
Bovo, Andrea; De Angelis, Tiziano; Palczewski, Jan Zero-sum stopper versus singular-controller games with constrained control directions. (English) Zbl 07885162 SIAM J. Control Optim. 62, No. 4, 2203-2228 (2024). MSC: 91A10 91A15 60G40 93E20 49J40 PDFBibTeX XMLCite \textit{A. Bovo} et al., SIAM J. Control Optim. 62, No. 4, 2203--2228 (2024; Zbl 07885162) Full Text: DOI arXiv
Ringh, Axel; Haasler, Isabel; Chen, Yongxin; Karlsson, Johan Graph-structured tensor optimization for nonlinear density control and mean field games. (English) Zbl 07885161 SIAM J. Control Optim. 62, No. 4, 2176-2202 (2024). MSC: 90C06 90C25 90C35 90C46 49Q22 91A15 49M25 93E20 PDFBibTeX XMLCite \textit{A. Ringh} et al., SIAM J. Control Optim. 62, No. 4, 2176--2202 (2024; Zbl 07885161) Full Text: DOI arXiv
Šiška, David; Szpruch, Łukasz Gradient flows for regularized stochastic control problems. (English) Zbl 07885156 SIAM J. Control Optim. 62, No. 4, 2036-2070 (2024). MSC: 93E20 60H30 37L40 PDFBibTeX XMLCite \textit{D. Šiška} and \textit{Ł. Szpruch}, SIAM J. Control Optim. 62, No. 4, 2036--2070 (2024; Zbl 07885156) Full Text: DOI arXiv
Golui, Subrata; Pal, Chandan; Manikandan, R.; Sobhanan, Abhay Optimal control of a dynamic production-inventory system with various cost criteria. (English) Zbl 07881810 Ann. Oper. Res. 337, No. 1, 75-103 (2024). MSC: 90B05 90B30 90B22 90C40 93E20 60K25 PDFBibTeX XMLCite \textit{S. Golui} et al., Ann. Oper. Res. 337, No. 1, 75--103 (2024; Zbl 07881810) Full Text: DOI arXiv
Xing, Xiaoyu; Li, Xiaofang Robust equilibrium investment-reinsurance strategy for \(n\) competitive insurers with square-root factor process. (English) Zbl 07880525 Commun. Stat., Theory Methods 53, No. 12, 4469-4486 (2024). MSC: 93E20 97M30 PDFBibTeX XMLCite \textit{X. Xing} and \textit{X. Li}, Commun. Stat., Theory Methods 53, No. 12, 4469--4486 (2024; Zbl 07880525) Full Text: DOI
Shao, Yunze; Du, Junjie; Li, Xiaofei; Tan, Yuru; Song, Jia Caputo fractional backward stochastic differential equations driven by fractional Brownian motion with delayed generator. (English) Zbl 07880455 Bound. Value Probl. 2024, Paper No. 35, 15 p. (2024). MSC: 60H10 93E20 60H20 PDFBibTeX XMLCite \textit{Y. Shao} et al., Bound. Value Probl. 2024, Paper No. 35, 15 p. (2024; Zbl 07880455) Full Text: DOI OA License
Yan, Yuqing; Zhang, Huaguang; Sun, Jiayue; Ming, Zhongyang Optimal fuzzy event-triggered fault-tolerant control of fractional-order nonlinear stochastic systems. (English) Zbl 07880003 Inf. Sci. 678, Article ID 120877, 17 p. (2024). MSC: 93E20 93C42 93C65 93B35 93C10 26A33 PDFBibTeX XMLCite \textit{Y. Yan} et al., Inf. Sci. 678, Article ID 120877, 17 p. (2024; Zbl 07880003) Full Text: DOI
Hu, Jiaqiao; Yang, Xiangyu; Hu, Jian-Qiang; Peng, Yijie A Q-learning algorithm for Markov decision processes with continuous state spaces. (English) Zbl 07878493 Syst. Control Lett. 187, Article ID 105782, 8 p. (2024). MSC: 93E20 90C40 68T05 PDFBibTeX XMLCite \textit{J. Hu} et al., Syst. Control Lett. 187, Article ID 105782, 8 p. (2024; Zbl 07878493) Full Text: DOI
Jia, Hui; Ni, Yuan-Hua Decentralized stochastic linear-quadratic optimal control with risk constraint and partial observation. (English) Zbl 07878489 Syst. Control Lett. 187, Article ID 105778, 12 p. (2024). MSC: 93A14 93E20 49N10 PDFBibTeX XMLCite \textit{H. Jia} and \textit{Y.-H. Ni}, Syst. Control Lett. 187, Article ID 105778, 12 p. (2024; Zbl 07878489) Full Text: DOI arXiv
Song, Yujiao; Qi, Qingyuan; Sun, Yue Further results on optimal local and remote control with packet losses and transmission delay. (English) Zbl 07878482 Syst. Control Lett. 186, Article ID 105766, 8 p. (2024). MSC: 93E20 49L20 93C55 93B70 93C05 PDFBibTeX XMLCite \textit{Y. Song} et al., Syst. Control Lett. 186, Article ID 105766, 8 p. (2024; Zbl 07878482) Full Text: DOI
Ye, Linwei; Zhao, Zhonggai; Liu, Fei Stochastic LQ optimal control for Markov jumping systems with multiplicative noise using reinforcement learning. (English) Zbl 07878481 Syst. Control Lett. 186, Article ID 105765, 7 p. (2024). MSC: 93E20 49N10 93C55 93C05 68T05 PDFBibTeX XMLCite \textit{L. Ye} et al., Syst. Control Lett. 186, Article ID 105765, 7 p. (2024; Zbl 07878481) Full Text: DOI
Naumov, A. V.; Stepanov, A. E.; Ustinov, A. E. On the problem of maximizing the probability of successful passing of a time-limited test. (English. Russian original) Zbl 07876890 Autom. Remote Control 85, No. 1, 60-67 (2024); translation from Avtom. Telemekh. 2024, No. 1, 83-94 (2024). MSC: 93E20 90C10 PDFBibTeX XMLCite \textit{A. V. Naumov} et al., Autom. Remote Control 85, No. 1, 60--67 (2024; Zbl 07876890); translation from Avtom. Telemekh. 2024, No. 1, 83--94 (2024) Full Text: DOI
Kanso, Soha; Jha, Mayank Shekhar; Theilliol, Didier Degradation tolerant optimal control design for stochastic linear systems. (English) Zbl 07875985 Int. J. Appl. Math. Comput. Sci. 34, No. 1, 5-14 (2024). MSC: 93E20 49N10 93E11 93C05 PDFBibTeX XMLCite \textit{S. Kanso} et al., Int. J. Appl. Math. Comput. Sci. 34, No. 1, 5--14 (2024; Zbl 07875985) Full Text: DOI OA License
Ackermann, Julia; Kruse, Thomas; Urusov, Mikhail Reducing Obizhaeva-Wang-type trade execution problems to LQ stochastic control problems. (English) Zbl 07874610 Finance Stoch. 28, No. 3, 813-863 (2024). MSC: 91G15 93E20 49N10 60H30 PDFBibTeX XMLCite \textit{J. Ackermann} et al., Finance Stoch. 28, No. 3, 813--863 (2024; Zbl 07874610) Full Text: DOI arXiv OA License
Horst, Ulrich; Kivman, Evgueni Optimal trade execution under small market impact and portfolio liquidation with semimartingale strategies. (English) Zbl 07874609 Finance Stoch. 28, No. 3, 759-812 (2024). MSC: 91G15 60G48 93E20 60H30 PDFBibTeX XMLCite \textit{U. Horst} and \textit{E. Kivman}, Finance Stoch. 28, No. 3, 759--812 (2024; Zbl 07874609) Full Text: DOI arXiv OA License
Li, Danping; Chen, Lv; Qian, Linyi; Wang, Wei Equilibrium reinsurance strategy and mean residual life function. (English) Zbl 07874585 Acta Math. Appl. Sin., Engl. Ser. 40, No. 3, 758-777 (2024). MSC: 91G05 60H30 93E20 PDFBibTeX XMLCite \textit{D. Li} et al., Acta Math. Appl. Sin., Engl. Ser. 40, No. 3, 758--777 (2024; Zbl 07874585) Full Text: DOI
Li, Peng; Zhou, Ming Optimal timing of business conversion for solvency improvement. (English) Zbl 07874584 Acta Math. Appl. Sin., Engl. Ser. 40, No. 3, 744-757 (2024). MSC: 60G40 91G50 93E20 PDFBibTeX XMLCite \textit{P. Li} and \textit{M. Zhou}, Acta Math. Appl. Sin., Engl. Ser. 40, No. 3, 744--757 (2024; Zbl 07874584) Full Text: DOI
Mikami, Toshio Stochastic optimal transport with at most quadratic growth cost. (English) Zbl 07873822 Appl. Math. Optim. 89, No. 3, Paper No. 70, 29 p. (2024). MSC: 93E20 49Q22 PDFBibTeX XMLCite \textit{T. Mikami}, Appl. Math. Optim. 89, No. 3, Paper No. 70, 29 p. (2024; Zbl 07873822) Full Text: DOI arXiv
Hibiki, Yuta; Kiriu, Takuya; Hibiki, Norio Optimal currency portfolio with implied return distribution in the mean-variance approach. (English) Zbl 07872892 Asia-Pac. Financ. Mark. 31, No. 2, 251-283 (2024). MSC: 91G10 60G50 93E20 PDFBibTeX XMLCite \textit{Y. Hibiki} et al., Asia-Pac. Financ. Mark. 31, No. 2, 251--283 (2024; Zbl 07872892) Full Text: DOI
Kanoria, Yash; Lobel, Ilan; Lu, Jiaqi Managing customer churn via service mode control. (English) Zbl 1540.60056 Math. Oper. Res. 49, No. 2, 1192-1222 (2024). MSC: 60G07 93E20 PDFBibTeX XMLCite \textit{Y. Kanoria} et al., Math. Oper. Res. 49, No. 2, 1192--1222 (2024; Zbl 1540.60056) Full Text: DOI
Gao, Xuefeng; Huang, Junfei Asymptotically optimal control of make-to-stock systems. (English) Zbl 07872324 Math. Oper. Res. 49, No. 2, 948-985 (2024). MSC: 90B05 90B22 90B50 60K30 93E20 PDFBibTeX XMLCite \textit{X. Gao} and \textit{J. Huang}, Math. Oper. Res. 49, No. 2, 948--985 (2024; Zbl 07872324) Full Text: DOI
Pitera, Marcin; Stettner, Łukasz Existence of bounded solutions to multiplicative Poisson equations under mixing property. (English) Zbl 07871742 ESAIM, Control Optim. Calc. Var. 30, Paper No. 49, 30 p. (2024). MSC: 90C40 93E20 60J35 93C55 PDFBibTeX XMLCite \textit{M. Pitera} and \textit{Ł. Stettner}, ESAIM, Control Optim. Calc. Var. 30, Paper No. 49, 30 p. (2024; Zbl 07871742) Full Text: DOI arXiv
Hamaguchi, Yushi; Wang, Tianxiao Linear-quadratic stochastic Volterra controls. II: Optimal strategies and Riccati-Volterra equations. (English) Zbl 07871741 ESAIM, Control Optim. Calc. Var. 30, Paper No. 48, 42 p. (2024). MSC: 60H20 45A05 93E20 93B52 PDFBibTeX XMLCite \textit{Y. Hamaguchi} and \textit{T. Wang}, ESAIM, Control Optim. Calc. Var. 30, Paper No. 48, 42 p. (2024; Zbl 07871741) Full Text: DOI arXiv
Ji, Shaolin; Jin, Hanqing; Shi, Xiaomin Mean-variance portfolio selection with non-linear wealth dynamics and random coefficients. (English) Zbl 07871738 ESAIM, Control Optim. Calc. Var. 30, Paper No. 45, 29 p. (2024). MSC: 60H10 93E20 PDFBibTeX XMLCite \textit{S. Ji} et al., ESAIM, Control Optim. Calc. Var. 30, Paper No. 45, 29 p. (2024; Zbl 07871738) Full Text: DOI arXiv
Perninge, Magnus Optimal stopping of BSDEs with constrained jumps and related zero-sum games. (English) Zbl 07869135 Stochastic Processes Appl. 173, Article ID 104355, 29 p. (2024). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 93E20 91A15 PDFBibTeX XMLCite \textit{M. Perninge}, Stochastic Processes Appl. 173, Article ID 104355, 29 p. (2024; Zbl 07869135) Full Text: DOI arXiv
Chu, Jiarui; Tangpi, Ludovic Nonasymptotic estimation of risk measures using stochastic gradient Langevin dynamics. (English) Zbl 07867068 SIAM J. Financ. Math. 15, No. 2, 503-536 (2024). MSC: 91G70 93E20 PDFBibTeX XMLCite \textit{J. Chu} and \textit{L. Tangpi}, SIAM J. Financ. Math. 15, No. 2, 503--536 (2024; Zbl 07867068) Full Text: DOI arXiv
Deng, Junpeng; Tipaldi, Massimo; Glielmo, Luigi; Massenio, Paolo Roberto; Del Re, Luigi A dynamic programming approach for energy management in hybrid electric vehicles under uncertain driving conditions. (English) Zbl 07866930 Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 55, No. 7, 1304-1325 (2024). MSC: 93B70 93E20 49L20 PDFBibTeX XMLCite \textit{J. Deng} et al., Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 55, No. 7, 1304--1325 (2024; Zbl 07866930) Full Text: DOI
Mai, Ruifeng; Yang, Zhou; Lai, Yingyi; Lin, Jianwei Portfolio-consumption choice problem with voluntary retirement and consumption constraints. (English) Zbl 07866541 J. Comput. Appl. Math. 445, Article ID 115839, 27 p. (2024). MSC: 91G10 93E20 91G05 60G40 PDFBibTeX XMLCite \textit{R. Mai} et al., J. Comput. Appl. Math. 445, Article ID 115839, 27 p. (2024; Zbl 07866541) Full Text: DOI
Chen, Yanhong Optimal insurance with counterparty and additive background risk. (English) Zbl 07866383 ASTIN Bull. 54, No. 2, 441-462 (2024). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 93E20 PDFBibTeX XMLCite \textit{Y. Chen}, ASTIN Bull. 54, No. 2, 441--462 (2024; Zbl 07866383) Full Text: DOI
Guambe, Calisto; Kufakunesu, Rodwell; Mabitsela, Lesedi Risk-based optimal portfolio of an insurance firm with regime switching and noisy memory. (English) Zbl 07866370 Math. Control Relat. Fields 14, No. 2, 747-768 (2024). MSC: 91G05 93E20 91A15 PDFBibTeX XMLCite \textit{C. Guambe} et al., Math. Control Relat. Fields 14, No. 2, 747--768 (2024; Zbl 07866370) Full Text: DOI arXiv
Hu, Ying; Shi, Xiaomin; Xu, Zuo Quan Non-homogeneous stochastic LQ control with regime switching and random coefficients. (English) Zbl 07866368 Math. Control Relat. Fields 14, No. 2, 671-694 (2024). MSC: 93E20 49N10 60H30 91G10 PDFBibTeX XMLCite \textit{Y. Hu} et al., Math. Control Relat. Fields 14, No. 2, 671--694 (2024; Zbl 07866368) Full Text: DOI arXiv
Guo, Li; Wu, Zhen Dynamic programming principle for one kind of stochastic recursive optimal control problem with Markovian switching. (English) Zbl 07866366 Math. Control Relat. Fields 14, No. 2, 627-647 (2024). MSC: 93E20 49L20 49L12 49L25 PDFBibTeX XMLCite \textit{L. Guo} and \textit{Z. Wu}, Math. Control Relat. Fields 14, No. 2, 627--647 (2024; Zbl 07866366) Full Text: DOI
Bergault, Philippe; Cardaliaguet, Pierre; Rainer, Catherine Mean field games in a Stackelberg problem with an informed major player. (English) Zbl 07865502 SIAM J. Control Optim. 62, No. 3, 1737-1765 (2024). MSC: 91A16 91A15 49N80 93E20 PDFBibTeX XMLCite \textit{P. Bergault} et al., SIAM J. Control Optim. 62, No. 3, 1737--1765 (2024; Zbl 07865502) Full Text: DOI arXiv
Keller, Christian Mean viability theorems and second-order Hamilton-Jacobi equations. (English) Zbl 07865497 SIAM J. Control Optim. 62, No. 3, 1615-1642 (2024). MSC: 35D40 35R60 49L20 93E20 49L25 60H30 PDFBibTeX XMLCite \textit{C. Keller}, SIAM J. Control Optim. 62, No. 3, 1615--1642 (2024; Zbl 07865497) Full Text: DOI arXiv
Bellocchi, Alessandro; Travaglini, Giuseppe Financial literacy, uncertainty and costs of education. (English) Zbl 07864952 Econ. Lett. 238, Article ID 111701, 4 p. (2024). MSC: 91G99 93E20 PDFBibTeX XMLCite \textit{A. Bellocchi} and \textit{G. Travaglini}, Econ. Lett. 238, Article ID 111701, 4 p. (2024; Zbl 07864952) Full Text: DOI
Mostovyi, Oleksii; Sirbu, Mihai; Zariphopoulou, Thaleia On the analyticity of the value function in optimal investment and stochastically dominant markets. (English) Zbl 07862922 Pure Appl. Funct. Anal. 9, No. 3, 825-862 (2024). MSC: 91G10 93E20 91B16 60E15 PDFBibTeX XMLCite \textit{O. Mostovyi} et al., Pure Appl. Funct. Anal. 9, No. 3, 825--862 (2024; Zbl 07862922) Full Text: arXiv Link
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
López-Barrientos, José Daniel; Mendoza-Madrid, José Manuel; Gonzáles-Vega, Paola Friné An abelian theorem for a Markov decision process in a system of interacting objects with unknown random disturbance law. (English) Zbl 07862919 Pure Appl. Funct. Anal. 9, No. 3, 763-782 (2024). MSC: 93E20 93C55 90C40 46B09 PDFBibTeX XMLCite \textit{J. D. López-Barrientos} et al., Pure Appl. Funct. Anal. 9, No. 3, 763--782 (2024; Zbl 07862919) Full Text: Link
Hernández-Hernández, Daniel; Treviño-Aguilar, Erick Drawdown constraint for long-term investments under partial information. (English) Zbl 07862915 Pure Appl. Funct. Anal. 9, No. 3, 655-673 (2024). MSC: 91G10 93E20 49L20 PDFBibTeX XMLCite \textit{D. Hernández-Hernández} and \textit{E. Treviño-Aguilar}, Pure Appl. Funct. Anal. 9, No. 3, 655--673 (2024; Zbl 07862915) Full Text: Link
Dentcheva, Darinka; Ruszczyński, Andrzej Risk-averse optimization and control. Theory and methods. (English) Zbl 07862900 Springer Series in Operations Research and Financial Engineering. Cham: Springer (ISBN 978-3-031-57987-5/hbk; 978-3-031-57990-5/pbk; 978-3-031-57988-2/ebook). xv, 451 p. (2024). MSC: 91-02 91B16 93E20 90C15 91G70 60E15 PDFBibTeX XMLCite \textit{D. Dentcheva} and \textit{A. Ruszczyński}, Risk-averse optimization and control. Theory and methods. Cham: Springer (2024; Zbl 07862900) Full Text: DOI
Castillo, Camilo; Serrano, Rafael ALM for insurers with multiple underwriting lines and portfolio constraints: a Lagrangian duality approach. (English) Zbl 07862457 Comput. Appl. Math. 43, No. 4, Paper No. 225, 29 p. (2024). MSC: 91G10 93E20 91B05 PDFBibTeX XMLCite \textit{C. Castillo} and \textit{R. Serrano}, Comput. Appl. Math. 43, No. 4, Paper No. 225, 29 p. (2024; Zbl 07862457) Full Text: DOI arXiv OA License
Shi, Dan; Zhang, Mengqing; Zhang, Qimin Stationary distribution and near-optimal control of a stochastic reaction-diffusion HIV model. (English) Zbl 07861254 Math. Methods Appl. Sci. 47, No. 6, 4381-4407 (2024). MSC: 35F20 35F21 37N35 49J20 60H10 93E03 93E20 PDFBibTeX XMLCite \textit{D. Shi} et al., Math. Methods Appl. Sci. 47, No. 6, 4381--4407 (2024; Zbl 07861254) Full Text: DOI
Drăgan, Vasile; Popa, Ioan-Lucian; Aberkane, Samir On the stochastic linear quadratic optimal control problem by piecewise constant controls: the infinite horizon time case. (English) Zbl 07861222 Math. Methods Appl. Sci. 47, No. 5, 3734-3762 (2024). MSC: 93E20 93E24 PDFBibTeX XMLCite \textit{V. Drăgan} et al., Math. Methods Appl. Sci. 47, No. 5, 3734--3762 (2024; Zbl 07861222) Full Text: DOI
Bouggar, Driss; El Fatini, Mohamed; Nasri, Bouchra; Petersson, Roger; Sekkak, Idriss Stochastic near-optimal controls for treatment and vaccination in a COVID-19 model with transmission incorporating Lévy jumps. (English) Zbl 1540.92178 Stochastics 96, No. 1, 887-920 (2024). MSC: 92D30 93E20 PDFBibTeX XMLCite \textit{D. Bouggar} et al., Stochastics 96, No. 1, 887--920 (2024; Zbl 1540.92178) Full Text: DOI
di Nunno, Giulia; Giordano, Michele Stochastic Volterra equations with time-changed Lévy noise and maximum principles. (English) Zbl 07859373 Ann. Oper. Res. 336, No. 1-2, 1265-1287 (2024). MSC: 60H10 60H20 93E20 60G60 91B70 PDFBibTeX XMLCite \textit{G. di Nunno} and \textit{M. Giordano}, Ann. Oper. Res. 336, No. 1--2, 1265--1287 (2024; Zbl 07859373) Full Text: DOI arXiv OA License
Cerreia-Vioglio, Simone; Ortu, Fulvio; Rotondi, Francesco; Severino, Federico On horizon-consistent mean-variance portfolio allocation. (English) Zbl 1539.91117 Ann. Oper. Res. 336, No. 1-2, 797-828 (2024). MSC: 91G10 91G30 93E20 60G46 PDFBibTeX XMLCite \textit{S. Cerreia-Vioglio} et al., Ann. Oper. Res. 336, No. 1--2, 797--828 (2024; Zbl 1539.91117) Full Text: DOI
Tankov, Peter; Tinsi, Laura Stochastic optimization with dynamic probabilistic forecasts. (English) Zbl 1537.91189 Ann. Oper. Res. 336, No. 1-2, 711-747 (2024). MSC: 91B74 62P20 93E20 PDFBibTeX XMLCite \textit{P. Tankov} and \textit{L. Tinsi}, Ann. Oper. Res. 336, No. 1--2, 711--747 (2024; Zbl 1537.91189) Full Text: DOI arXiv
Davis, Mark; Lleo, Sébastien Jump-diffusion risk-sensitive benchmarked asset management with traditional and alternative data. (English) Zbl 1537.91297 Ann. Oper. Res. 336, No. 1-2, 661-689 (2024). MSC: 91G15 93E20 60J74 PDFBibTeX XMLCite \textit{M. Davis} and \textit{S. Lleo}, Ann. Oper. Res. 336, No. 1--2, 661--689 (2024; Zbl 1537.91297) Full Text: DOI
Ackermann, Julia; Kruse, Thomas; Urusov, Mikhail Self-exciting price impact via negative resilience in stochastic order books. (English) Zbl 1537.91293 Ann. Oper. Res. 336, No. 1-2, 637-659 (2024). MSC: 91G15 93E20 60H10 PDFBibTeX XMLCite \textit{J. Ackermann} et al., Ann. Oper. Res. 336, No. 1--2, 637--659 (2024; Zbl 1537.91293) Full Text: DOI arXiv OA License
Di Giacinto, Marina; Tebaldi, Claudio; Wang, Tai-Ho Optimal order execution under price impact: a hybrid model. (English) Zbl 1537.91298 Ann. Oper. Res. 336, No. 1-2, 605-636 (2024). MSC: 91G15 93E20 PDFBibTeX XMLCite \textit{M. Di Giacinto} et al., Ann. Oper. Res. 336, No. 1--2, 605--636 (2024; Zbl 1537.91298) Full Text: DOI arXiv
Alasseur, Clémence; Campi, Luciano; Dumitrescu, Roxana; Zeng, Jia MFG model with a long-lived penalty at random jump times: application to demand side management for electricity contracts. (English) Zbl 1537.91146 Ann. Oper. Res. 336, No. 1-2, 541-569 (2024). MSC: 91B41 91B42 91A15 91A16 49N80 93E20 60H30 PDFBibTeX XMLCite \textit{C. Alasseur} et al., Ann. Oper. Res. 336, No. 1--2, 541--569 (2024; Zbl 1537.91146) Full Text: DOI arXiv
Wan, Hexiang; Wang, Guangchen; Xiong, Jie A branching particle system approximation for solving partially observed stochastic optimal control problems via stochastic maximum principle. (English) Zbl 1537.93796 Stoch. Partial Differ. Equ., Anal. Comput. 12, No. 1, 675-735 (2024). MSC: 93E20 60H15 PDFBibTeX XMLCite \textit{H. Wan} et al., Stoch. Partial Differ. Equ., Anal. Comput. 12, No. 1, 675--735 (2024; Zbl 1537.93796) Full Text: DOI
He, Lin; Liang, Zongxia; Ren, Zhaojie; Song, Yilun Optimal mix among PAYGO, EET and individual savings. (English) Zbl 07856664 Scand. Actuar. J. 2024, No. 5, 463-505 (2024). Reviewer: Christos E. Kountzakis (Karlovassi) MSC: 91G05 93E20 PDFBibTeX XMLCite \textit{L. He} et al., Scand. Actuar. J. 2024, No. 5, 463--505 (2024; Zbl 07856664) Full Text: DOI arXiv
Wu, Tong; Zhang, Lixian; Lu, Shengao; Che, Weiming; Xu, Kaixin Efficient and smooth robust model predictive control for stochastic switching systems. (English) Zbl 1537.93216 Automatica 163, Article ID 111572, 9 p. (2024). MSC: 93B45 93B35 93E20 93E15 93C30 PDFBibTeX XMLCite \textit{T. Wu} et al., Automatica 163, Article ID 111572, 9 p. (2024; Zbl 1537.93216) Full Text: DOI
Zeng, Yuxuan; Wang, Zhiguo; Bai, Jianchao; Shen, Xiaojing An accelerated stochastic ADMM for nonconvex and nonsmooth finite-sum optimization. (English) Zbl 1537.93798 Automatica 163, Article ID 111554, 8 p. (2024). MSC: 93E20 68T05 PDFBibTeX XMLCite \textit{Y. Zeng} et al., Automatica 163, Article ID 111554, 8 p. (2024; Zbl 1537.93798) Full Text: DOI arXiv
Leite, Saul C.; Fragoso, Marcelo D. A numerical method for ergodic optimal control of switching diffusions with reflection. (English) Zbl 1537.93788 Eur. J. Control 77, Article ID 100989, 14 p. (2024). MSC: 93E20 65K10 60H30 49M25 PDFBibTeX XMLCite \textit{S. C. Leite} and \textit{M. D. Fragoso}, Eur. J. Control 77, Article ID 100989, 14 p. (2024; Zbl 1537.93788) Full Text: DOI
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
Jin, Zhuo; Xu, Zuo Quan; Zou, Bin Optimal moral-hazard-free reinsurance under extended distortion premium principles. (English) Zbl 1537.91255 SIAM J. Control Optim. 62, No. 3, 1390-1416 (2024). MSC: 91G05 91B41 93E20 PDFBibTeX XMLCite \textit{Z. Jin} et al., SIAM J. Control Optim. 62, No. 3, 1390--1416 (2024; Zbl 1537.91255) Full Text: DOI arXiv
Hillairet, Caroline; Kaakaï, Sarah; Mrad, Mohamed Time-consistent pension policy with minimum guarantee and sustainability constraint. (English) Zbl 1537.91252 Probab. Uncertain. Quant. Risk 9, No. 1, 35-64 (2024). MSC: 91G05 93E20 91B70 91B16 PDFBibTeX XMLCite \textit{C. Hillairet} et al., Probab. Uncertain. Quant. Risk 9, No. 1, 35--64 (2024; Zbl 1537.91252) Full Text: DOI arXiv
Huang, Menglei; Zhou, Qing Optimal investment, consumption, and work effort strategies with stochastic salary under the HLSV model. (English) Zbl 07853485 Comput. Appl. Math. 43, No. 4, Paper No. 156, 28 p. (2024). MSC: 49L20 60H30 91G10 93E20 90C39 PDFBibTeX XMLCite \textit{M. Huang} and \textit{Q. Zhou}, Comput. Appl. Math. 43, No. 4, Paper No. 156, 28 p. (2024; Zbl 07853485) Full Text: DOI
Zheng, Yi; Julaiti, Juxihong; Pang, Guodong Adaptive service rate control of an \(M/M/1\) queue with server breakdowns. (English) Zbl 1537.60124 Queueing Syst. 106, No. 1-2, 159-191 (2024). MSC: 60K25 90C40 93E20 93E35 PDFBibTeX XMLCite \textit{Y. Zheng} et al., Queueing Syst. 106, No. 1--2, 159--191 (2024; Zbl 1537.60124) Full Text: DOI
Huang, Yaling; Li, Wenqian; Wang, Yun; Shen, Hao Optimal control for continuous-time Markov jump singularly perturbed systems: a hybrid reinforcement learning scheme. (English) Zbl 1539.93202 J. Franklin Inst. 361, No. 7, Article ID 106771, 14 p. (2024). MSC: 93E20 93C40 93C70 PDFBibTeX XMLCite \textit{Y. Huang} et al., J. Franklin Inst. 361, No. 7, Article ID 106771, 14 p. (2024; Zbl 1539.93202) Full Text: DOI
Yang, Peng Optimal reinsurance-investment problem for two competitive or cooperative insurers under two investment patterns. (English) Zbl 07850721 Commun. Stat., Theory Methods 53, No. 8, 3005-3039 (2024). MSC: 62P05 91B28 93E20 PDFBibTeX XMLCite \textit{P. Yang}, Commun. Stat., Theory Methods 53, No. 8, 3005--3039 (2024; Zbl 07850721) Full Text: DOI