Zhang, Ruimin; Lin, Yingzhen A new algorithm of boundary value problems based on improved wavelet basis and the reproducing kernel theory. (English) Zbl 07822419 Math. Methods Appl. Sci. 47, No. 1, 47-57 (2024). MSC: 34A45 34B05 65L20 PDFBibTeX XMLCite \textit{R. Zhang} and \textit{Y. Lin}, Math. Methods Appl. Sci. 47, No. 1, 47--57 (2024; Zbl 07822419) Full Text: DOI
Dong, Bozhang; Nie, Tianyang; Wu, Zhen A maximum principle for discrete-time stochastic optimal control problemE20 with delay. (English) Zbl 07765059 Syst. Control Lett. 181, Article ID 105631, 9 p. (2023). MSC: 93E20 93C55 34K50 PDFBibTeX XMLCite \textit{B. Dong} et al., Syst. Control Lett. 181, Article ID 105631, 9 p. (2023; Zbl 07765059) Full Text: DOI
Huang, Hai; Fu, Xianlong Optimal feedback control results for a second-order evolution system with finite delay. (English) Zbl 1520.34071 Evol. Equ. Control Theory 12, No. 6, 1577-1601 (2023). MSC: 34K30 49J20 93B52 93C43 PDFBibTeX XMLCite \textit{H. Huang} and \textit{X. Fu}, Evol. Equ. Control Theory 12, No. 6, 1577--1601 (2023; Zbl 1520.34071) Full Text: DOI
Geng, F. Z.; Xing, W. J.; Liu, X. New collocation approaches based on reproducing kernel functions for second order nonlinear boundary value problems. (English) Zbl 1520.65057 Appl. Math. Lett. 146, Article ID 108822, 6 p. (2023). MSC: 65L10 34B15 PDFBibTeX XMLCite \textit{F. Z. Geng} et al., Appl. Math. Lett. 146, Article ID 108822, 6 p. (2023; Zbl 1520.65057) Full Text: DOI
Zhong, Wei; Zhu, Dan; Zhang, Zhimin Valuation of variable annuities under stochastic volatility and stochastic jump intensity. (English) Zbl 1520.91362 Scand. Actuar. J. 2023, No. 7, 708-734 (2023). MSC: 91G05 60J74 34A30 91G60 PDFBibTeX XMLCite \textit{W. Zhong} et al., Scand. Actuar. J. 2023, No. 7, 708--734 (2023; Zbl 1520.91362) Full Text: DOI
Zhang, Qiang Robust optimal proportional reinsurance and investment strategy for an insurer and a reinsurer with delay and jumps. (English) Zbl 1524.91095 J. Ind. Manag. Optim. 19, No. 11, 8207-8244 (2023). MSC: 91G05 93E20 34K50 60J74 PDFBibTeX XMLCite \textit{Q. Zhang}, J. Ind. Manag. Optim. 19, No. 11, 8207--8244 (2023; Zbl 1524.91095) Full Text: DOI
Li, Sheng; Yuan, Wei; Chen, Peimin Optimal control on investment and reinsurance strategies with delay and common shock dependence in a jump-diffusion financial market. (English) Zbl 1524.91087 J. Ind. Manag. Optim. 19, No. 4, 2855-2888 (2023). MSC: 91G05 34K50 49L25 PDFBibTeX XMLCite \textit{S. Li} et al., J. Ind. Manag. Optim. 19, No. 4, 2855--2888 (2023; Zbl 1524.91087) Full Text: DOI
Zhang, Yingchao; Mei, Liangcai; Lin, Yingzhen Multiscale orthonormal method for nonlinear system of BVPs. (English) Zbl 1524.65284 Comput. Appl. Math. 42, No. 1, Paper No. 39, 14 p. (2023). MSC: 65L10 34B15 65L20 PDFBibTeX XMLCite \textit{Y. Zhang} et al., Comput. Appl. Math. 42, No. 1, Paper No. 39, 14 p. (2023; Zbl 1524.65284) Full Text: DOI
Giné, Jaume; Llibre, Jaume A characterization of the generalized Liénard polynomial differential systems having invariant algebraic curves. (English) Zbl 1505.34046 Chaos Solitons Fractals 158, Article ID 112075, 4 p. (2022). MSC: 34C05 34A05 34A34 34C45 34C07 PDFBibTeX XMLCite \textit{J. Giné} and \textit{J. Llibre}, Chaos Solitons Fractals 158, Article ID 112075, 4 p. (2022; Zbl 1505.34046) Full Text: DOI
Li, Sheng; Qiu, Zhijian Equilibrium investment-reinsurance strategy with delay and common shock dependence under Heston’s SV model. (English) Zbl 1507.91186 Optimization 71, No. 14, 4019-4050 (2022). MSC: 91G05 34K50 91A80 35Q91 PDFBibTeX XMLCite \textit{S. Li} and \textit{Z. Qiu}, Optimization 71, No. 14, 4019--4050 (2022; Zbl 1507.91186) Full Text: DOI
Kadiev, Ramazan; Ponosov, Arcady Positive invertibility of matrices and exponential stability of linear stochastic systems with delay. (English) Zbl 1511.34085 Int. J. Differ. Equ. 2022, Article ID 5549693, 13 p. (2022). Reviewer: Neville J. Ford (Chester) MSC: 34K50 34K06 34K20 60H10 PDFBibTeX XMLCite \textit{R. Kadiev} and \textit{A. Ponosov}, Int. J. Differ. Equ. 2022, Article ID 5549693, 13 p. (2022; Zbl 1511.34085) Full Text: DOI
Yan, Tingjin; Chiu, Mei Choi; Wong, Hoi Ying Pairs trading under delayed cointegration. (English) Zbl 1498.91425 Quant. Finance 22, No. 9, 1627-1648 (2022). MSC: 91G15 34K50 35Q91 PDFBibTeX XMLCite \textit{T. Yan} et al., Quant. Finance 22, No. 9, 1627--1648 (2022; Zbl 1498.91425) Full Text: DOI
Yan, Tingjin; Wong, Hoi Ying Equilibrium pairs trading under delayed cointegration. (English) Zbl 1498.91409 Automatica 144, Article ID 110498, 12 p. (2022). MSC: 91G10 34K50 PDFBibTeX XMLCite \textit{T. Yan} and \textit{H. Y. Wong}, Automatica 144, Article ID 110498, 12 p. (2022; Zbl 1498.91409) Full Text: DOI
Gao, Y.; Li, X. Y.; Wu, B. Y. A continuous kernel functions method for mixed-type functional differential equations. (English) Zbl 1496.65082 Math. Sci., Springer 16, No. 2, 177-182 (2022). MSC: 65L03 34H05 PDFBibTeX XMLCite \textit{Y. Gao} et al., Math. Sci., Springer 16, No. 2, 177--182 (2022; Zbl 1496.65082) Full Text: DOI
Yang, Lu; Zhang, Chengke; Zhu, Huainian Robust stochastic Stackelberg differential reinsurance and investment games for an insurer and a reinsurer with delay. (English) Zbl 1492.91317 Methodol. Comput. Appl. Probab. 24, No. 1, 361-384 (2022). MSC: 91G05 91A15 91A65 91A80 34K50 PDFBibTeX XMLCite \textit{L. Yang} et al., Methodol. Comput. Appl. Probab. 24, No. 1, 361--384 (2022; Zbl 1492.91317) Full Text: DOI
Chunxiang, A.; Shen, Yang; Zeng, Yan Dynamic asset-liability management problem in a continuous-time model with delay. (English) Zbl 1492.91352 Int. J. Control 95, No. 5, 1315-1336 (2022). MSC: 91G15 34K50 PDFBibTeX XMLCite \textit{A. Chunxiang} et al., Int. J. Control 95, No. 5, 1315--1336 (2022; Zbl 1492.91352) Full Text: DOI
Li, Guangjie Stabilization of stochastic regime-switching Poisson jump equations by delay feedback control. (English) Zbl 1506.93098 J. Inequal. Appl. 2022, Paper No. 20, 16 p. (2022). MSC: 93E15 93B52 60H10 93D15 34K50 PDFBibTeX XMLCite \textit{G. Li}, J. Inequal. Appl. 2022, Paper No. 20, 16 p. (2022; Zbl 1506.93098) Full Text: DOI
Huang, Hai; Fu, Xianlong Optimal control problems for a neutral integro-differential system with infinite delay. (English) Zbl 1483.34102 Evol. Equ. Control Theory 11, No. 1, 177-197 (2022). MSC: 34K30 49J20 34K40 45K05 93C23 PDFBibTeX XMLCite \textit{H. Huang} and \textit{X. Fu}, Evol. Equ. Control Theory 11, No. 1, 177--197 (2022; Zbl 1483.34102) Full Text: DOI
Zhang, Feng Sufficient maximum principle for stochastic optimal control problems with general delays. (English) Zbl 1485.93644 J. Optim. Theory Appl. 192, No. 2, 678-701 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 93E20 34K35 60H30 PDFBibTeX XMLCite \textit{F. Zhang}, J. Optim. Theory Appl. 192, No. 2, 678--701 (2022; Zbl 1485.93644) Full Text: DOI
Zhang, Qixia Maximum principle for stochastic optimal control problem with distributed delays. (English) Zbl 1513.93060 Acta Math. Sci., Ser. B, Engl. Ed. 41, No. 2, 437-449 (2021). MSC: 93E20 93C43 34K50 PDFBibTeX XMLCite \textit{Q. Zhang}, Acta Math. Sci., Ser. B, Engl. Ed. 41, No. 2, 437--449 (2021; Zbl 1513.93060) Full Text: DOI
Meng, Weijun; Shi, Jingtao A global maximum principle for stochastic optimal control problems with delay and applications. (English) Zbl 1478.93739 Syst. Control Lett. 150, Article ID 104909, 14 p. (2021). MSC: 93E20 93C23 34K50 93C43 PDFBibTeX XMLCite \textit{W. Meng} and \textit{J. Shi}, Syst. Control Lett. 150, Article ID 104909, 14 p. (2021; Zbl 1478.93739) Full Text: DOI
Gao, Yin; Jia, Lifen Stability in mean for uncertain delay differential equations based on new Lipschitz conditions. (English) Zbl 1508.34109 Appl. Math. Comput. 399, Article ID 126050, 13 p. (2021). MSC: 34K50 34K20 60H10 PDFBibTeX XMLCite \textit{Y. Gao} and \textit{L. Jia}, Appl. Math. Comput. 399, Article ID 126050, 13 p. (2021; Zbl 1508.34109) Full Text: DOI
A, Chun-Xiang; Gu, Ai-Lin; Shao, Yi Optimal reinsurance and investment strategy with delay in Heston’s SV model. (English) Zbl 1488.91088 J. Oper. Res. Soc. China 9, No. 2, 245-271 (2021). MSC: 91G05 93E20 34K50 PDFBibTeX XMLCite \textit{C.-X. A} et al., J. Oper. Res. Soc. China 9, No. 2, 245--271 (2021; Zbl 1488.91088) Full Text: DOI
Yoshioka, Hidekazu A simplified stochastic optimization model for logistic dynamics with control-dependent carrying capacity. (English) Zbl 1448.92388 J. Biol. Dyn. 13, No. 1, 148-176 (2019). MSC: 92D40 92D25 93E20 34H05 35D40 65M06 PDFBibTeX XMLCite \textit{H. Yoshioka}, J. Biol. Dyn. 13, No. 1, 148--176 (2019; Zbl 1448.92388) Full Text: DOI
Lian, Tingting; Fan, Zhenbin; Li, Gang Lagrange optimal controls and time optimal controls for composite fractional relaxation systems. (English) Zbl 1422.34043 Adv. Difference Equ. 2017, Paper No. 233, 14 p. (2017). MSC: 34A08 34K37 26A33 49J27 45J05 PDFBibTeX XMLCite \textit{T. Lian} et al., Adv. Difference Equ. 2017, Paper No. 233, 14 p. (2017; Zbl 1422.34043) Full Text: DOI
Zhang, Feng Maximum principle for near-optimality of stochastic delay control problem. (English) Zbl 1422.93190 Adv. Difference Equ. 2017, Paper No. 98, 19 p. (2017). MSC: 93E20 49K45 60H10 49J55 34K50 PDFBibTeX XMLCite \textit{F. Zhang}, Adv. Difference Equ. 2017, Paper No. 98, 19 p. (2017; Zbl 1422.93190) Full Text: DOI
Ma, Heping; Liu, Bin Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information. (English) Zbl 1506.93102 Eur. J. Control 36, 43-50 (2017). MSC: 93E20 34K50 60H10 93E11 PDFBibTeX XMLCite \textit{H. Ma} and \textit{B. Liu}, Eur. J. Control 36, 43--50 (2017; Zbl 1506.93102) Full Text: DOI