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
Fathi, Max; Mikulincer, Dan; Shenfeld, Yair Transportation onto log-Lipschitz perturbations. (English) Zbl 07813045 Calc. Var. Partial Differ. Equ. 63, No. 3, Paper No. 61, 25 p. (2024). MSC: 49Q22 49R05 35P15 39B62 PDFBibTeX XMLCite \textit{M. Fathi} et al., Calc. Var. Partial Differ. Equ. 63, No. 3, Paper No. 61, 25 p. (2024; Zbl 07813045) Full Text: DOI arXiv
Kharroubi, Idris; Ocello, Antonio A stochastic target problem for branching diffusion processes. (English) Zbl 07812486 Stochastic Processes Appl. 170, Article ID 104278, 29 p. (2024). MSC: 35R60 35D40 35K10 49L20 49L25 60J80 91G20 PDFBibTeX XMLCite \textit{I. Kharroubi} and \textit{A. Ocello}, Stochastic Processes Appl. 170, Article ID 104278, 29 p. (2024; Zbl 07812486) Full Text: DOI arXiv
Kouhkouh, Hicham A viscous ergodic problem with unbounded and measurable ingredients. I: HJB equation. (English) Zbl 07800997 SIAM J. Control Optim. 62, No. 1, 415-440 (2024). MSC: 35F21 49L12 49K27 35J60 PDFBibTeX XMLCite \textit{H. Kouhkouh}, SIAM J. Control Optim. 62, No. 1, 415--440 (2024; Zbl 07800997) Full Text: DOI arXiv
Huang, Tanhao; Chen, Jinwen Markov decision processes under risk sensitivity: a discount vanishing approach. (English) Zbl 07799723 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 07799723) Full Text: DOI
Zhang, Jiaqi; Xiong, Jie Stochastic filtering under model ambiguity. (English) Zbl 07791632 J. Math. Anal. Appl. 533, No. 1, Article ID 128020, 14 p. (2024). MSC: 93E11 93C10 49N80 PDFBibTeX XMLCite \textit{J. Zhang} and \textit{J. Xiong}, J. Math. Anal. Appl. 533, No. 1, Article ID 128020, 14 p. (2024; Zbl 07791632) Full Text: DOI arXiv
Khanh, Huynh A variant of Caffarelli’s contraction theorem for probability distributions of negative powers. (English) Zbl 07784783 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 239, Article ID 113417, 13 p. (2024). MSC: 49Q22 35J96 49Q10 PDFBibTeX XMLCite \textit{H. Khanh}, Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 239, Article ID 113417, 13 p. (2024; Zbl 07784783) Full Text: DOI
Egorov, Sergei; Pergamenchtchikov, Serguei Optimal investment and consumption for financial markets with jumps under transaction costs. (English) Zbl 07782840 Finance Stoch. 28, No. 1, 123-159 (2024). MSC: 91G10 60G51 93E20 49L20 PDFBibTeX XMLCite \textit{S. Egorov} and \textit{S. Pergamenchtchikov}, Finance Stoch. 28, No. 1, 123--159 (2024; Zbl 07782840) Full Text: DOI
Jaffe, Adam Quinn A strong duality principle for equivalence couplings and total variation. (English) Zbl 1528.60009 Electron. J. Probab. 28, Paper No. 132, 33 p. (2023). MSC: 60A10 03E15 28A35 49N15 90C46 PDFBibTeX XMLCite \textit{A. Q. Jaffe}, Electron. J. Probab. 28, Paper No. 132, 33 p. (2023; Zbl 1528.60009) Full Text: DOI arXiv
Borda, Bence Empirical measures and random walks on compact spaces in the quadratic Wasserstein metric. (English) Zbl 07788732 Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 4, 2017-2035 (2023). MSC: 60G50 49Q22 60B15 60G10 PDFBibTeX XMLCite \textit{B. Borda}, Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 4, 2017--2035 (2023; Zbl 07788732) Full Text: DOI arXiv
Dolera, E.; Mainini, E. Lipschitz continuity of probability kernels in the optimal transport framework. (English) Zbl 07788724 Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 4, 1778-1812 (2023). MSC: 49Q22 60F10 62F15 PDFBibTeX XMLCite \textit{E. Dolera} and \textit{E. Mainini}, Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 4, 1778--1812 (2023; Zbl 07788724) Full Text: DOI arXiv
Milz, Johannes Reliable error estimates for optimal control of linear elliptic PDEs with random inputs. (English) Zbl 07787060 SIAM/ASA J. Uncertain. Quantif. 11, 1139-1163 (2023). MSC: 90C15 90C60 35Q93 35R60 49M25 49N10 65M60 65C05 PDFBibTeX XMLCite \textit{J. Milz}, SIAM/ASA J. Uncertain. Quantif. 11, 1139--1163 (2023; Zbl 07787060) Full Text: DOI arXiv
Herdegen, Martin; Munari, Cosimo An elementary proof of the dual representation of expected shortfall. (English) Zbl 07786146 Math. Financ. Econ. 17, No. 4, 655-662 (2023). MSC: 91G70 49N15 PDFBibTeX XMLCite \textit{M. Herdegen} and \textit{C. Munari}, Math. Financ. Econ. 17, No. 4, 655--662 (2023; Zbl 07786146) Full Text: DOI arXiv OA License
Mémoli, Facundo; Munk, Axel; Wan, Zhengchao; Weitkamp, Christoph The ultrametric Gromov-Wasserstein distance. (English) Zbl 07781566 Discrete Comput. Geom. 70, No. 4, 1378-1450 (2023). MSC: 53-XX 49Q22 53C23 53Z50 PDFBibTeX XMLCite \textit{F. Mémoli} et al., Discrete Comput. Geom. 70, No. 4, 1378--1450 (2023; Zbl 07781566) Full Text: DOI arXiv
Gao, Yuan; Liu, Jian-Guo Large deviation principle and thermodynamic limit of chemical master equation via nonlinear semigroup. (English) Zbl 1528.49026 Multiscale Model. Simul. 21, No. 4, 1534-1569 (2023). MSC: 49L25 35D40 60F10 60J74 92E20 37L05 PDFBibTeX XMLCite \textit{Y. Gao} and \textit{J.-G. Liu}, Multiscale Model. Simul. 21, No. 4, 1534--1569 (2023; Zbl 1528.49026) Full Text: DOI arXiv
Lei, Qian; Pun, Chi Seng An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix. (English) Zbl 07771778 Appl. Math. Optim. 88, No. 3, Paper No. 91, 46 p. (2023). MSC: 91G10 93E20 49L20 91A11 PDFBibTeX XMLCite \textit{Q. Lei} and \textit{C. S. Pun}, Appl. Math. Optim. 88, No. 3, Paper No. 91, 46 p. (2023; Zbl 07771778) Full Text: DOI
Morzhin, O. V.; Pechen, A. N. On optimization of coherent and incoherent controls for two-level quantum systems. (English) Zbl 07771716 Izv. Math. 87, No. 5, 1024-1050 (2023); and Izv. Ross. Akad. Nauk, Ser. Mat. 87, No. 5, 177-203 (2023). MSC: 81P16 81Q93 49M05 35Q40 PDFBibTeX XMLCite \textit{O. V. Morzhin} and \textit{A. N. Pechen}, Izv. Math. 87, No. 5, 1024--1050 (2023; Zbl 07771716) Full Text: DOI arXiv MNR
Federico, Salvatore; Ferrari, Giorgio; Rodosthenous, Neofytos Two-sided singular control of an inventory with unknown demand trend. (English) Zbl 1526.93277 SIAM J. Control Optim. 61, No. 5, 3076-3101 (2023). MSC: 93E20 93E11 91A55 49J40 90B05 PDFBibTeX XMLCite \textit{S. Federico} et al., SIAM J. Control Optim. 61, No. 5, 3076--3101 (2023; Zbl 1526.93277) Full Text: DOI arXiv
Grandits, Peter Some global topological properties of a free boundary problem appearing in a two dimensional controlled ruin problem. (English) Zbl 1526.93279 Math. Control Signals Syst. 35, No. 4, 927-949 (2023). MSC: 93E20 49J20 35R35 91G05 PDFBibTeX XMLCite \textit{P. Grandits}, Math. Control Signals Syst. 35, No. 4, 927--949 (2023; Zbl 1526.93279) Full Text: DOI OA License
Du, Qiang; Sagiv, Amir Minimizing optimal transport for functions with fixed-size nodal sets. (English) Zbl 07741968 J. Nonlinear Sci. 33, No. 5, Paper No. 95, 40 p. (2023). MSC: 28A75 49Q05 49Q22 52C35 PDFBibTeX XMLCite \textit{Q. Du} and \textit{A. Sagiv}, J. Nonlinear Sci. 33, No. 5, Paper No. 95, 40 p. (2023; Zbl 07741968) Full Text: DOI arXiv
Mariano, Phanuel; Panzo, Hugo; Wang, Jing Improved upper bounds for the hot spots constant of Lipschitz domains. (English) Zbl 1522.35120 Potential Anal. 59, No. 2, 771-787 (2023). Reviewer: Andreas Kleefeld (Jülich) MSC: 35B50 35J25 35P15 60J65 49Q10 PDFBibTeX XMLCite \textit{P. Mariano} et al., Potential Anal. 59, No. 2, 771--787 (2023; Zbl 1522.35120) Full Text: DOI arXiv
Naha, Arunava; Teixeira, André M. H.; Ahlén, Anders; Dey, Subhrakanti Quickest detection of deception attacks on cyber-physical systems with a parsimonious watermarking policy. (English) Zbl 1520.93195 Automatica 155, Article ID 111147, 17 p. (2023). MSC: 93B70 93C83 93E20 49L20 49N10 PDFBibTeX XMLCite \textit{A. Naha} et al., Automatica 155, Article ID 111147, 17 p. (2023; Zbl 1520.93195) Full Text: DOI arXiv
Djete, Mao Fabrice Mean field games of controls: on the convergence of Nash equilibria. (English) Zbl 1520.91049 Ann. Appl. Probab. 33, No. 4, 2824-2862 (2023). MSC: 91A16 49N80 93E20 60H30 PDFBibTeX XMLCite \textit{M. F. Djete}, Ann. Appl. Probab. 33, No. 4, 2824--2862 (2023; Zbl 1520.91049) Full Text: DOI arXiv Link
Lacker, Daniel; Le Flem, Luc Closed-loop convergence for mean field games with common noise. (English) Zbl 1519.49026 Ann. Appl. Probab. 33, No. 4, 2681-2733 (2023). MSC: 49N80 91A06 93E20 PDFBibTeX XMLCite \textit{D. Lacker} and \textit{L. Le Flem}, Ann. Appl. Probab. 33, No. 4, 2681--2733 (2023; Zbl 1519.49026) Full Text: DOI arXiv Link
Lamboni, Matieyendou On exact distribution for multivariate weighted distributions and classification. (English) Zbl 1517.60023 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 41, 26 p. (2023). MSC: 60E05 62E10 65C20 49Q12 PDFBibTeX XMLCite \textit{M. Lamboni}, Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 41, 26 p. (2023; Zbl 1517.60023) Full Text: DOI
Dhama, Shivam; Pahlajani, Chetan D. Approximation of linear controlled dynamical systems with small random noise and fast periodic sampling. (English) Zbl 1516.49031 Math. Control Relat. Fields 13, No. 3, 852-872 (2023). MSC: 49N05 49N10 49N35 93B52 60J99 PDFBibTeX XMLCite \textit{S. Dhama} and \textit{C. D. Pahlajani}, Math. Control Relat. Fields 13, No. 3, 852--872 (2023; Zbl 1516.49031) Full Text: DOI arXiv
Chessari, Jared; Kawai, Reiichiro; Shinozaki, Yuji; Yamada, Toshihiro Numerical methods for backward stochastic differential equations: a survey. (English) Zbl 1515.65023 Probab. Surv. 20, 486-567 (2023). MSC: 65C30 60H35 65C05 93E20 49L20 60H07 68T07 65-02 PDFBibTeX XMLCite \textit{J. Chessari} et al., Probab. Surv. 20, 486--567 (2023; Zbl 1515.65023) Full Text: DOI arXiv Link
Amine, Oussama; Mansouri, Abdol-Reza; Proske, Frank Well-posedness of the deterministic transport equation with singular velocity field perturbed along fractional Brownian paths. (English) Zbl 07681521 J. Differ. Equations 362, 106-172 (2023). Reviewer: Denis R. Bell (Jacksonville) MSC: 60H10 49N60 91G80 PDFBibTeX XMLCite \textit{O. Amine} et al., J. Differ. Equations 362, 106--172 (2023; Zbl 07681521) Full Text: DOI arXiv
Jusselin, Paul; Mastrolia, Thibaut Scaling limit for stochastic control problems in population dynamics. (English) Zbl 1512.92070 Appl. Math. Optim. 88, No. 1, Paper No. 14, 52 p. (2023). MSC: 92D25 93E20 49J45 PDFBibTeX XMLCite \textit{P. Jusselin} and \textit{T. Mastrolia}, Appl. Math. Optim. 88, No. 1, Paper No. 14, 52 p. (2023; Zbl 1512.92070) Full Text: DOI arXiv
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
Camilli, Fabio; Marchi, Claudio On quasi-stationary Mean Field Games of Controls. (English) Zbl 1511.35349 Appl. Math. Optim. 87, No. 3, Paper No. 47, 31 p. (2023). MSC: 35Q91 35Q89 91A16 49N70 35B40 PDFBibTeX XMLCite \textit{F. Camilli} and \textit{C. Marchi}, Appl. Math. Optim. 87, No. 3, Paper No. 47, 31 p. (2023; Zbl 1511.35349) Full Text: DOI arXiv
Lempa, Jukka; Saarinen, Harto A zero-sum Poisson stopping game with asymmetric signal rates. (English) Zbl 1523.60070 Appl. Math. Optim. 87, No. 3, Paper No. 35, 32 p. (2023). MSC: 60G40 49L20 91A05 91A55 60J60 PDFBibTeX XMLCite \textit{J. Lempa} and \textit{H. Saarinen}, Appl. Math. Optim. 87, No. 3, Paper No. 35, 32 p. (2023; Zbl 1523.60070) Full Text: DOI
Çağlar, Mine; Demirel, İhsan Regularity of the backward Monge potential and the Monge-Ampère equation on Wiener space. (English) Zbl 1515.60173 Stud. Math. 269, No. 2, 139-165 (2023). MSC: 60H07 49J27 PDFBibTeX XMLCite \textit{M. Çağlar} and \textit{İ. Demirel}, Stud. Math. 269, No. 2, 139--165 (2023; Zbl 1515.60173) Full Text: DOI arXiv
Calzola, Elisa; Carlini, Elisabetta; Dupuis, Xavier; Silva, Francisco J. A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with oblique derivatives boundary conditions. (English) Zbl 1505.49022 Numer. Math. 153, No. 1, 49-84 (2023). MSC: 49L12 49L25 35F21 65M12 35K55 49L20 PDFBibTeX XMLCite \textit{E. Calzola} et al., Numer. Math. 153, No. 1, 49--84 (2023; Zbl 1505.49022) Full Text: DOI arXiv
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
Bernton, Espen; Ghosal, Promit; Nutz, Marcel Entropic optimal transport: geometry and large deviations. (English) Zbl 1503.49036 Duke Math. J. 171, No. 16, 3363-3400 (2022). MSC: 49Q22 60F10 90C25 PDFBibTeX XMLCite \textit{E. Bernton} et al., Duke Math. J. 171, No. 16, 3363--3400 (2022; Zbl 1503.49036) Full Text: DOI arXiv
Holevo, A. S. On optimization problem for positive operator-valued measures. (English) Zbl 1515.81057 Lobachevskii J. Math. 43, No. 7, 1646-1650 (2022). MSC: 81P45 81P47 94A40 81P40 62C10 81P16 90C25 49K27 46G10 PDFBibTeX XMLCite \textit{A. S. Holevo}, Lobachevskii J. Math. 43, No. 7, 1646--1650 (2022; Zbl 1515.81057) Full Text: DOI
Costa, O. L. V.; Dufour, F. Optimal control of piecewise deterministic Markov processes. (English) Zbl 1504.93397 Yin, George (ed.) et al., Stochastic analysis, filtering, and stochastic optimization. A commemorative volume to honor Mark H. A. Davis’s contributions. Cham: Springer. 53-77 (2022). MSC: 93E20 49L12 PDFBibTeX XMLCite \textit{O. L. V. Costa} and \textit{F. Dufour}, in: Stochastic analysis, filtering, and stochastic optimization. A commemorative volume to honor Mark H. A. Davis's contributions. Cham: Springer. 53--77 (2022; Zbl 1504.93397) Full Text: DOI
di Nunno, Giulia On stochastic control for time changed Lévy dynamics. (English) Zbl 1498.49065 S\(\vec{\text{e}}\)MA J. 79, No. 3, 529-547 (2022). MSC: 49N70 91A30 93E20 60H07 60H20 60G60 PDFBibTeX XMLCite \textit{G. di Nunno}, S\(\vec{\text{e}}\)MA J. 79, No. 3, 529--547 (2022; Zbl 1498.49065) Full Text: DOI
Duncan, Tyrone E.; Pasik-Duncan, Bozenna Advances in noise modeling for stochastic systems in optimal control. (English) Zbl 1498.93776 Matematica 1, No. 3, 685-695 (2022). MSC: 93E20 49N10 60H30 PDFBibTeX XMLCite \textit{T. E. Duncan} and \textit{B. Pasik-Duncan}, Matematica 1, No. 3, 685--695 (2022; Zbl 1498.93776) Full Text: DOI
Auricchio, Gennaro; Veneroni, Marco On the structure of optimal transportation plans between discrete measures. (English) Zbl 1497.49055 Appl. Math. Optim. 85, No. 3, Paper No. 42, 17 p. (2022). MSC: 49Q22 05C70 39B62 PDFBibTeX XMLCite \textit{G. Auricchio} and \textit{M. Veneroni}, Appl. Math. Optim. 85, No. 3, Paper No. 42, 17 p. (2022; Zbl 1497.49055) Full Text: DOI arXiv
Cirant, Marco; Ghilli, Daria Existence and non-existence for time-dependent mean field games with strong aggregation. (English) Zbl 1497.35472 Math. Ann. 383, No. 3-4, 1285-1318 (2022). MSC: 35Q89 35K40 35A01 35B50 91A16 49N80 PDFBibTeX XMLCite \textit{M. Cirant} and \textit{D. Ghilli}, Math. Ann. 383, No. 3--4, 1285--1318 (2022; Zbl 1497.35472) Full Text: DOI arXiv
Klatt, Marcel; Munk, Axel; Zemel, Yoav Limit laws for empirical optimal solutions in random linear programs. (English) Zbl 1492.90105 Ann. Oper. Res. 315, No. 1, 251-278 (2022). MSC: 90C15 90C05 90C31 62E20 49N15 PDFBibTeX XMLCite \textit{M. Klatt} et al., Ann. Oper. Res. 315, No. 1, 251--278 (2022; Zbl 1492.90105) Full Text: DOI
Diem, Huynh Thi Hong Consistency of statistical estimators of solutions to stochastic optimization problems. (English) Zbl 1495.90117 J. Glob. Optim. 83, No. 4, 825-842 (2022). MSC: 90C15 90C31 49J53 47H04 PDFBibTeX XMLCite \textit{H. T. H. Diem}, J. Glob. Optim. 83, No. 4, 825--842 (2022; Zbl 1495.90117) Full Text: DOI
Perninge, Magnus Sequential systems of reflected backward stochastic differential equations with application to impulse control. (English) Zbl 1493.60101 Appl. Math. Optim. 86, No. 2, Paper No. 19, 59 p. (2022). MSC: 60H15 49N25 91A23 91A15 60J65 PDFBibTeX XMLCite \textit{M. Perninge}, Appl. Math. Optim. 86, No. 2, Paper No. 19, 59 p. (2022; Zbl 1493.60101) Full Text: DOI
Finster, Felix; Langer, Christoph Causal variational principles in the \(\sigma\)-locally compact setting: existence of minimizers. (English) Zbl 1494.49002 Adv. Calc. Var. 15, No. 3, 551-575 (2022). Reviewer: Alain Brillard (Riedisheim) MSC: 49J21 28A33 46E27 54E35 PDFBibTeX XMLCite \textit{F. Finster} and \textit{C. Langer}, Adv. Calc. Var. 15, No. 3, 551--575 (2022; Zbl 1494.49002) Full Text: DOI arXiv
Caubet, Fabien; Dambrine, Marc; Mahadevan, Rajesh Shape sensitivity of eigenvalue functionals for scalar problems: computing the semi-derivative of a minimum. (English) Zbl 1492.49040 Appl. Math. Optim. 86, No. 1, Paper No. 10, 34 p. (2022). MSC: 49Q10 35P15 49R05 PDFBibTeX XMLCite \textit{F. Caubet} et al., Appl. Math. Optim. 86, No. 1, Paper No. 10, 34 p. (2022; Zbl 1492.49040) Full Text: DOI
Jasra, Ajay; Heng, Jeremy; Xu, Yaxian; Bishop, Adrian N. A multilevel approach for stochastic nonlinear optimal control. (English) Zbl 1492.93201 Int. J. Control 95, No. 5, 1290-1304 (2022). MSC: 93E20 93C10 49N10 PDFBibTeX XMLCite \textit{A. Jasra} et al., Int. J. Control 95, No. 5, 1290--1304 (2022; Zbl 1492.93201) Full Text: DOI arXiv
Palamarchuk, E. S. On optimal stochastic linear quadratic control with inversely proportional time-weighting in the cost. (English. Russian original) Zbl 1490.93133 Theory Probab. Appl. 67, No. 1, 28-43 (2022); translation from Teor. Veroyatn. Primen. 67, No. 1, 37-56 (2022). MSC: 93E20 49N10 PDFBibTeX XMLCite \textit{E. S. Palamarchuk}, Theory Probab. Appl. 67, No. 1, 28--43 (2022; Zbl 1490.93133); translation from Teor. Veroyatn. Primen. 67, No. 1, 37--56 (2022) Full Text: DOI
Escobar-Anel, Marcos; Kschonnek, Michel; Zagst, Rudi Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation. (English) Zbl 1484.91419 Math. Methods Oper. Res. 95, No. 1, 101-140 (2022). MSC: 91G10 49L20 PDFBibTeX XMLCite \textit{M. Escobar-Anel} et al., Math. Methods Oper. Res. 95, No. 1, 101--140 (2022; Zbl 1484.91419) Full Text: DOI
Camilli, Fabio; Tang, Qing Rates of convergence for the policy iteration method for mean field games systems. (English) Zbl 1485.91019 J. Math. Anal. Appl. 512, No. 1, Article ID 126138, 18 p. (2022). MSC: 91A16 49N80 49L12 PDFBibTeX XMLCite \textit{F. Camilli} and \textit{Q. Tang}, J. Math. Anal. Appl. 512, No. 1, Article ID 126138, 18 p. (2022; Zbl 1485.91019) Full Text: DOI arXiv
Hu, Ying; Shi, Xiaomin; Xu, Zuo Quan Constrained stochastic LQ control with regime switching and application to portfolio selection. (English) Zbl 1484.91425 Ann. Appl. Probab. 32, No. 1, 426-460 (2022). MSC: 91G10 93E20 49N10 60H30 PDFBibTeX XMLCite \textit{Y. Hu} et al., Ann. Appl. Probab. 32, No. 1, 426--460 (2022; Zbl 1484.91425) Full Text: DOI arXiv
Milman, Emanuel; Neeman, Joe The Gaussian double-bubble and multi-bubble conjectures. (English) Zbl 1484.49072 Ann. Math. (2) 195, No. 1, 89-206 (2022). MSC: 49Q20 53A10 PDFBibTeX XMLCite \textit{E. Milman} and \textit{J. Neeman}, Ann. Math. (2) 195, No. 1, 89--206 (2022; Zbl 1484.49072) Full Text: DOI arXiv
Jelito, Damian; Stettner, Łukasz Risk-sensitive optimal stopping with unbounded terminal cost function. (English) Zbl 1485.93633 Electron. J. Probab. 27, Paper No. 4, 30 p. (2022). MSC: 93E20 60G40 49J21 PDFBibTeX XMLCite \textit{D. Jelito} and \textit{Ł. Stettner}, Electron. J. Probab. 27, Paper No. 4, 30 p. (2022; Zbl 1485.93633) Full Text: DOI arXiv
Dufour, Francois; Piunovskiy, Alexey; Plakhov, Alexander On the equivalence of the integral and differential Bellman equations in impulse control problems. (English) Zbl 1482.49038 Int. J. Control 95, No. 1, 173-186 (2022). MSC: 49N25 49L20 90C40 PDFBibTeX XMLCite \textit{F. Dufour} et al., Int. J. Control 95, No. 1, 173--186 (2022; Zbl 1482.49038) Full Text: DOI Link
Bogachev, V. I. Kantorovich problems with a parameter and density constraints. (English. Russian original) Zbl 1482.49050 Sib. Math. J. 63, No. 1, 34-47 (2022); translation from Sib. Mat. Zh. 63, No. 1, 42-57 (2022). Reviewer: Jie Xiao (St. John’s) MSC: 49Q20 PDFBibTeX XMLCite \textit{V. I. Bogachev}, Sib. Math. J. 63, No. 1, 34--47 (2022; Zbl 1482.49050); translation from Sib. Mat. Zh. 63, No. 1, 42--57 (2022) Full Text: DOI
Wang, Tianxiao Optimality conditions in linear quadratic problems with random coefficients and applications. (Chinese. English summary) Zbl 1524.49063 Chin. Ann. Math., Ser. A 42, No. 3, 331-348 (2021). MSC: 49N10 49K45 60H10 93E20 34F05 PDFBibTeX XMLCite \textit{T. Wang}, Chin. Ann. Math., Ser. A 42, No. 3, 331--348 (2021; Zbl 1524.49063) Full Text: DOI
Hintermüller, Michael (ed.); Kunisch, Karl (ed.); Leugering, Günter (ed.); Rocca, Elisabetta (ed.) Challenges in optimization with complex PDE-systems. Abstracts from the workshop held February 14–20, 2021 (hybrid meeting). (English) Zbl 1487.00039 Oberwolfach Rep. 18, No. 1, 419-506 (2021). MSC: 00B05 00B25 35-06 49-06 35Q90 35Q93 35R06 49J20 49J21 49J40 49J52 49J53 49K20 49K21 49Mxx 49N45 49Q10 65M06 90C46 90C48 PDFBibTeX XMLCite \textit{M. Hintermüller} (ed.) et al., Oberwolfach Rep. 18, No. 1, 419--506 (2021; Zbl 1487.00039) Full Text: DOI
Hamidoğlu, A.; Taghiyev, M. H.; Weber, G. W. On building two-player games with treatment schedules for the SIR model. (English) Zbl 1486.92230 Azerb. J. Math. 11, No. 2, 183-195 (2021). MSC: 92D30 91A05 91A24 91A80 49N75 PDFBibTeX XMLCite \textit{A. Hamidoğlu} et al., Azerb. J. Math. 11, No. 2, 183--195 (2021; Zbl 1486.92230) Full Text: Link
Koltai, Péter; von Lindheim, Johannes; Neumayer, Sebastian; Steidl, Gabriele Transfer operators from optimal transport plans for coherent set detection. (English) Zbl 1518.49051 Physica D 426, Article ID 132980, 18 p. (2021). MSC: 49Q22 PDFBibTeX XMLCite \textit{P. Koltai} et al., Physica D 426, Article ID 132980, 18 p. (2021; Zbl 1518.49051) Full Text: DOI arXiv
Kolokoltsov, V. N.; Troeva, M. S. Abstract McKean-Vlasov and Hamilton-Jacobi-Bellman equations, their fractional versions and related forward-backward systems on Riemannian manifolds. (English. Russian original) Zbl 1486.35436 Proc. Steklov Inst. Math. 315, 118-139 (2021); translation from Tr. Mat. Inst. Steklova 315, 128-150 (2021). MSC: 35R11 35F21 35R01 47D06 49L12 49N80 PDFBibTeX XMLCite \textit{V. N. Kolokoltsov} and \textit{M. S. Troeva}, Proc. Steklov Inst. Math. 315, 118--139 (2021; Zbl 1486.35436); translation from Tr. Mat. Inst. Steklova 315, 128--150 (2021) Full Text: DOI arXiv
Bai, Lihua; Ma, Jin Optimal investment and dividend strategy under renewal risk model. (English) Zbl 1484.91369 SIAM J. Control Optim. 59, No. 6, 4590-4614 (2021). MSC: 91G05 60K10 93E20 35R60 49L25 PDFBibTeX XMLCite \textit{L. Bai} and \textit{J. Ma}, SIAM J. Control Optim. 59, No. 6, 4590--4614 (2021; Zbl 1484.91369) Full Text: DOI
Palamarchuk, E. S. Time invariance of optimal control in a stochastic linear controller design with dynamic scaling of coefficients. (English. Russian original) Zbl 1478.93740 J. Comput. Syst. Sci. Int. 60, No. 2, 202-212 (2021); translation from Izv. Ross. Akad. Nauk, Teor. Sist. Upr. 2021, No. 2, 35-46 (2021). Reviewer: Kurt Marti (München) MSC: 93E20 49N10 PDFBibTeX XMLCite \textit{E. S. Palamarchuk}, J. Comput. Syst. Sci. Int. 60, No. 2, 202--212 (2021; Zbl 1478.93740); translation from Izv. Ross. Akad. Nauk, Teor. Sist. Upr. 2021, No. 2, 35--46 (2021) Full Text: DOI
Federico, Salvatore; Ferrari, Giorgio; Schuhmann, Patrick Singular control of the drift of a Brownian system. (English) Zbl 1476.93157 Appl. Math. Optim. 84, Suppl. 1, S561-S590 (2021). MSC: 93E20 91A55 49L25 60J65 PDFBibTeX XMLCite \textit{S. Federico} et al., Appl. Math. Optim. 84, S561--S590 (2021; Zbl 1476.93157) Full Text: DOI
Ferré, Grégoire; Grafke, Tobias Approximate optimal controls via instanton expansion for low temperature free energy computation. (English) Zbl 1475.49027 Multiscale Model. Simul. 19, No. 3, 1310-1332 (2021). MSC: 49K21 49S05 60F10 82M31 65C05 49M99 PDFBibTeX XMLCite \textit{G. Ferré} and \textit{T. Grafke}, Multiscale Model. Simul. 19, No. 3, 1310--1332 (2021; Zbl 1475.49027) Full Text: DOI arXiv
Cacace, Simone; Camilli, Fabio; Goffi, Alessandro A policy iteration method for mean field games. (English) Zbl 1473.49043 ESAIM, Control Optim. Calc. Var. 27, Paper No. 85, 19 p. (2021). MSC: 49N70 35Q91 91A16 49M15 PDFBibTeX XMLCite \textit{S. Cacace} et al., ESAIM, Control Optim. Calc. Var. 27, Paper No. 85, 19 p. (2021; Zbl 1473.49043) Full Text: DOI arXiv
Vysotsky, Vladislav Contraction principle for trajectories of random walks and Cramér’s theorem for kernel-weighted sums. (English) Zbl 1472.60053 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1103-1125 (2021). MSC: 60F10 60G50 49J45 52A22 54A10 60B11 PDFBibTeX XMLCite \textit{V. Vysotsky}, ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1103--1125 (2021; Zbl 1472.60053) Full Text: arXiv Link
Palamarchuk, E. S. Optimal control for a linear quadratic problem with a stochastic time scale. (English. Russian original) Zbl 1466.93180 Autom. Remote Control 82, No. 5, 759-771 (2021); translation from Avtom. Telemekh. 2021, No. 5, 20-34 (2021). MSC: 93E20 49N10 93C70 PDFBibTeX XMLCite \textit{E. S. Palamarchuk}, Autom. Remote Control 82, No. 5, 759--771 (2021; Zbl 1466.93180); translation from Avtom. Telemekh. 2021, No. 5, 20--34 (2021) Full Text: DOI
Carmona, René; Laurière, Mathieu Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. I: The ergodic case. (English) Zbl 1479.65013 SIAM J. Numer. Anal. 59, No. 3, 1455-1485 (2021). Reviewer: Chandrasekhar Salimath (Bengaluru) MSC: 65M99 65M60 65M12 65M15 68T07 92B20 49N80 91A16 93E20 35Q89 35Q93 35R60 PDFBibTeX XMLCite \textit{R. Carmona} and \textit{M. Laurière}, SIAM J. Numer. Anal. 59, No. 3, 1455--1485 (2021; Zbl 1479.65013) Full Text: DOI arXiv
Ishii, Hitoshi; Roch, Alexandre Existence and uniqueness of viscosity solutions of an integro-differential equation arising in option pricing. (English) Zbl 1461.91313 SIAM J. Financ. Math. 12, No. 2, 604-640 (2021). MSC: 91G20 60G40 49L25 60J70 PDFBibTeX XMLCite \textit{H. Ishii} and \textit{A. Roch}, SIAM J. Financ. Math. 12, No. 2, 604--640 (2021; Zbl 1461.91313) Full Text: DOI
Eckstein, Stephan; Kupper, Michael Computation of optimal transport and related hedging problems via penalization and neural networks. (English) Zbl 1462.49073 Appl. Math. Optim. 83, No. 2, 639-667 (2021). Reviewer: Nikolay Kyurkchiev (Plovdiv) MSC: 49Q22 92B20 PDFBibTeX XMLCite \textit{S. Eckstein} and \textit{M. Kupper}, Appl. Math. Optim. 83, No. 2, 639--667 (2021; Zbl 1462.49073) Full Text: DOI arXiv
Scarpa, Luca; Stefanelli, Ulisse Stochastic PDEs via convex minimization. (English) Zbl 1460.35403 Commun. Partial Differ. Equations 46, No. 1, 66-97 (2021). MSC: 35R60 35A15 35K55 49J27 PDFBibTeX XMLCite \textit{L. Scarpa} and \textit{U. Stefanelli}, Commun. Partial Differ. Equations 46, No. 1, 66--97 (2021; Zbl 1460.35403) Full Text: DOI arXiv
Federico, Salvatore; Ferrari, Giorgio Taming the spread of an epidemic by lockdown policies. (English) Zbl 1459.91090 J. Math. Econ. 93, Article ID 102453, 12 p. (2021). MSC: 91B55 92D30 93E20 49L25 PDFBibTeX XMLCite \textit{S. Federico} and \textit{G. Ferrari}, J. Math. Econ. 93, Article ID 102453, 12 p. (2021; Zbl 1459.91090) Full Text: DOI arXiv
Steinerberger, Stefan Wasserstein distance, Fourier series and applications. (English) Zbl 1457.60005 Monatsh. Math. 194, No. 2, 305-338 (2021). MSC: 60B10 42A05 42A16 11L03 35B05 49Q20 11K38 60E05 PDFBibTeX XMLCite \textit{S. Steinerberger}, Monatsh. Math. 194, No. 2, 305--338 (2021; Zbl 1457.60005) Full Text: DOI arXiv
Gao, Tingran; Brodzki, Jacek; Mukherjee, Sayan The geometry of synchronization problems and learning group actions. (English) Zbl 1456.05105 Discrete Comput. Geom. 65, No. 1, 150-211 (2021). MSC: 05C50 62H30 57R22 58A14 28D05 35B65 35J60 49N90 49Q20 PDFBibTeX XMLCite \textit{T. Gao} et al., Discrete Comput. Geom. 65, No. 1, 150--211 (2021; Zbl 1456.05105) Full Text: DOI arXiv Link
Colombo, Maria; Fathi, Max Bounds on optimal transport maps onto log-concave measures. (English) Zbl 1456.49036 J. Differ. Equations 271, 1007-1022 (2021). Reviewer: Xin Yang Lu (Thunder Bay) MSC: 49Q22 90B06 60B05 60E05 PDFBibTeX XMLCite \textit{M. Colombo} and \textit{M. Fathi}, J. Differ. Equations 271, 1007--1022 (2021; Zbl 1456.49036) Full Text: DOI arXiv
Xu, Zhenda Stochastic recursive optimal control problem with obstacle constraint involving diffusion type control. (English) Zbl 1485.93642 Adv. Difference Equ. 2020, Paper No. 381, 20 p. (2020). MSC: 93E20 60H10 49K45 60G40 91G80 PDFBibTeX XMLCite \textit{Z. Xu}, Adv. Difference Equ. 2020, Paper No. 381, 20 p. (2020; Zbl 1485.93642) Full Text: DOI
Basile, Giada; Benedetto, Dario; Bertini, Lorenzo A gradient flow approach to linear Boltzmann equations. (English) Zbl 1473.35386 Ann. Sc. Norm. Super. Pisa, Cl. Sci. (5) 21, Spec. Iss., 943-975 (2020). MSC: 35Q20 82C40 49Q20 76P05 35R06 PDFBibTeX XMLCite \textit{G. Basile} et al., Ann. Sc. Norm. Super. Pisa, Cl. Sci. (5) 21, 943--975 (2020; Zbl 1473.35386) Full Text: DOI arXiv
Hamadène, Said; Mu, Rui Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games. (English) Zbl 1471.49026 Stochastic Processes Appl. 130, No. 11, 6901-6926 (2020). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 49N70 49N90 91A15 49K30 PDFBibTeX XMLCite \textit{S. Hamadène} and \textit{R. Mu}, Stochastic Processes Appl. 130, No. 11, 6901--6926 (2020; Zbl 1471.49026) Full Text: DOI arXiv
Ivanov, A. V. On uniform distributions on metric compacta. (English. Russian original) Zbl 1456.49033 Sib. Math. J. 61, No. 6, 1075-1086 (2020); translation from Sib. Mat. Zh. 61, No. 6, 1343-1358 (2020). MSC: 49Q15 PDFBibTeX XMLCite \textit{A. V. Ivanov}, Sib. Math. J. 61, No. 6, 1075--1086 (2020; Zbl 1456.49033); translation from Sib. Mat. Zh. 61, No. 6, 1343--1358 (2020) Full Text: DOI
Capuzzo Dolcetta, Italo Perron-Frobenius, principal eigenvalue, maximum principle: a personal itinerary. (English) Zbl 1454.35076 Rend. Mat. Appl., VII. Ser. 41, No. 3-4, 237-250 (2020). MSC: 35J15 35J47 35J87 15A18 47H25 49L25 49R05 PDFBibTeX XMLCite \textit{I. Capuzzo Dolcetta}, Rend. Mat. Appl., VII. Ser. 41, No. 3--4, 237--250 (2020; Zbl 1454.35076) Full Text: Link
Baños, David; Nilssen, Torstein; Proske, Frank Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift. (English) Zbl 1456.60140 J. Dyn. Differ. Equations 32, No. 4, 1819-1866 (2020). MSC: 60H10 60G22 49N60 PDFBibTeX XMLCite \textit{D. Baños} et al., J. Dyn. Differ. Equations 32, No. 4, 1819--1866 (2020; Zbl 1456.60140) Full Text: DOI arXiv Link
Federico, Salvatore; Ferrari, Giorgio; Schuhmann, Patrick A singular stochastic control problem with interconnected dynamics. (English) Zbl 1451.93416 SIAM J. Control Optim. 58, No. 5, 2821-2853 (2020). MSC: 93E20 91A55 49L25 91B64 PDFBibTeX XMLCite \textit{S. Federico} et al., SIAM J. Control Optim. 58, No. 5, 2821--2853 (2020; Zbl 1451.93416) Full Text: DOI arXiv
Olgiati, Alessandro; Rougerie, Nicolas Stability of the Laughlin phase against long-range interactions. (English) Zbl 1441.82019 Arch. Ration. Mech. Anal. 237, No. 3, 1475-1515 (2020). MSC: 82C22 82D05 82B20 81V70 81V10 49J53 26A33 35R11 PDFBibTeX XMLCite \textit{A. Olgiati} and \textit{N. Rougerie}, Arch. Ration. Mech. Anal. 237, No. 3, 1475--1515 (2020; Zbl 1441.82019) Full Text: DOI arXiv
Aurell, Alexander; Djehiche, Boualem Behavior near walls in the mean-field approach to crowd dynamics. (English) Zbl 1439.49071 SIAM J. Appl. Math. 80, No. 3, 1153-1174 (2020). MSC: 49N90 49K15 60H10 60K35 93E20 PDFBibTeX XMLCite \textit{A. Aurell} and \textit{B. Djehiche}, SIAM J. Appl. Math. 80, No. 3, 1153--1174 (2020; Zbl 1439.49071) Full Text: DOI arXiv
Fathi, Max; Gozlan, Nathael; Prod’homme, Maxime A proof of the Caffarelli contraction theorem via entropic regularization. (English) Zbl 1458.49038 Calc. Var. Partial Differ. Equ. 59, No. 3, Paper No. 96, 18 p. (2020). MSC: 49Q22 49J55 60E15 60G42 28A33 PDFBibTeX XMLCite \textit{M. Fathi} et al., Calc. Var. Partial Differ. Equ. 59, No. 3, Paper No. 96, 18 p. (2020; Zbl 1458.49038) Full Text: DOI arXiv
Steinerberger, Stefan A metric Sturm-Liouville theory in two dimensions. (English) Zbl 1431.28004 Calc. Var. Partial Differ. Equ. 59, No. 1, Paper No. 12, 14 p. (2020). Reviewer: Guy Katriel (Haifa) MSC: 28A75 34B24 35B05 35P20 49Q20 35J15 34C10 PDFBibTeX XMLCite \textit{S. Steinerberger}, Calc. Var. Partial Differ. Equ. 59, No. 1, Paper No. 12, 14 p. (2020; Zbl 1431.28004) Full Text: DOI arXiv
Ma, Jingtang; Li, Wenyuan; Zheng, Harry Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model. (English) Zbl 1431.91367 Eur. J. Oper. Res. 280, No. 2, 428-440 (2020). MSC: 91G10 49L20 60H30 65C05 91B70 93E20 PDFBibTeX XMLCite \textit{J. Ma} et al., Eur. J. Oper. Res. 280, No. 2, 428--440 (2020; Zbl 1431.91367) Full Text: DOI arXiv
Costa, O. L. V.; Dufour, F. Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes. (English) Zbl 1502.90187 Stochastics 91, No. 6, 817-835 (2019). MSC: 90C40 49L20 60J25 93E20 PDFBibTeX XMLCite \textit{O. L. V. Costa} and \textit{F. Dufour}, Stochastics 91, No. 6, 817--835 (2019; Zbl 1502.90187) Full Text: DOI
Hamadene, Said; Mannucci, Paola Regularity of Nash payoffs of Markovian nonzero-sum stochastic differential games. (English) Zbl 1498.91035 Stochastics 91, No. 5, 695-715 (2019). MSC: 91A15 91A23 49L20 60H10 93E20 PDFBibTeX XMLCite \textit{S. Hamadene} and \textit{P. Mannucci}, Stochastics 91, No. 5, 695--715 (2019; Zbl 1498.91035) Full Text: DOI arXiv
Li, Juan; Li, Wenqiang Nash equilibrium payoffs for non-zero-sum stochastic differential games without Isaacs condition. (English) Zbl 1497.91030 Stochastics 91, No. 1, 1-36 (2019). MSC: 91A15 49L25 PDFBibTeX XMLCite \textit{J. Li} and \textit{W. Li}, Stochastics 91, No. 1, 1--36 (2019; Zbl 1497.91030) Full Text: DOI
Guo, Gaoyue; Obłój, Jan Computational methods for martingale optimal transport problems. (English) Zbl 1433.49043 Ann. Appl. Probab. 29, No. 6, 3311-3347 (2019). MSC: 49M25 60H99 90C08 60G46 49Q99 PDFBibTeX XMLCite \textit{G. Guo} and \textit{J. Obłój}, Ann. Appl. Probab. 29, No. 6, 3311--3347 (2019; Zbl 1433.49043) Full Text: DOI arXiv Euclid
Palamarchuk, E. S. On the optimal control problem for a linear stochastic system with an unstable state matrix unbounded at infinity. (English. Russian original) Zbl 1432.49038 Autom. Remote Control 80, No. 2, 250-261 (2019); translation from Avtom. Telemekh. 2019, No. 2, 64-80 (2019). MSC: 49K45 49N10 49N35 PDFBibTeX XMLCite \textit{E. S. Palamarchuk}, Autom. Remote Control 80, No. 2, 250--261 (2019; Zbl 1432.49038); translation from Avtom. Telemekh. 2019, No. 2, 64--80 (2019) Full Text: DOI
Zhao, Jun; Lépinette, Emmanuel; Zhao, Peibiao Pricing under dynamic risk measures. (English) Zbl 1425.91411 Open Math. 17, 894-905 (2019). MSC: 91G20 91G80 91B30 49J53 60D05 PDFBibTeX XMLCite \textit{J. Zhao} et al., Open Math. 17, 894--905 (2019; Zbl 1425.91411) Full Text: DOI
Piunovskiy, Alexey; Plakhov, Alexander; Torres, Delfim F. M.; Zhang, Yi Optimal impulse control of dynamical systems. (English) Zbl 1420.49038 SIAM J. Control Optim. 57, No. 4, 2720-2752 (2019). MSC: 49N25 90C40 PDFBibTeX XMLCite \textit{A. Piunovskiy} et al., SIAM J. Control Optim. 57, No. 4, 2720--2752 (2019; Zbl 1420.49038) Full Text: DOI arXiv
E, Weinan; Han, Jiequn; Li, Qianxiao A mean-field optimal control formulation of deep learning. (English) Zbl 1421.49021 Res. Math. Sci. 6, No. 1, Paper No. 10, 41 p. (2019). MSC: 49K21 92B20 PDFBibTeX XMLCite \textit{W. E} et al., Res. Math. Sci. 6, No. 1, Paper No. 10, 41 p. (2019; Zbl 1421.49021) Full Text: DOI arXiv
Cavalletti, Fabio; Sedjro, Marc; Westdickenberg, Michael A variational time discretization for compressible Euler equations. (English) Zbl 1501.35287 Trans. Am. Math. Soc. 371, No. 7, 5083-5155 (2019). MSC: 35Q31 76N15 35L65 49J40 82C40 PDFBibTeX XMLCite \textit{F. Cavalletti} et al., Trans. Am. Math. Soc. 371, No. 7, 5083--5155 (2019; Zbl 1501.35287) Full Text: DOI arXiv
Cirant, Marco; Tonon, Daniela Time-dependent focusing mean-field games: the sub-critical case. (English) Zbl 1408.35076 J. Dyn. Differ. Equations 31, No. 1, 49-79 (2019). MSC: 35K55 49N70 35Q84 PDFBibTeX XMLCite \textit{M. Cirant} and \textit{D. Tonon}, J. Dyn. Differ. Equations 31, No. 1, 49--79 (2019; Zbl 1408.35076) Full Text: DOI arXiv
Cirant, Marco; Goffi, Alessandro On the existence and uniqueness of solutions to time-dependent fractional MFG. (English) Zbl 1408.35211 SIAM J. Math. Anal. 51, No. 2, 913-954 (2019). MSC: 35R11 35K55 49N70 35Q84 35Q91 91A07 PDFBibTeX XMLCite \textit{M. Cirant} and \textit{A. Goffi}, SIAM J. Math. Anal. 51, No. 2, 913--954 (2019; Zbl 1408.35211) Full Text: DOI arXiv
Millot, Vincent; Sire, Yannick; Wang, Kelei Asymptotics for the fractional Allen-Cahn equation and stationary nonlocal minimal surfaces. (English) Zbl 1406.35472 Arch. Ration. Mech. Anal. 231, No. 2, 1129-1216 (2019). MSC: 35R11 53A10 35B25 49Q05 PDFBibTeX XMLCite \textit{V. Millot} et al., Arch. Ration. Mech. Anal. 231, No. 2, 1129--1216 (2019; Zbl 1406.35472) Full Text: DOI arXiv