Hamel, A. H.; Visetti, D. The value functions approach and Hopf-Lax formula for multiobjective costs via set optimization. (English) Zbl 1429.49019 J. Math. Anal. Appl. 483, No. 1, Article ID 123605, 20 p. (2020). MSC: 49J53 35F21 PDF BibTeX XML Cite \textit{A. H. Hamel} and \textit{D. Visetti}, J. Math. Anal. Appl. 483, No. 1, Article ID 123605, 20 p. (2020; Zbl 1429.49019) Full Text: DOI
Jakobsen, Espen R.; Picarelli, Athena; Reisinger, Christoph Improved order 1/4 convergence for piecewise constant policy approximation of stochastic control problems. (English) Zbl 1422.93186 Electron. Commun. Probab. 24, Paper No. 59, 10 p. (2019). MSC: 93E20 49L20 65M15 65M06 PDF BibTeX XML Cite \textit{E. R. Jakobsen} et al., Electron. Commun. Probab. 24, Paper No. 59, 10 p. (2019; Zbl 1422.93186) Full Text: DOI Euclid arXiv
Lazgham, Mourad Regularity properties in a state-constrained expected utility maximization problem. (English) Zbl 1418.91212 Math. Methods Oper. Res. 88, No. 2, 185-240 (2018). MSC: 91B16 90C39 93E20 49L25 PDF BibTeX XML Cite \textit{M. Lazgham}, Math. Methods Oper. Res. 88, No. 2, 185--240 (2018; Zbl 1418.91212) Full Text: DOI
Krylov, N. V. Sobolev and viscosity solutions for fully nonlinear elliptic and parabolic equations. (English) Zbl 1401.35001 Mathematical Surveys and Monographs 233. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-4740-3/hbk; 978-1-4704-4853-0/ebook). xiv, 441 p. (2018). Reviewer: Vincenzo Vespri (Firenze) MSC: 35-02 35J60 35K55 35D40 PDF BibTeX XML Cite \textit{N. V. Krylov}, Sobolev and viscosity solutions for fully nonlinear elliptic and parabolic equations. Providence, RI: American Mathematical Society (AMS) (2018; Zbl 1401.35001) Full Text: DOI
Komatsu, Takahiro; Makimoto, Naoki Dynamic investment strategy with factor models under regime switches. (English) Zbl 1368.91166 Asia-Pac. Financ. Mark. 22, No. 2, 209-237 (2015). MSC: 91G10 62P05 91B84 PDF BibTeX XML Cite \textit{T. Komatsu} and \textit{N. Makimoto}, Asia-Pac. Financ. Mark. 22, No. 2, 209--237 (2015; Zbl 1368.91166) Full Text: DOI
Garaev, K. G. Theory of invariant variational problems and its applications. (Russian. English summary) Zbl 1343.49037 Uch. Zap. Kazan. Univ., Ser. Fiz.-Mat. Nauki 156, No. 4, 5-13 (2014). MSC: 49K20 49J20 49S05 22E30 PDF BibTeX XML Cite \textit{K. G. Garaev}, Uch. Zap. Kazan. Univ., Ser. Fiz.-Mat. Nauki 156, No. 4, 5--13 (2014; Zbl 1343.49037) Full Text: MNR
Zhu, Tao; Xiao, Shou-ne; Yang, Guang-wu Force identification in time domain based on dynamic programming. (English) Zbl 1334.90197 Appl. Math. Comput. 235, 226-234 (2014). MSC: 90C39 70J50 PDF BibTeX XML Cite \textit{T. Zhu} et al., Appl. Math. Comput. 235, 226--234 (2014; Zbl 1334.90197) Full Text: DOI
Sun, Jian-Qiao Stochastic control. (English) Zbl 1315.93087 Sun, Jian-Qiao (ed.) et al., Global analysis of nonlinear dynamics. Dedicated to C. S. Hsu on the occasion of his 90th birthday. New York, NY: Springer (ISBN 978-1-4614-3127-5/hbk; 978-1-4614-6197-5/pbk; 978-1-4614-3128-2/ebook). Nonlinear Systems and Complexity 2, 253-276 (2012). MSC: 93E20 93C10 49L20 60H10 PDF BibTeX XML Cite \textit{J.-Q. Sun}, Nonlinear Syst. Complex. 2, 253--276 (2012; Zbl 1315.93087) Full Text: DOI
Rincón-Zapatero, Juan Pablo; Santos, Manuel S. Differentiability of the value function in continuous-time economic models. (English) Zbl 1251.91046 J. Math. Anal. Appl. 394, No. 1, 305-323 (2012). Reviewer: Alfred Göpfert (Halle) MSC: 91B64 90C39 49L20 49J27 49N15 PDF BibTeX XML Cite \textit{J. P. Rincón-Zapatero} and \textit{M. S. Santos}, J. Math. Anal. Appl. 394, No. 1, 305--323 (2012; Zbl 1251.91046) Full Text: DOI
Popescu, Mihai; Dumitrache, Alexandru Stabilization of feedback control and stabilizability optimal solution for nonlinear quadratic problems. (English) Zbl 1221.93228 Commun. Nonlinear Sci. Numer. Simul. 16, No. 5, 2319-2327 (2011). MSC: 93D15 49L20 93C15 PDF BibTeX XML Cite \textit{M. Popescu} and \textit{A. Dumitrache}, Commun. Nonlinear Sci. Numer. Simul. 16, No. 5, 2319--2327 (2011; Zbl 1221.93228) Full Text: DOI
Brooks, Mollie; Iwasa, Yoh Size-dependent sex change can be the ESS without any size advantage of reproduction when mortality is size-dependent. (English) Zbl 1403.92166 Theor. Popul. Biol. 78, No. 3, 183-191 (2010). MSC: 92D15 91A40 92C80 90C39 PDF BibTeX XML Cite \textit{M. Brooks} and \textit{Y. Iwasa}, Theor. Popul. Biol. 78, No. 3, 183--191 (2010; Zbl 1403.92166) Full Text: DOI
Xu, Yongfeng; Luo, Jiaowan Bellman’s principle of optimality of neutral stochastic delay differential equations. (English) Zbl 1240.60171 J. Guangzhou Univ., Nat. Sci. 9, No. 2, 11-14 (2010). MSC: 60H10 34K40 PDF BibTeX XML Cite \textit{Y. Xu} and \textit{J. Luo}, J. Guangzhou Univ., Nat. Sci. 9, No. 2, 11--14 (2010; Zbl 1240.60171)
Krylov, Nicolai V. On Bellman’s equations with VMO coefficients. (English) Zbl 1208.35052 Methods Appl. Anal. 17, No. 1, 105-122 (2010). Reviewer: Ramzet M. Dzhafarov (Donetsk) MSC: 35J60 35B45 35B65 PDF BibTeX XML Cite \textit{N. V. Krylov}, Methods Appl. Anal. 17, No. 1, 105--122 (2010; Zbl 1208.35052) Full Text: DOI Euclid
Aivaliotis, G.; Veretennikov, A. Yu. On Bellman’s equations for mean and variance control of a Markov diffusion. (English) Zbl 1207.60041 Stochastics 82, No. 1-3, 41-51 (2010). Reviewer: Nikolaos Halidias (Athens) MSC: 60H10 93E20 PDF BibTeX XML Cite \textit{G. Aivaliotis} and \textit{A. Yu. Veretennikov}, Stochastics 82, No. 1--3, 41--51 (2010; Zbl 1207.60041) Full Text: DOI
Bertsekas, Dimitri P.; Yu, Huizhen Projected equation methods for approximate solution of large linear systems. (English) Zbl 1165.65010 J. Comput. Appl. Math. 227, No. 1, 27-50 (2009). Reviewer: Jiri Náprstek (Praha) MSC: 65F10 65F30 65C05 65C40 60J20 49L20 60J22 65F20 PDF BibTeX XML Cite \textit{D. P. Bertsekas} and \textit{H. Yu}, J. Comput. Appl. Math. 227, No. 1, 27--50 (2009; Zbl 1165.65010) Full Text: DOI
Krylov, N. V. Controlled diffusion processes. Translated by A. B. Aries. Reprint of the 1980 ed. (English) Zbl 1171.93004 Applications of Mathematics 14. Berlin: Springer (ISBN 978-3-540-70913-8/pbk). xii, 308 p. (2009). Reviewer: Alexander Yu. Veretennikov (Leeds) MSC: 93-02 93E20 60J60 35J60 35K55 49-02 PDF BibTeX XML Cite \textit{N. V. Krylov}, Controlled diffusion processes. Translated by A. B. Aries. Reprint of the 1980 ed. Berlin: Springer (2009; Zbl 1171.93004)
Teixeira, Eduardo V. Optimal regularity of viscosity solutions of fully nonlinear singular equations and their limiting free boundary problems. (English) Zbl 1159.49037 Mat. Contemp. 30, 217-237 (2006). Reviewer: Valerii V. Obukhovskij (Voronezh) MSC: 49L25 35J25 35A35 35J60 35R35 PDF BibTeX XML Cite \textit{E. V. Teixeira}, Mat. Contemp. 30, 217--237 (2006; Zbl 1159.49037)
Clempner, Julio Modeling shortest path games with Petri nets: a Lyapunov based theory. (English) Zbl 1142.91375 Int. J. Appl. Math. Comput. Sci. 16, No. 3, 387-397 (2006). MSC: 91A43 91A15 68Q85 91A10 PDF BibTeX XML Cite \textit{J. Clempner}, Int. J. Appl. Math. Comput. Sci. 16, No. 3, 387--397 (2006; Zbl 1142.91375) Full Text: EuDML
Baerenklau, Kenneth A.; Provencher, Bill Static modeling of dynamic recreation behavior: implications for prediction and welfare estimation. (English) Zbl 1134.91493 J. Environ. Econ. Manage. 50, No. 3, 617-636 (2005). MSC: 91B42 90C39 PDF BibTeX XML Cite \textit{K. A. Baerenklau} and \textit{B. Provencher}, J. Environ. Econ. Manage. 50, No. 3, 617--636 (2005; Zbl 1134.91493) Full Text: DOI
Nazarov, F.; Treil, S.; Volberg, A. Bellman function in stochastic control and harmonic analysis. (English) Zbl 0999.60064 Borichev, A. A. (ed.) et al., Systems, approximation, singular integral operators, and related topics. Proceedings of the 11th international workshop on operator theory and applications, IWOTA 2000, Bordeaux, France, June 13-16, 2000. Basel: Birkhäuser. Oper. Theory, Adv. Appl. 129, 393-423 (2001). Reviewer: G.G.Vrănceanu (Bucureşti) MSC: 60H20 49L20 60H05 90C39 PDF BibTeX XML Cite \textit{F. Nazarov} et al., in: Systems, approximation, singular integral operators, and related topics. Proceedings of the 11th international workshop on operator theory and applications, IWOTA 2000, Bordeaux, France, June 13--16, 2000. Basel: Birkhäuser. 393--423 (2001; Zbl 0999.60064)
Sgibnev, M. S. An asymptotic expansion for the expectation of an age-dependent branching process with a submultiplicative estimate of the remainder. (English) Zbl 1004.60083 J. Appl. Probab. 38, No. 3, 807-814 (2001). Reviewer: Bogdan Choczewski (Kraków) MSC: 60J80 60K05 39B62 PDF BibTeX XML Cite \textit{M. S. Sgibnev}, J. Appl. Probab. 38, No. 3, 807--814 (2001; Zbl 1004.60083) Full Text: DOI
Wang, Sheng-Pen Shape-preserving computation in economic growth models. (English) Zbl 1008.91079 Comput. Oper. Res. 28, No. 7, 637-647 (2001). MSC: 91B62 93E20 90C39 PDF BibTeX XML Cite \textit{S.-P. Wang}, Comput. Oper. Res. 28, No. 7, 637--647 (2001; Zbl 1008.91079) Full Text: DOI
Hipp, Christian; Plum, Michael Optimal investment for insurers. (English) Zbl 1007.91025 Insur. Math. Econ. 27, No. 2, 215-228 (2000). Reviewer: Bogdan Choczewski (Kraków) MSC: 91B30 93E20 60G40 PDF BibTeX XML Cite \textit{C. Hipp} and \textit{M. Plum}, Insur. Math. Econ. 27, No. 2, 215--228 (2000; Zbl 1007.91025) Full Text: DOI
Krylov, N. V. On the rate of convergence of finite-difference approximations for Bellman’s equations with variable coefficients. (English) Zbl 0971.65081 Probab. Theory Relat. Fields 117, No. 1, 1-16 (2000). Reviewer: Carlos A.De Moura (Niteroi) MSC: 65M12 35B37 93E20 49J20 93C20 65M06 PDF BibTeX XML Cite \textit{N. V. Krylov}, Probab. Theory Relat. Fields 117, No. 1, 1--16 (2000; Zbl 0971.65081) Full Text: DOI
Sukhinin, M. F. On Bellman’s approach to optimal control theory. (English. Russian original) Zbl 0971.49016 Math. Notes 66, No. 5, 636-641 (1999); translation from Mat. Zametki 66, No. 5, 770-776 (1999). Reviewer: Ştefan Mirică (Bucureşti) MSC: 49L20 49J52 49J53 34A60 49J24 PDF BibTeX XML Cite \textit{M. F. Sukhinin}, Math. Notes 66, No. 5, 636--641 (1999; Zbl 0971.49016); translation from Mat. Zametki 66, No. 5, 770--776 (1999) Full Text: DOI
Rozonoer, L. I. Linear-quadratic optimization and some general hypotheses on optimal control. (English) Zbl 0955.49019 Math. Probl. Eng. 5, No. 4, 275-289 (1999). MSC: 49N10 49K15 49L20 PDF BibTeX XML Cite \textit{L. I. Rozonoer}, Math. Probl. Eng. 5, No. 4, 275--289 (1999; Zbl 0955.49019) Full Text: DOI EuDML
Kolosov, G. E. Optimal design of control systems: stochastic and deterministic problems. (English) Zbl 0935.93002 Pure and Applied Mathematics, Marcel Dekker. 221. New York, NY: Marcel Dekker, Inc. x, 403 p. (1999). Reviewer: A.Akutowicz (Berlin) MSC: 93-02 93B50 93E20 93B40 93B51 92D25 34C15 49L20 PDF BibTeX XML Cite \textit{G. E. Kolosov}, Optimal design of control systems: stochastic and deterministic problems. New York, NY: Marcel Dekker, Inc. (1999; Zbl 0935.93002)
Yoshida, Yuji An optimal stopping zero-sum game in discrete-time multi-armed bandit processes. (English) Zbl 0957.91031 J. Inf. Optim. Sci. 19, No. 3, 385-402 (1998). Reviewer: Abdugafur Rakhimov (Tashkent) MSC: 91A50 91A35 91A99 PDF BibTeX XML Cite \textit{Y. Yoshida}, J. Inf. Optim. Sci. 19, No. 3, 385--402 (1998; Zbl 0957.91031) Full Text: DOI
Camilli, F.; Falcone, M. Analysis and approximation of the infinite-horizon problem with impulsive controls. (English. Russian original) Zbl 0931.49023 Autom. Remote Control 58, No. 7, Pt. 2, 1203-1215 (1997); translation from Autom. Telemekh. 1997, No. 7, 169-184 (1997). Reviewer: R.Rempała (Warszawa) MSC: 49N25 93C57 49L20 PDF BibTeX XML Cite \textit{F. Camilli} and \textit{M. Falcone}, Autom. Remote Control 58, No. 7, Part 2, 1203--1215 (1997; Zbl 0931.49023); translation from Autom. Telemekh. 1997, No. 7, 169--184 (1997)
Soner, Halil Mete Controlled Markov processes, viscosity solutions and applications to mathematical finance. (English) Zbl 0889.35127 Capuzzo Dolcetta, I. (ed.) et al., Viscosity solutions and applications. Lectures given at the 2nd session of the Centro Internazionale Matematico Estivo (CIME), Montecatini Terme, Italy, June 12-20, 1995. Berlin: Springer. Lect. Notes Math. 1660, 134-185 (1997). Reviewer: W.Kotarski (Sosnowiec) MSC: 35R60 60H15 49L25 91B28 PDF BibTeX XML Cite \textit{H. M. Soner}, Lect. Notes Math. 1660, 134--185 (1997; Zbl 0889.35127)
Zavalishchin, S. T.; Sesekin, A. N. Dynamic impulse systems: theory and applications. (English) Zbl 0880.46031 Mathematics and its Applications (Dordrecht). 394. Dordrecht: Kluwer. xi, 256 p. (1997). Reviewer: P.Craciunas (Iaşi) MSC: 46F10 46-02 34-02 47E05 49-02 49J27 93C25 PDF BibTeX XML Cite \textit{S. T. Zavalishchin} and \textit{A. N. Sesekin}, Dynamic impulse systems: theory and applications. Dordrecht: Kluwer (1997; Zbl 0880.46031)
Terveer, Ingolf Bayesian sequentially planned tests of simple hypotheses: Contractivity and an iterative approach. (English) Zbl 0880.62083 Sequential Anal. 15, No. 2-3, 91-102 (1996). MSC: 62L10 62F15 PDF BibTeX XML Cite \textit{I. Terveer}, Sequential Anal. 15, No. 2--3, 91--102 (1996; Zbl 0880.62083) Full Text: DOI
Ishii, Hitoshi Viscosity solutions and their applications. (English. Japanese original) Zbl 0969.35021 Sugaku Expo. 10, No. 2, 123-141 (1997); translation from Sugaku 47, No. 2, 97-110 (1995). Reviewer: H.Lange (Köln) MSC: 35B37 35-02 35B27 49L25 PDF BibTeX XML Cite \textit{H. Ishii}, Sugaku Expo. 10, No. 2, 1 (1995; Zbl 0969.35021); translation from Sugaku 47, No. 2, 97--110 (1995)
Kolosov, G. E. Approximate method for design of stochastic adaptive optimal control systems. (English) Zbl 0826.93068 Ladde, G. S. (ed.) et al., Dynamic systems and applications. Vol. 1. Proceedings of the 1st international conference, held at Morehouse College, Atlanta, GA, USA, May 26-29, 1993. Atlanta, GA: Dynamic Publishers, Inc. 173-179 (1994). Reviewer: M.Gelbrich (Berlin) MSC: 93E20 49L20 93C05 93E25 93C41 PDF BibTeX XML Cite \textit{G. E. Kolosov}, in: Dynamic systems and applications. Vol. 1. Proceedings of the 1st international conference, held at Morehouse College, Atlanta, GA, USA, May 26-29, 1993. Atlanta, GA: Dynamic Publishers, Inc.. 173--179 (1994; Zbl 0826.93068)
Levikson, B.; Mizrahi, G. Pricing long term care insurance contracts. (English) Zbl 0796.62093 Insur. Math. Econ. 14, No. 1, 1-18 (1994). MSC: 62P05 60J20 90C90 PDF BibTeX XML Cite \textit{B. Levikson} and \textit{G. Mizrahi}, Insur. Math. Econ. 14, No. 1, 1--18 (1994; Zbl 0796.62093) Full Text: DOI
Melikyan, A. A.; Ovakimyan, N. V. A differential game of simple approach in manifolds. (English. Russian original) Zbl 0795.90099 J. Appl. Math. Mech. 57, No. 1, 47-57 (1993); translation from Prikl. Mat. Mekh. 57, No. 1, 41-51 (1993). MSC: 91A24 91A23 58E25 49K27 PDF BibTeX XML Cite \textit{A. A. Melikyan} and \textit{N. V. Ovakimyan}, J. Appl. Math. Mech. 57, No. 1, 1 (1993; Zbl 0795.90099); translation from Prikl. Mat. Mekh. 57, No. 1, 41--51 (1993) Full Text: DOI
Kolokol’tsov, V. N.; Maslov, V. P. Bellman’s differential equation and Pontryagin’s maximum principle for multicriteria optimization problems. (English. Russian original) Zbl 0796.49025 Russ. Acad. Sci., Dokl., Math. 45, No. 3, 522-527 (1992); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 324, No. 1, 29-34 (1992). MSC: 49L20 35Q80 49J20 90C29 PDF BibTeX XML Cite \textit{V. N. Kolokol'tsov} and \textit{V. P. Maslov}, Russ. Acad. Sci., Dokl., Math. 45, No. 3, 1 (1992; Zbl 0796.49025); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 324, No. 1, 29--34 (1992)
Yoshida, Yuji Zero-sum games for discrete-time multi-armed bandit processes with a generalized discount. (English) Zbl 0759.90103 J. Inf. Optim. Sci. 13, No. 2, 231-255 (1992). Reviewer: Y.Yoshida (Chiba) MSC: 91A15 91A05 PDF BibTeX XML Cite \textit{Y. Yoshida}, J. Inf. Optim. Sci. 13, No. 2, 231--255 (1992; Zbl 0759.90103) Full Text: DOI
Rèpaci, Antonino Computing of the heat diffusion coefficient for the nonlinear heat equation by boundary value measurements. (English) Zbl 0774.35088 Appl. Math. Lett. 5, No. 2, 97-100 (1992). MSC: 35R30 35K55 35K05 PDF BibTeX XML Cite \textit{A. Rèpaci}, Appl. Math. Lett. 5, No. 2, 97--100 (1992; Zbl 0774.35088) Full Text: DOI
Lachowicz, Miroslaw; Monaco, Roberto Analysis by the operator interpolation method of an initial-boundary value problem for the semidiscrete Boltzmann equation. (English) Zbl 0731.45011 Modern mathematical methods in transport theory, Proc. 11th Int. Conf. Symp., Blacksburg/VA (USA) 1989, Oper. Theory, Adv. Appl. 51, 215-226 (1991). Reviewer: S.Anitą (Iaşi) MSC: 45K05 45L05 82C40 76P05 PDF BibTeX XML
Rempała, Ryszarda Forecast horizon in a dynamic family of one-dimensional control problems. (English) Zbl 0754.90063 Diss. Math. 315, 41 p. (1991). Reviewer: W.Kotarski (Katowice) MSC: 90C39 90B05 91B62 91B06 49J15 93C73 93C95 93E20 90B30 PDF BibTeX XML Cite \textit{R. Rempała}, Diss. Math. 315, 41 (1991; Zbl 0754.90063) Full Text: EuDML
Pak, Chun Sok On a sufficient condition of optimal control in stochastic control problem of diffusion with partial information. (Korean. English summary) Zbl 0742.93082 Suhak 1991, No. 2, 33-36 (1991). MSC: 93E20 49J22 PDF BibTeX XML Cite \textit{C. S. Pak}, Suhak 1991, No. 2, 33--36 (1991; Zbl 0742.93082)
Cârjă, Ovidiu; Ursescu, Corneliu The characteristic method for a first order partial differential equation. (English) Zbl 0744.35003 Prepr. Ser. Math. ”A. Myller” Math. Semin., Iaşi 1991, No. 1, 46 p. (1991). Reviewer: A.Göpfert (Merseburg) MSC: 65M99 65N99 65M25 35R10 49L20 PDF BibTeX XML
Trigub, M. V. Numerical solution of free boundary problem in optimal control of nonlinear systems. (English) Zbl 0735.65045 Numerical methods for free boundary problems, Proc. Conf., Jyväskylä/Finl. 1990, ISNM 99, 423-431 (1991). Reviewer: L.Bakule MSC: 65K10 49M30 49K15 PDF BibTeX XML
Gusejnov, Kh. G.; Ushakov, V. N. Strongly and weakly invariant sets with respect to a differential inclusion and their derivatives and applications in control problems. (English. Russian original) Zbl 0726.49004 Differ. Equations 26, No. 11, 1399-1405 (1990); translation from Differ. Uravn. 26, No. 11, 1888-1894 (1990). MSC: 49J24 91A23 PDF BibTeX XML Cite \textit{Kh. G. Gusejnov} and \textit{V. N. Ushakov}, Differ. Equations 26, No. 11, 1399--1405 (1990; Zbl 0726.49004); translation from Differ. Uravn. 26, No. 11, 1888--1894 (1990)
Dana, R. A.; Le Van, C. On the Bellman equation of the overtaking criterion. (English) Zbl 0697.49025 J. Optimization Theory Appl. 67, No. 3, 587-600 (1990). Reviewer: R.A.Dana MSC: 49L20 PDF BibTeX XML Cite \textit{R. A. Dana} and \textit{C. Le Van}, J. Optim. Theory Appl. 67, No. 3, 587--600 (1990; Zbl 0697.49025) Full Text: DOI
Streufert, Peter A. Stationary recursive utility and dynamic programming under the assumption of biconvergence. (English) Zbl 0694.90014 Rev. Econ. Stud. 57, No. 1, 79-97 (1990). MSC: 91B16 54A20 90C39 91B62 91B38 PDF BibTeX XML Cite \textit{P. A. Streufert}, Rev. Econ. Stud. 57, No. 1, 79--97 (1990; Zbl 0694.90014) Full Text: DOI
Krylov, N. V. On control of diffusion processes on a surface in Euclidean space. (English. Russian original) Zbl 0678.93068 Math. USSR, Sb. 65, No. 1, 185-203 (1990); translation from Mat. Sb., Nov. Ser. 137(179), No. 2(10), 184-201 (1988). MSC: 93E20 58J65 60J60 49L20 PDF BibTeX XML Cite \textit{N. V. Krylov}, Math. USSR, Sb. 65, No. 1, 185--203 (1990; Zbl 0678.93068); translation from Mat. Sb., Nov. Ser. 137(179), No. 2(10), 184--201 (1988) Full Text: DOI
Kolokol’tsov, V. N.; Maslov, V. P. Idempotent analysis as a tool of control theory and optimal synthesis. II. (English. Russian original) Zbl 0709.49015 Funct. Anal. Appl. 23, No. 4, 300-307 (1989); translation from Funkts. Anal. Prilozh. 23, No. 4, 53-62 (1989). Reviewer: S.Patarinski MSC: 49L20 49J15 49K05 90C09 PDF BibTeX XML Cite \textit{V. N. Kolokol'tsov} and \textit{V. P. Maslov}, Funct. Anal. Appl. 23, No. 4, 300--307 (1989; Zbl 0709.49015); translation from Funkts. Anal. Prilozh. 23, No. 4, 53--62 (1989) Full Text: DOI
Menaldi, J. L.; Taksar, M. I. Optimal correction problem of a multidimensional stochastic system. (English) Zbl 0685.93079 Automatica 25, No. 2, 223-232 (1989). MSC: 93E20 49J55 60J60 49K45 PDF BibTeX XML Cite \textit{J. L. Menaldi} and \textit{M. I. Taksar}, Automatica 25, No. 2, 223--232 (1989; Zbl 0685.93079) Full Text: DOI
Sutherland, W. R. S. Bellman’s equation and a continuous linear programming problem. (English) Zbl 0678.90093 Functional analysis and optimization, Workshop/Miniconf., Canberra/Australia 1988, Proc. Cent. Math. Anal. Aust. Natl. Univ. 20, 187-194 (1988). Reviewer: W.Breckner MSC: 90C48 90C39 49L99 49N15 91B62 93C55 PDF BibTeX XML
Carlomusto, L.; de Socio, L. M.; Gaffuri, G.; Pianese, A. An efficient method for solving the boundary layer equations. (English) Zbl 0678.76014 Boundary and interior layers - computational and asymptotic methods, Proc. 5th Int. Conf., BAIL-V, Shanghai/China 1988, Conf. Ser. 12, 103-108 (1988). MSC: 76D05 49M27 76D10 35Q30 PDF BibTeX XML
Krylov, N. V. On the control of diffusion processes on a surface in Euclidean space. (Russian) Zbl 0655.93078 Mat. Sb., N. Ser. 137(179), No. 2(10), 184-201 (1988). Reviewer: Sv.Gaidov MSC: 93E20 58J65 60J60 49L20 PDF BibTeX XML Cite \textit{N. V. Krylov}, Mat. Sb., Nov. Ser. 137(179), No. 2(10), 184--201 (1988; Zbl 0655.93078) Full Text: EuDML
Kolosov, G. E.; Sharov, M. M. Numerical method of design of stochastic optimal control systems. (English. Russian original) Zbl 0645.93068 Autom. Remote Control 48, No. 8, 1053-1058 (1987); translation from Avtom. Telemekh. 1987, No. 8, 98-105 (1987). MSC: 93E20 49L20 65N06 90C05 60J60 PDF BibTeX XML Cite \textit{G. E. Kolosov} and \textit{M. M. Sharov}, Autom. Remote Control 48, No. 8, 1053--1058 (1987; Zbl 0645.93068); translation from Avtom. Telemekh. 1987, No. 8, 98--105 (1987)
Bensoussan, A. Singular perturbations for deterministic control problems. (English) Zbl 0627.49012 Singular perturbations and asymptotic analysis in control systems, Lect. Notes Control Inf. Sci. 90, 59-170 (1987). Reviewer: M.Dmitriev MSC: 49K40 34E15 93C10 93C15 PDF BibTeX XML
Fazekas, F. Variational methods for dynamical optimization of systems. II. (English) Zbl 0639.49001 Bull. Appl. Math. 41, Exp. No. 378, 12 p. (1986). Reviewer: N.Novikova MSC: 49-02 49K15 49L99 15A24 49L20 93C05 93C15 93E11 93E20 PDF BibTeX XML
Lukin, S. P.; Kholopov, A. A. An algorithm for calculating the optimal stopping moment of a finitely convergent procedure. (English. Russian original) Zbl 0614.68060 Vestn. Leningr. Univ., Math. 19, No. 2, 68-71 (1986); translation from Vestn. Leningr. Univ., Ser. I 1986, No. 2, 111-113 (1986). MSC: 68T05 68T10 62L15 PDF BibTeX XML Cite \textit{S. P. Lukin} and \textit{A. A. Kholopov}, Vestn. Leningr. Univ., Math. 19, No. 2, 68--71 (1986; Zbl 0614.68060); translation from Vestn. Leningr. Univ., Ser. I 1986, No. 2, 111--113 (1986)
Simakova, È. N. Bellman functions in the optimization of dynamic systems under uncertainty. (English. Russian original) Zbl 0609.49020 Autom. Remote Control 47, 190-194 (1986); translation from Avtom. Telemekh. 1986, No. 2, 47-51 (1986). Reviewer: R.N.Kaul MSC: 49L20 91A24 49K15 91A99 91A23 PDF BibTeX XML Cite \textit{È. N. Simakova}, Autom. Remote Control 47, 190--194 (1986; Zbl 0609.49020); translation from Avtom. Telemekh. 1986, No. 2, 47--51 (1986)
Yoshida, Yuji A value iteration in controlled diffusion processes associated with stopping. (English) Zbl 0608.60048 Bull. Inf. Cybern. 22, No. 1-2, 59-69 (1986). Reviewer: G.L.Gomez MSC: 60G40 93E20 60H99 62L15 60J60 49L20 PDF BibTeX XML Cite \textit{Y. Yoshida}, Bull. Inf. Cybern. 22, No. 1--2, 59--69 (1986; Zbl 0608.60048)
Iwamoto, Seiichi; Wang, Chung-Lie Continuous dynamic programming approach to inequalities. II. (English) Zbl 0593.26011 J. Math. Anal. Appl. 118, 279-286 (1986). MSC: 26D15 49L99 PDF BibTeX XML Cite \textit{S. Iwamoto} and \textit{C.-L. Wang}, J. Math. Anal. Appl. 118, 279--286 (1986; Zbl 0593.26011) Full Text: DOI
Grigor’ev, K. G.; Ioslovich, I. V. Problems of optimal control of cyclic processes. (English. Russian original) Zbl 0598.49026 Sov. J. Comput. Syst. Sci. 23, No. 1, 8-14 (1985); translation from Izv. Akad. Nauk SSSR, Tekh. Kibern. 1984, No. 4, 38-44 (1984). Reviewer: A.Perdon MSC: 49M30 34C25 49K15 93B40 49L99 65K10 93C15 PDF BibTeX XML Cite \textit{K. G. Grigor'ev} and \textit{I. V. Ioslovich}, Sov. J. Comput. Syst. Sci. 23, No. 1, 8--14 (1985; Zbl 0598.49026); translation from Izv. Akad. Nauk SSSR, Tekh. Kibern. 1984, No. 4, 38--44 (1984)
Mansimov, K. B. Sufficient conditions of Krotov type in discrete two-parameter systems. (English. Russian original) Zbl 0592.49013 Autom. Remote Control 46, 932-937 (1985); translation from Avtom. Telemekh. 1985, No. 8, 15-20 (1985). Reviewer: P.Onumanyi MSC: 49K99 93C10 93C55 PDF BibTeX XML Cite \textit{K. B. Mansimov}, Autom. Remote Control 46, 932--937 (1985; Zbl 0592.49013); translation from Avtom. Telemekh. 1985, No. 8, 15--20 (1985)
Model’, B. I. Elements of the theory of multistep processes of sequential decision making. (Ehlementy teorii mnogoshagovykh protsessov posledovatel’nogo vybora reshenij). (Russian) Zbl 0586.90096 Moskva: Izdatel’stvo ”Nauka”. 96 p. R. 0.95 (1985). Reviewer: R.Zielinski MSC: 91A20 91B06 90B50 90-01 PDF BibTeX XML
Zolezzi, T. Generalized dynamic programming. (English) Zbl 0577.49021 Nonlinear variational problems, Int. Workshop, Elba/Italy 1983, Res. Notes Math. 127, 123-124 (1985). MSC: 49L20 49J50 90C39 49K15 PDF BibTeX XML
Safonov, M. V. On the classical solution of Bellman’s elliptic equation. (English. Russian original) Zbl 0595.35011 Sov. Math., Dokl. 30, 482-485 (1984); translation from Dokl. Akad. Nauk SSSR 278, 810-813 (1984). Reviewer: V.Barbu MSC: 35A99 58J20 PDF BibTeX XML Cite \textit{M. V. Safonov}, Sov. Math., Dokl. 30, 482--485 (1984; Zbl 0595.35011); translation from Dokl. Akad. Nauk SSSR 278, 810--813 (1984)
Aniculaesei, Gh. Optimal feedback controls for a class of bilinear systems. (English) Zbl 0561.49016 Boll. Unione Mat. Ital., VI. Ser., B 3, 737-748 (1984). Reviewer: O.Cârjă MSC: 49K27 49L99 46C99 93C25 93C10 47D03 PDF BibTeX XML Cite \textit{Gh. Aniculaesei}, Boll. Unione Mat. Ital., VI. Ser., B 3, 737--748 (1984; Zbl 0561.49016)
Bensoussan, A.; Borkar, V. Ergodic control problem for one-dimensional diffusions with near-monotone cost. (English) Zbl 0558.93046 Syst. Control Lett. 5, 127-133 (1984). Reviewer: M.Nisio MSC: 93C20 60F99 49J55 49K45 90C39 49L20 60J60 PDF BibTeX XML Cite \textit{A. Bensoussan} and \textit{V. Borkar}, Syst. Control Lett. 5, 127--133 (1984; Zbl 0558.93046) Full Text: DOI
Panteleev, A. V.; Semenov, V. V. Optimal control of nonlinear probabilistic systems on the basis of an incomplete state vector. (English. Russian original) Zbl 0543.93074 Autom. Remote Control 45, 79-87 (1984); translation from Avtom. Telemekh. 1984, No. 1, 91-100 (1984). Reviewer: R.Elliott MSC: 93E20 49K45 93C10 PDF BibTeX XML Cite \textit{A. V. Panteleev} and \textit{V. V. Semenov}, Autom. Remote Control 45, 79--87 (1984; Zbl 0543.93074); translation from Avtom. Telemekh. 1984, No. 1, 91--100 (1984)
Helmes, K. Optimal discounted control for a continuous time inventory model. (English) Zbl 0527.93066 J. Optimization Theory Appl. 44, 75-94 (1984). MSC: 93E20 90B05 60J60 62L20 49L20 90C39 PDF BibTeX XML Cite \textit{K. Helmes}, J. Optim. Theory Appl. 44, 75--94 (1984; Zbl 0527.93066) Full Text: DOI
Schweitzer, Paul J. On the solvability of Bellman’s functional equations for Markov renewal programming. (English) Zbl 0526.90094 J. Math. Anal. Appl. 96, 13-23 (1983). MSC: 90C40 PDF BibTeX XML Cite \textit{P. J. Schweitzer}, J. Math. Anal. Appl. 96, 13--23 (1983; Zbl 0526.90094) Full Text: DOI
Pragarauskas, G. Uniqueness of the solution of Bellman’s equation in the case of general controlled processes. (English. Russian original) Zbl 0568.49010 Lith. Math. J. 22, 160-168 (1982); translation from Litov. Mat. Sb. 22, No. 2, 137-149 (1982). MSC: 49J55 49L20 93E20 60J60 45K05 28A15 60J75 PDF BibTeX XML Cite \textit{G. Pragarauskas}, Lith. Math. J. 22, 160--168 (1982; Zbl 0568.49010); translation from Litov. Mat. Sb. 22, No. 2, 137--149 (1982) Full Text: DOI
Yushkevich, A. A.; Chitashvili, R. Ya. Controlled random sequences and Markov chains. (English. Russian original) Zbl 0537.93069 Russ. Math. Surv. 37, No. 6, 239-274 (1982); translation from Usp. Mat. Nauk 37, No. 6, 213-242 (1982). Reviewer: K.Wickwire MSC: 93E20 49K45 60J10 90C40 PDF BibTeX XML Cite \textit{A. A. Yushkevich} and \textit{R. Ya. Chitashvili}, Russ. Math. Surv. 37, No. 6, 239--274 (1982; Zbl 0537.93069); translation from Usp. Mat. Nauk 37, No. 6, 213--242 (1982) Full Text: DOI
Ohtsubo, Yoshio Optimal control of the service rate and the stopping rule in an M/G/1 queue. (English) Zbl 0511.93071 Mem. Fac. Sci., Kochi Univ., Ser. A 3, 75-103 (1982). MSC: 93E20 60G40 60K25 90B22 49J55 60J75 90C15 PDF BibTeX XML Cite \textit{Y. Ohtsubo}, Mem. Fac. Sci., Kochi Univ., Ser. A 3, 75--103 (1982; Zbl 0511.93071)
Lee, Tom K. A nonsequential R & D search model. (English) Zbl 0487.90065 Manage. Sci. 28, 900-909 (1982). MSC: 90B99 90C90 90C39 PDF BibTeX XML Cite \textit{T. K. Lee}, Manage. Sci. 28, 900--909 (1982; Zbl 0487.90065) Full Text: DOI
Ivanov, V. A.; Faldin, N. V. Theory of optimal automatic control systems. Textbook. (Teoriya optimal’nykh sistem avtomaticheskogo upravleniya. Uchebnoe posobie). (Russian) Zbl 0551.49001 Moskva: ”Nauka”. Glavnaya Redaktsiya Fiziko-Matematichekoj Literatury. 336 p. R. 0.85 (1981). Reviewer: R.Gessing MSC: 49-01 49K15 49L20 90C39 93C15 93C55 93C99 PDF BibTeX XML
Veretennikov, A. Yu. Existence of optimal strategy in univariate diffusion process control. (English. Russian original) Zbl 0467.93071 Autom. Remote Control 42, 722-727 (1981); translation from Avtom. Telemekh. 1981, No. 6, 28-34 (1981). MSC: 93E20 60H10 60J60 PDF BibTeX XML Cite \textit{A. Yu. Veretennikov}, Autom. Remote Control 42, 722--727 (1981; Zbl 0467.93071); translation from Avtom. Telemekh. 1981, No. 6, 28--34 (1981)
Bensoussan, Alain; Frehse, Jens Jeux différentiels stochastiques et systèmes d’équations aux dérivées partielles non linéaires. (French) Zbl 0467.93053 C. R. Acad. Sci., Paris, Sér. I 293, 187-190 (1981). MSC: 91A60 93E20 35G20 PDF BibTeX XML Cite \textit{A. Bensoussan} and \textit{J. Frehse}, C. R. Acad. Sci., Paris, Sér. I 293, 187--190 (1981; Zbl 0467.93053)
Seidler, Jerzy; Badach, Anatol; Molisz, Wojciech Solution methods of optimization problems. (Metody rozwiazywania zadan optymalizacji). (Polish) Zbl 0467.90041 Podreczniki Akademickie Elektronika, Informatyka, Telekomunikacja. Warszawa: Wydawnictwa Naukowo-Techniczne 556 p. Zl. 69.00 (1980). MSC: 90Cxx 90-01 65K05 65K10 49-01 65-01 49N15 49Mxx PDF BibTeX XML
Kardos, Peter A generalization of Bellman’s functional equation. (English) Zbl 0467.39003 Aequationes Math. 21, 236-245 (1980). MSC: 39B62 90C39 94A17 PDF BibTeX XML Cite \textit{P. Kardos}, Aequationes Math. 21, 236--245 (1980; Zbl 0467.39003) Full Text: DOI EuDML
Prescott, Edward C.; Mehra, Rajnish Recursive competitive equilibrium: The case of homogeneous households. (English) Zbl 0464.90006 Econometrica 48, 1365-1379 (1980). MSC: 91B50 91B62 PDF BibTeX XML Cite \textit{E. C. Prescott} and \textit{R. Mehra}, Econometrica 48, 1365--1379 (1980; Zbl 0464.90006) Full Text: DOI
Lanska, Vera On optimizing a one-server system with several types of customers. (English) Zbl 0448.60064 Math. Operationsforsch. Stat., Ser. Optimization 11, 333-339 (1980). MSC: 60K25 93E20 PDF BibTeX XML Cite \textit{V. Lanska}, Math. Operationsforsch. Stat., Ser. Optimization 11, 333--339 (1980; Zbl 0448.60064) Full Text: DOI
Frishling, V. A. A multiple analogue of Bellman’s equation. (Russian) Zbl 0426.60068 Soobshch. Akad. Nauk Gruz. SSR 97, 281-284 (1980). MSC: 60J25 47D03 93E20 90C99 PDF BibTeX XML Cite \textit{V. A. Frishling}, Soobshch. Akad. Nauk Gruz. SSR 97, 281--284 (1980; Zbl 0426.60068)
Gurman, V. I. Mathematical models of optimal control. (Russian) Zbl 0462.49027 Problems of the stability of motion, analytical mechanics and control over motion, Work Collect., Novosibirsk 1979, 179-190 (1979). MSC: 49K15 49L20 PDF BibTeX XML
Bell, D. J. Optimal control. (English) Zbl 0462.49026 Modern approaches to control system design, IEEE Control Eng. Ser. 9, 181-198 (1979). MSC: 49K15 49L99 49L20 PDF BibTeX XML
Krylov, N. V. Some new results in the theory of controlled diffusion processes. (Russian) Zbl 0404.93052 Mat. Sb., N. Ser. 109(151), 146-164 (1979). MSC: 93E20 60J60 90C47 PDF BibTeX XML Cite \textit{N. V. Krylov}, Mat. Sb., Nov. Ser. 109(151), 146--164 (1979; Zbl 0404.93052) Full Text: EuDML
Feldmann, Uwe Wachstumskinetik. Mathematische Modelle und Methoden zur Analyse altersabhängiger populationskinetischer Prozesse. (German) Zbl 0403.92019 Medizinische Informatik und Statistik. 11. Berlin-Heidelberg-New York: Springer-Verlag. VIII, 137 S. DM 24.00; $ 13.20 (1979). MSC: 92D25 92B05 PDF BibTeX XML
Evans, Lawrence C. Application of nonlinear semigroup theory to certain partial differential equations. (English) Zbl 0471.35039 Nonlinear evolution equations, Proc. Symp., Madison/Wis. 1977, 163-188 (1978). MSC: 35K55 47H20 34G20 49J40 49L20 PDF BibTeX XML
Safonov, M. V. On the Dirichlet problem for Bellman’s equation in a plane domain. II. (English) Zbl 0442.35036 Math. USSR, Sb. 34, 521-526 (1978). MSC: 35J65 93E20 PDF BibTeX XML Cite \textit{M. V. Safonov}, Math. USSR, Sb. 34, 521--526 (1978; Zbl 0442.35036) Full Text: DOI
Nazarov, B. Über die Verallgemeinerung der Anwendung der dynamischen Programmierung zum Variationsproblem von Lagrange. (Russian) Zbl 0419.49027 Vopr. Vychisl. Prikl. Mat. 50, 12-22 (1978). MSC: 49L20 49J15 93C10 PDF BibTeX XML Cite \textit{B. Nazarov}, Vopr. Vychisl. Prikl. Mat. 50, 12--22 (1978; Zbl 0419.49027)
Khrustalev, M. M. Necessary and sufficient optimality conditions in the form of Bellman’s equation. (English. Russian original) Zbl 0417.49017 Sov. Math., Dokl. 19, 1262-1266 (1978); translation from Dokl. Akad. Nauk SSSR 242, 1023-1026 (1978). MSC: 49K15 49L99 49M05 PDF BibTeX XML Cite \textit{M. M. Khrustalev}, Sov. Math., Dokl. 19, 1262--1266 (1978; Zbl 0417.49017); translation from Dokl. Akad. Nauk SSSR 242, 1023--1026 (1978)
Pragarauskas, G. Control of the solution of a stochastic equation with discontinuous trajectories. (English) Zbl 0413.93074 Lith. Math. J. 18, 100-114 (1978). MSC: 93E20 60H10 PDF BibTeX XML Cite \textit{G. Pragarauskas}, Lith. Math. J. 18, 100--114 (1978; Zbl 0413.93074) Full Text: DOI
Carmichael, D. G. Optimal control in the design of material continua. (English) Zbl 0398.73005 Arch. Mech. 30, 743-755 (1978). MSC: 74A99 74K99 49-XX 93-XX PDF BibTeX XML Cite \textit{D. G. Carmichael}, Arch. Mech. 30, 743--755 (1978; Zbl 0398.73005)
Blachut, Jan Optimal design of a bar under axial force and own weight by means of dynamic programming. (Polish) Zbl 0396.73045 Mech. Teor. Stosow. 16, 343-351 (1978). MSC: 74K10 62K05 49L99 PDF BibTeX XML Cite \textit{J. Blachut}, Mech. Teor. Stosow. 16, 343--351 (1978; Zbl 0396.73045)
Sebastian, Hans-Jürgen Theorie zur numerischen Behandlung einer erweiterten Bellmanschen Funktionalgleichung der diskreten dynamischen Optimierung. (German) Zbl 0392.49016 Math. Operationsforsch. Stat., Ser. Optimization 9, 221-239 (1978). MSC: 49L20 49L99 93E20 93C55 PDF BibTeX XML Cite \textit{H.-J. Sebastian}, Math. Operationsforsch. Stat., Ser. Optimization 9, 221--239 (1978; Zbl 0392.49016) Full Text: DOI
Blachut, Jan Optimal design of a compressed rod with large deflections by means of dynamic programming. (Polish) Zbl 0414.73042 Mech. Teor. Stosow. 15, 375-385 (1977). MSC: 74K10 65K10 74S30 PDF BibTeX XML Cite \textit{J. Blachut}, Mech. Teor. Stosow. 15, 375--385 (1977; Zbl 0414.73042)