Grong, Erlend; Sommer, Stefan Most probable flows for Kunita SDEs. (English) Zbl 07822049 Appl. Math. Optim. 89, No. 2, Paper No. 44, 15 p. (2024). MSC: 62R30 60D05 53C17 PDFBibTeX XMLCite \textit{E. Grong} and \textit{S. Sommer}, Appl. Math. Optim. 89, No. 2, Paper No. 44, 15 p. (2024; Zbl 07822049) Full Text: DOI arXiv OA License
Borghi, Giacomo; Herty, Michael; Pareschi, Lorenzo An adaptive consensus based method for multi-objective optimization with uniform Pareto front approximation. (English) Zbl 07730259 Appl. Math. Optim. 88, No. 2, Paper No. 58, 43 p. (2023). MSC: 65K10 35Q93 35Q90 90C29 90C56 PDFBibTeX XMLCite \textit{G. Borghi} et al., Appl. Math. Optim. 88, No. 2, Paper No. 58, 43 p. (2023; Zbl 07730259) Full Text: DOI arXiv
Gulisashvili, Archil Large deviation principles for stochastic volatility models with reflection. (English) Zbl 1517.91150 Appl. Math. Optim. 88, No. 2, Paper No. 44, 32 p. (2023). MSC: 91B70 60F10 60J60 91G20 PDFBibTeX XMLCite \textit{A. Gulisashvili}, Appl. Math. Optim. 88, No. 2, Paper No. 44, 32 p. (2023; Zbl 1517.91150) Full Text: DOI
Huang, Hui; Qiu, Jinniao; Riedl, Konstantin On the global convergence of particle swarm optimization methods. (English) Zbl 1515.65037 Appl. Math. Optim. 88, No. 2, Paper No. 30, 44 p. (2023). MSC: 65C35 65K10 90C26 90C56 35Q90 35Q83 PDFBibTeX XMLCite \textit{H. Huang} et al., Appl. Math. Optim. 88, No. 2, Paper No. 30, 44 p. (2023; Zbl 1515.65037) Full Text: DOI arXiv
Fang, Kun; Liu, Wei; Qiao, Huijie; Zhu, Fengwu Asymptotic behaviors of small perturbation for multivalued Mckean-Vlasov stochastic differential equations. (English) Zbl 1515.60185 Appl. Math. Optim. 88, No. 1, Paper No. 22, 48 p. (2023). MSC: 60H10 60F10 60F05 PDFBibTeX XMLCite \textit{K. Fang} et al., Appl. Math. Optim. 88, No. 1, Paper No. 22, 48 p. (2023; Zbl 1515.60185) Full Text: DOI
Hong, Wei; Li, Miaomiao; Li, Shihu; Liu, Wei Large deviations and averaging for stochastic tamed 3D Navier-Stokes equations with fast oscillations. (English) Zbl 1498.60108 Appl. Math. Optim. 86, No. 2, Paper No. 15, 54 p. (2022). Reviewer: Martin Ondreját (Praha) MSC: 60F10 35Q30 60H15 35R60 PDFBibTeX XMLCite \textit{W. Hong} et al., Appl. Math. Optim. 86, No. 2, Paper No. 15, 54 p. (2022; Zbl 1498.60108) Full Text: DOI
Benfenati, Alessandro; Borghi, Giacomo; Pareschi, Lorenzo Binary interaction methods for high dimensional global optimization and machine learning. (English) Zbl 1489.90132 Appl. Math. Optim. 86, No. 1, Paper No. 9, 41 p. (2022). MSC: 90C26 82C40 65C05 90C56 90C59 68T05 PDFBibTeX XMLCite \textit{A. Benfenati} et al., Appl. Math. Optim. 86, No. 1, Paper No. 9, 41 p. (2022; Zbl 1489.90132) Full Text: DOI arXiv
Hong, Wei; Li, Shihu; Liu, Wei Large deviation principle for McKean-Vlasov quasilinear stochastic evolution equations. (English) Zbl 1476.60103 Appl. Math. Optim. 84, Suppl. 1, S1119-S1147 (2021). MSC: 60H15 60F10 PDFBibTeX XMLCite \textit{W. Hong} et al., Appl. Math. Optim. 84, S1119--S1147 (2021; Zbl 1476.60103) Full Text: DOI arXiv
Bonaccorsi, Stefano; Cottini, Francesca; Mugnolo, Delio Random evolution equations: well-posedness, asymptotics, and applications to graphs. (English) Zbl 1475.35428 Appl. Math. Optim. 84, No. 3, 2849-2887 (2021). MSC: 35R60 35K15 35R02 47D06 37A50 60K15 PDFBibTeX XMLCite \textit{S. Bonaccorsi} et al., Appl. Math. Optim. 84, No. 3, 2849--2887 (2021; Zbl 1475.35428) Full Text: DOI arXiv
Bayraktar, Erhan; Cohen, Asaf Risk sensitive control of the lifetime ruin problem. (English) Zbl 1407.93429 Appl. Math. Optim. 77, No. 2, 229-252 (2018). MSC: 93E20 91G10 49N70 49K40 PDFBibTeX XMLCite \textit{E. Bayraktar} and \textit{A. Cohen}, Appl. Math. Optim. 77, No. 2, 229--252 (2018; Zbl 1407.93429) Full Text: DOI arXiv
Zhai, Jianliang; Zhang, Tusheng Large deviations for stochastic models of two-dimensional second grade fluids. (English) Zbl 1370.60049 Appl. Math. Optim. 75, No. 3, 471-498 (2017). MSC: 60F10 60H15 35R60 37L55 76A05 PDFBibTeX XMLCite \textit{J. Zhai} and \textit{T. Zhang}, Appl. Math. Optim. 75, No. 3, 471--498 (2017; Zbl 1370.60049) Full Text: DOI arXiv
Fujimoto, Kazufumi; Nagai, Hideo; Runggaldier, Wolfgang J. Expected power-utility maximization under incomplete information and with Cox-process observations. (English) Zbl 1259.93133 Appl. Math. Optim. 67, No. 1, 33-72 (2013). MSC: 93E20 91G10 93C41 PDFBibTeX XMLCite \textit{K. Fujimoto} et al., Appl. Math. Optim. 67, No. 1, 33--72 (2013; Zbl 1259.93133) Full Text: DOI
Tamura, Takashi; Watanabe, Yûsuke Hypoellipticity and ergodicity of the Wonham filter as a diffusion process. (English) Zbl 1232.93088 Appl. Math. Optim. 64, No. 1, 13-36 (2011). MSC: 93E11 60G35 60J20 93B07 PDFBibTeX XMLCite \textit{T. Tamura} and \textit{Y. Watanabe}, Appl. Math. Optim. 64, No. 1, 13--36 (2011; Zbl 1232.93088) Full Text: DOI
Chueshov, Igor; Millet, Annie Stochastic 2D hydrodynamical type systems: well posedness and large deviations. (English) Zbl 1196.49019 Appl. Math. Optim. 61, No. 3, 379-420 (2010). MSC: 49K40 93E20 PDFBibTeX XMLCite \textit{I. Chueshov} and \textit{A. Millet}, Appl. Math. Optim. 61, No. 3, 379--420 (2010; Zbl 1196.49019) Full Text: DOI arXiv
Liu, Wei Large deviations for stochastic evolution equations with small multiplicative noise. (English) Zbl 1387.60052 Appl. Math. Optim. 61, No. 1, 27-56 (2010). MSC: 60F10 60H10 76S05 PDFBibTeX XMLCite \textit{W. Liu}, Appl. Math. Optim. 61, No. 1, 27--56 (2010; Zbl 1387.60052) Full Text: DOI arXiv
Röckner, Michael; Zhang, Tusheng; Zhang, Xicheng Large deviations for stochastic tamed 3D Navier-Stokes equations. (English) Zbl 1195.60093 Appl. Math. Optim. 61, No. 2, 267-285 (2010). Reviewer: Michael Stauch (Berlin) MSC: 60H15 35Q30 60F10 PDFBibTeX XMLCite \textit{M. Röckner} et al., Appl. Math. Optim. 61, No. 2, 267--285 (2010; Zbl 1195.60093) Full Text: DOI
Comets, Francis; Delarue, François; Schott, René Large deviations analysis for distributed algorithms in an ergodic Markovian environment. (English) Zbl 1186.60021 Appl. Math. Optim. 60, No. 3, 341-396 (2009). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 60F10 60J99 PDFBibTeX XMLCite \textit{F. Comets} et al., Appl. Math. Optim. 60, No. 3, 341--396 (2009; Zbl 1186.60021) Full Text: DOI arXiv
Dai Pra, Paolo; Rudari, Cristina Large deviation limit for discrete-time, totally observed stochastic control problems with multiplicative cost. (English) Zbl 0869.93053 Appl. Math. Optimization 35, No. 2, 221-235 (1997). Reviewer: M.Nisio (Osaka) MSC: 93E20 60F10 PDFBibTeX XMLCite \textit{P. Dai Pra} and \textit{C. Rudari}, Appl. Math. Optim. 35, No. 2, 221--235 (1997; Zbl 0869.93053) Full Text: DOI
James, M. R.; Le Gland, F. Consistent parameter estimation for partially observed diffusions with small noise. (English) Zbl 0822.62068 Appl. Math. Optimization 32, No. 1, 47-72 (1995). MSC: 62M05 62F12 93E11 93E10 60F10 PDFBibTeX XMLCite \textit{M. R. James} and \textit{F. Le Gland}, Appl. Math. Optim. 32, No. 1, 47--72 (1995; Zbl 0822.62068) Full Text: DOI