Kölsch, Lukas; Jané Soneira, Pol; Malan, Albertus Johannes; Hohmann, Sören Learning feedback Nash strategies for nonlinear port-Hamiltonian systems. (English) Zbl 07688994 Int. J. Control 96, No. 1, 201-213 (2023). MSC: 93-XX PDF BibTeX XML Cite \textit{L. Kölsch} et al., Int. J. Control 96, No. 1, 201--213 (2023; Zbl 07688994) Full Text: DOI OpenURL
Zhu, Jinghao A computational approach to optimal control problems subject to mixed control-state constraints. (English) Zbl 07688981 Int. J. Control 96, No. 1, 41-47 (2023). MSC: 49J20 35F21 PDF BibTeX XML Cite \textit{J. Zhu}, Int. J. Control 96, No. 1, 41--47 (2023; Zbl 07688981) Full Text: DOI OpenURL
Cacace, Simone; Camilli, Fabio Approximation of the value function for optimal control problems on stratified domains. (English) Zbl 07688701 SIAM J. Numer. Anal. 61, No. 3, 1172-1194 (2023). MSC: 49L20 49L25 35F21 49M25 PDF BibTeX XML Cite \textit{S. Cacace} and \textit{F. Camilli}, SIAM J. Numer. Anal. 61, No. 3, 1172--1194 (2023; Zbl 07688701) Full Text: DOI arXiv OpenURL
Bensoussan, Alain; Han, Jiayue; Yam, Sheung Chi Phillip; Zhou, Xiang Value-gradient based formulation of optimal control problem and machine learning algorithm. (English) Zbl 07688696 SIAM J. Numer. Anal. 61, No. 2, 973-994 (2023). MSC: 65K05 93-08 PDF BibTeX XML Cite \textit{A. Bensoussan} et al., SIAM J. Numer. Anal. 61, No. 2, 973--994 (2023; Zbl 07688696) Full Text: DOI arXiv OpenURL
Obrosova, N. K.; Shananin, A. A. Analysis of mechanisms of production investment stimulation in an imperfect capital market based on a mathematical model. (English. Russian original) Zbl 07688082 Comput. Math. Math. Phys. 63, No. 3, 369-385 (2023); translation from Zh. Vychisl. Mat. Mat. Fiz. 63, No. 3, 390-407 (2023). MSC: 91G15 49L25 PDF BibTeX XML Cite \textit{N. K. Obrosova} and \textit{A. A. Shananin}, Comput. Math. Math. Phys. 63, No. 3, 369--385 (2023; Zbl 07688082); translation from Zh. Vychisl. Mat. Mat. Fiz. 63, No. 3, 390--407 (2023) Full Text: DOI OpenURL
Dong, Hongjie; Phan, Tuoc; Tran, Hung Vinh Degenerate linear parabolic equations in divergence form on the upper half space. (English) Zbl 07686406 Trans. Am. Math. Soc. 376, No. 6, 4421-4451 (2023). MSC: 35K65 35K67 35K20 35D30 PDF BibTeX XML Cite \textit{H. Dong} et al., Trans. Am. Math. Soc. 376, No. 6, 4421--4451 (2023; Zbl 07686406) Full Text: DOI arXiv OpenURL
Jian, Lingling The optimal deductible and coverage in insurance contracts and equilibrium risk sharing policies. (English) Zbl 07682824 Acta Math. Sci., Ser. B, Engl. Ed. 43, No. 3, 1347-1364 (2023). MSC: 91A15 91B30 91B70 PDF BibTeX XML Cite \textit{L. Jian}, Acta Math. Sci., Ser. B, Engl. Ed. 43, No. 3, 1347--1364 (2023; Zbl 07682824) Full Text: DOI OpenURL
Mayorga, Sergio; Święch, Andrzej Finite dimensional approximations of Hamilton-Jacobi-Bellman equations for stochastic particle systems with common noise. (English) Zbl 07681919 SIAM J. Control Optim. 61, No. 2, 820-851 (2023). MSC: 35D40 35F21 35R15 49L25 49N80 93E20 PDF BibTeX XML Cite \textit{S. Mayorga} and \textit{A. Święch}, SIAM J. Control Optim. 61, No. 2, 820--851 (2023; Zbl 07681919) Full Text: DOI OpenURL
Cirant, Marco; Goffi, Alessandro On the Liouville property for fully nonlinear equations with superlinear first-order terms. (English) Zbl 07680716 Indrei, Emanuel (ed.) et al., Geometric and functional inequalities and recent topics in nonlinear PDEs. Virtual conference, Purdue University, West Lafayette, IN, USA, February 28 – March 1, 2021. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 781, 7-39 (2023). MSC: 35J60 35B53 35D40 PDF BibTeX XML Cite \textit{M. Cirant} and \textit{A. Goffi}, Contemp. Math. 781, 7--39 (2023; Zbl 07680716) Full Text: DOI arXiv OpenURL
Chávez, Alan; Khalil, Kamal; Kostić, Marko; Pinto, Manuel Almost periodic type functions of several variables and applications. (English) Zbl 07680603 J. Math. Anal. Appl. 525, No. 1, Article ID 127115, 35 p. (2023). MSC: 43A60 42Axx 34Cxx PDF BibTeX XML Cite \textit{A. Chávez} et al., J. Math. Anal. Appl. 525, No. 1, Article ID 127115, 35 p. (2023; Zbl 07680603) Full Text: DOI OpenURL
Soravia, Pierpaolo A Hamiltonian approach to small time local attainability of manifolds for nonlinear control systems. (English) Zbl 07680324 Appl. Math. Optim. 88, No. 1, Paper No. 1, 39 p. (2023). MSC: 93B05 93C10 35F21 57P99 PDF BibTeX XML Cite \textit{P. Soravia}, Appl. Math. Optim. 88, No. 1, Paper No. 1, 39 p. (2023; Zbl 07680324) Full Text: DOI arXiv OpenURL
Gozzi, Fausto; Masiero, Federica Stochastic control problems with unbounded control operators: solutions through generalized derivatives. (English) Zbl 07679116 SIAM J. Control Optim. 61, No. 2, 586-619 (2023). MSC: 93E20 60H20 49L20 35R15 93C25 PDF BibTeX XML Cite \textit{F. Gozzi} and \textit{F. Masiero}, SIAM J. Control Optim. 61, No. 2, 586--619 (2023; Zbl 07679116) Full Text: DOI arXiv OpenURL
Cox, Alexander M. G.; Robinson, Benjamin A. Optimal control of martingales in a radially symmetric environment. (English) Zbl 07677798 Stochastic Processes Appl. 159, 149-198 (2023). MSC: 93E20 49L25 49Q22 60G44 PDF BibTeX XML Cite \textit{A. M. G. Cox} and \textit{B. A. Robinson}, Stochastic Processes Appl. 159, 149--198 (2023; Zbl 07677798) Full Text: DOI arXiv OpenURL
Chang, Caihong; Hu, Bei; Zhang, Zhengce Gradient blowup behavior for a viscous Hamilton-Jacobi equation with degenerate gradient nonlinearity. (English) Zbl 07676263 J. Differ. Equations 359, 23-66 (2023). MSC: 35B44 35B40 35K20 35B53 PDF BibTeX XML Cite \textit{C. Chang} et al., J. Differ. Equations 359, 23--66 (2023; Zbl 07676263) Full Text: DOI OpenURL
Fehrenbach, Jérôme; Weynans, Lisl Source and metric estimation in the eikonal equation using optimization on a manifold. (English) Zbl 07675901 Inverse Probl. Imaging 17, No. 2, 419-440 (2023). MSC: 35R30 35F21 49Q12 PDF BibTeX XML Cite \textit{J. Fehrenbach} and \textit{L. Weynans}, Inverse Probl. Imaging 17, No. 2, 419--440 (2023; Zbl 07675901) Full Text: DOI OpenURL
Albrecher, Hansjörg; Azcue, Pablo; Muler, Nora Optimal dividends under a drawdown constraint and a curious square-root rule. (English) Zbl 07673718 Finance Stoch. 27, No. 2, 341-400 (2023). MSC: 91G50 49L25 93E20 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Finance Stoch. 27, No. 2, 341--400 (2023; Zbl 07673718) Full Text: DOI arXiv OpenURL
de León, Manuel; Lainz, Manuel; López-Gordón, Asier; Rivas, Xavier Hamilton-Jacobi theory and integrability for autonomous and non-autonomous contact systems. (English) Zbl 07673058 J. Geom. Phys. 187, Article ID 104787, 22 p. (2023). Reviewer: William J. Satzer Jr. (St. Paul) MSC: 37J55 37J35 70H20 70F40 70H33 53D10 53Z05 PDF BibTeX XML Cite \textit{M. de León} et al., J. Geom. Phys. 187, Article ID 104787, 22 p. (2023; Zbl 07673058) Full Text: DOI arXiv OpenURL
El Khatib, N.; Ghorbel, A.; Joumaa, A.; Zaydan, M. Traveling solutions for a multi-anticipative car-following traffic model. (English) Zbl 07672363 Math. Model. Nat. Phenom. 18, Paper No. 7, 25 p. (2023). MSC: 74J40 90B20 35D40 PDF BibTeX XML Cite \textit{N. El Khatib} et al., Math. Model. Nat. Phenom. 18, Paper No. 7, 25 p. (2023; Zbl 07672363) Full Text: DOI OpenURL
Bardi, Martino; Kouhkouh, Hicham An eikonal equation with vanishing Lagrangian arising in global optimization. (English) Zbl 07671506 Appl. Math. Optim. 87, No. 3, Paper No. 49, 26 p. (2023). MSC: 90C26 93-XX 35Q93 PDF BibTeX XML Cite \textit{M. Bardi} and \textit{H. Kouhkouh}, Appl. Math. Optim. 87, No. 3, Paper No. 49, 26 p. (2023; Zbl 07671506) Full Text: DOI arXiv OpenURL
Anugu, Sumith Reddy; Borkar, Vivek S. A selection procedure for extracting the unique Feller weak solution of degenerate diffusions. (English) Zbl 07671503 Appl. Math. Optim. 87, No. 3, Paper No. 46, 27 p. (2023). MSC: 60H10 60J25 34F05 35K65 35D40 49L25 PDF BibTeX XML Cite \textit{S. R. Anugu} and \textit{V. S. Borkar}, Appl. Math. Optim. 87, No. 3, Paper No. 46, 27 p. (2023; Zbl 07671503) Full Text: DOI arXiv OpenURL
Azevedo, Assis; Azevedo, Davide; Santos, Lisa Convex sets with obstacle and gradient constraints. (English) Zbl 07669710 J. Differ. Equations 356, 111-126 (2023). MSC: 35A15 35F21 35R35 PDF BibTeX XML Cite \textit{A. Azevedo} et al., J. Differ. Equations 356, 111--126 (2023; Zbl 07669710) Full Text: DOI OpenURL
de Frutos, Javier; Novo, Julia Optimal bounds for numerical approximations of infinite horizon problems based on dynamic programming approach. (English) Zbl 07669363 SIAM J. Control Optim. 61, No. 2, 415-433 (2023). MSC: 65K99 PDF BibTeX XML Cite \textit{J. de Frutos} and \textit{J. Novo}, SIAM J. Control Optim. 61, No. 2, 415--433 (2023; Zbl 07669363) Full Text: DOI arXiv OpenURL
Dong, Xue; Rong, Ximin; Zhao, Hui Non-zero-sum reinsurance and investment game with correlation between insurance market and financial market under CEV model. (English) Zbl 07668924 J. Ind. Manag. Optim. 19, No. 6, 4255-4293 (2023). MSC: 03E20 91G80 91G10 PDF BibTeX XML Cite \textit{X. Dong} et al., J. Ind. Manag. Optim. 19, No. 6, 4255--4293 (2023; Zbl 07668924) Full Text: DOI OpenURL
Lam, King-Yeung; Lou, Yuan; Perthame, Benoît A Hamilton-Jacobi approach to evolution of dispersal. (English) Zbl 07664951 Commun. Partial Differ. Equations 48, No. 1, 86-118 (2023). MSC: 35B25 35F21 35K57 92D15 PDF BibTeX XML Cite \textit{K.-Y. Lam} et al., Commun. Partial Differ. Equations 48, No. 1, 86--118 (2023; Zbl 07664951) Full Text: DOI arXiv OpenURL
Bellalah, Mondher; Zhang, Detao; Zhang, Panpan An optimal portfolio and consumption problem with a benchmark and partial information. (English) Zbl 07663276 Math. Financ. Econ. 17, No. 1, 127-152 (2023). MSC: 91G10 49L12 PDF BibTeX XML Cite \textit{M. Bellalah} et al., Math. Financ. Econ. 17, No. 1, 127--152 (2023; Zbl 07663276) Full Text: DOI OpenURL
Hosoya, Yuhki On the basis of the Hamilton-Jacobi-Bellman equation in economic dynamics. (English) Zbl 07660961 Physica D 446, Article ID 133684, 24 p. (2023). MSC: 91B62 49L12 PDF BibTeX XML Cite \textit{Y. Hosoya}, Physica D 446, Article ID 133684, 24 p. (2023; Zbl 07660961) Full Text: DOI arXiv OpenURL
Mahrouf, Marouane; Lotfi, El Mehdi; Hattaf, Khalid; Yousfi, Noura Non-pharmaceutical interventions and vaccination controls in a stochastic SIVR epidemic model. (English) Zbl 07657670 Differ. Equ. Dyn. Syst. 31, No. 1, 93-111 (2023). MSC: 92D30 92C60 93E20 49J15 49L12 PDF BibTeX XML Cite \textit{M. Mahrouf} et al., Differ. Equ. Dyn. Syst. 31, No. 1, 93--111 (2023; Zbl 07657670) Full Text: DOI OpenURL
Cattaneo, Alberto S.; Mnev, Pavel; Wernli, Konstantin Quantum Chern-Simons theories on cylinders: BV-BFV partition functions. (English) Zbl 07654502 Commun. Math. Phys. 398, No. 1, 133-218 (2023). Reviewer: Nima Moshayedi (Zürich) MSC: 57R56 81T70 70H20 81T13 81T18 53D50 53D22 81T40 81T30 32Q25 32G05 PDF BibTeX XML Cite \textit{A. S. Cattaneo} et al., Commun. Math. Phys. 398, No. 1, 133--218 (2023; Zbl 07654502) Full Text: DOI arXiv OpenURL
Tran, Hung V.; Van, Truong-Son Local mass-conserving solution for a critical coagulation-fragmentation equation. (English) Zbl 07653584 J. Differ. Equations 351, 49-62 (2023). MSC: 35D40 35F21 44A10 45J05 PDF BibTeX XML Cite \textit{H. V. Tran} and \textit{T.-S. Van}, J. Differ. Equations 351, 49--62 (2023; Zbl 07653584) Full Text: DOI arXiv OpenURL
Diaz Palencia, Jose Luis Semigroup theory and asymptotic profiles of solutions for a higher-order Fisher-KPP problem in \(\mathbb{R}^N\). (English) Zbl 07653406 Electron. J. Differ. Equ. 2023, Paper No. 04, 17 p. (2023). MSC: 35K91 35K30 47D06 PDF BibTeX XML Cite \textit{J. L. Diaz Palencia}, Electron. J. Differ. Equ. 2023, Paper No. 04, 17 p. (2023; Zbl 07653406) Full Text: Link OpenURL
Wang, Hong Hamilton-Jacobi equations for a regular controlled Hamiltonian system and its reduced systems. (English) Zbl 07649539 Acta Math. Sci., Ser. B, Engl. Ed. 43, No. 2, 855-906 (2023). MSC: 53D20 70H20 70Q05 PDF BibTeX XML Cite \textit{H. Wang}, Acta Math. Sci., Ser. B, Engl. Ed. 43, No. 2, 855--906 (2023; Zbl 07649539) Full Text: DOI arXiv OpenURL
Fu, Han; Liu, Hugh H.-T. Justification of the geometric solution of a target defense game with faster defenders and a convex target area using the HJI equation. (English) Zbl 1507.91025 Automatica 149, Article ID 110811, 10 p. (2023). MSC: 91A23 49N70 49L25 PDF BibTeX XML Cite \textit{H. Fu} and \textit{H. H. T. Liu}, Automatica 149, Article ID 110811, 10 p. (2023; Zbl 1507.91025) Full Text: DOI OpenURL
Khanin, Konstantin; Zhang, Ke; Zhang, Lei Uniform exponential contraction for viscous Hamilton-Jacobi equations. (English) Zbl 07642048 Calc. Var. Partial Differ. Equ. 62, No. 3, Paper No. 82, 35 p. (2023). MSC: 70H20 37J50 37D05 35K05 PDF BibTeX XML Cite \textit{K. Khanin} et al., Calc. Var. Partial Differ. Equ. 62, No. 3, Paper No. 82, 35 p. (2023; Zbl 07642048) Full Text: DOI arXiv OpenURL
Viterbo, Claude Symplectic homogenization. (Homogénéisation symplectique.) (English. French summary) Zbl 07640149 J. Éc. Polytech., Math. 10, 67-140 (2023). MSC: 37J39 37J06 53D35 35F21 49L25 57K43 57R17 PDF BibTeX XML Cite \textit{C. Viterbo}, J. Éc. Polytech., Math. 10, 67--140 (2023; Zbl 07640149) Full Text: DOI arXiv OpenURL
Jesus, David; Pimentel, Edgard A.; Urbano, José Miguel Fully nonlinear Hamilton-Jacobi equations of degenerate type. (English) Zbl 1504.35134 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 227, Article ID 113181, 15 p. (2023). MSC: 35F21 35B65 49L25 35R35 PDF BibTeX XML Cite \textit{D. Jesus} et al., Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 227, Article ID 113181, 15 p. (2023; Zbl 1504.35134) Full Text: DOI arXiv OpenURL
Esteve-Yagüe, Carlos; Zuazua, Enrique Reachable set for Hamilton-Jacobi equations with non-smooth Hamiltonian and scalar conservation laws. (English) Zbl 1504.35133 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 227, Article ID 113167, 18 p. (2023). MSC: 35F21 35F25 35L65 49L25 PDF BibTeX XML Cite \textit{C. Esteve-Yagüe} and \textit{E. Zuazua}, Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 227, Article ID 113167, 18 p. (2023; Zbl 1504.35133) Full Text: DOI arXiv OpenURL
Liao, Wei; Liang, Taotao; Wang, Chen; Yang, Dayong A dimensionality reduction method for computing reachable tubes based on piecewise pseudo-time dependent Hamilton-Jacobi equation. (English) Zbl 07627681 Appl. Math. Comput. 441, Article ID 127696, 13 p. (2023). MSC: 93Bxx 93Cxx 49Lxx PDF BibTeX XML Cite \textit{W. Liao} et al., Appl. Math. Comput. 441, Article ID 127696, 13 p. (2023; Zbl 07627681) Full Text: DOI OpenURL
Visetti, D. The Hopf-Lax formula for multiobjective costs with non-constant discount via set optimization. (English) Zbl 1505.49016 J. Math. Anal. Appl. 519, No. 2, Article ID 126828, 21 p. (2023). Reviewer: Radu Ioan Boţ (Wien) MSC: 49J53 35F21 PDF BibTeX XML Cite \textit{D. Visetti}, J. Math. Anal. Appl. 519, No. 2, Article ID 126828, 21 p. (2023; Zbl 1505.49016) Full Text: DOI arXiv OpenURL
Xie, Pengxu; Bai, Lihua; Zhang, Huayue Optimal proportional reinsurance and pairs trading under exponential utility criterion for the insurer. (English) Zbl 07616032 J. Ind. Manag. Optim. 19, No. 3, 1827-1845 (2023). MSC: 91G05 93E20 60J70 PDF BibTeX XML Cite \textit{P. Xie} et al., J. Ind. Manag. Optim. 19, No. 3, 1827--1845 (2023; Zbl 07616032) Full Text: DOI OpenURL
Meng, Qingxin; Dong, Yuchao; Shen, Yang; Tang, Shanjian Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps. (English) Zbl 1501.49018 Appl. Math. Optim. 87, No. 1, Paper No. 3, 51 p. (2023). MSC: 49K45 49K20 90C39 35F21 35R60 60H15 60J65 60J76 PDF BibTeX XML Cite \textit{Q. Meng} et al., Appl. Math. Optim. 87, No. 1, Paper No. 3, 51 p. (2023; Zbl 1501.49018) Full Text: DOI arXiv OpenURL
Dai, Suhang; Menoukeu-Pamen, Olivier An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems. (English) Zbl 1498.60160 J. Comput. Appl. Math. 421, Article ID 114864, 24 p. (2023). MSC: 60G40 65C20 60J25 47D07 60J35 PDF BibTeX XML Cite \textit{S. Dai} and \textit{O. Menoukeu-Pamen}, J. Comput. Appl. Math. 421, Article ID 114864, 24 p. (2023; Zbl 1498.60160) Full Text: DOI OpenURL
Yuan, Yu; Liang, Zhibin; Han, Xia Robust optimal reinsurance in minimizing the penalized expected time to reach a goal. (English) Zbl 1500.91117 J. Comput. Appl. Math. 420, Article ID 114816, 19 p. (2023). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{Y. Yuan} et al., J. Comput. Appl. Math. 420, Article ID 114816, 19 p. (2023; Zbl 1500.91117) Full Text: DOI OpenURL
Zong, Gaofeng Differentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal control. (English) Zbl 07601358 J. Math. Anal. Appl. 518, No. 1, Article ID 126682, 22 p. (2023). MSC: 60H15 35Q53 35R60 49L20 PDF BibTeX XML Cite \textit{G. Zong}, J. Math. Anal. Appl. 518, No. 1, Article ID 126682, 22 p. (2023; Zbl 07601358) Full Text: DOI OpenURL
Xiao, Lishun; Fan, Shengjun; Tian, Dejian A representation theorem approach to probabilistic interpretation for viscosity solutions of Isaacs equations. (English) Zbl 1498.60243 J. Math. Anal. Appl. 517, No. 2, Article ID 126610, 30 p. (2023). MSC: 60H10 60H30 49L25 35R09 49N70 PDF BibTeX XML Cite \textit{L. Xiao} et al., J. Math. Anal. Appl. 517, No. 2, Article ID 126610, 30 p. (2023; Zbl 1498.60243) Full Text: DOI OpenURL
Jaroszkowski, Bartosz; Jensen, Max Valuation of European options under an uncertain market price of volatility risk. (English) Zbl 07657806 Appl. Math. Finance 29, No. 3, 213-226 (2022). MSC: 91G60 65M60 91G20 PDF BibTeX XML Cite \textit{B. Jaroszkowski} and \textit{M. Jensen}, Appl. Math. Finance 29, No. 3, 213--226 (2022; Zbl 07657806) Full Text: DOI arXiv OpenURL
Ieda, Masashi Continuous-time portfolio optimization for absolute return funds. (English) Zbl 07657224 Asia-Pac. Financ. Mark. 29, No. 4, 675-696 (2022). MSC: 91G10 93E20 49L12 PDF BibTeX XML Cite \textit{M. Ieda}, Asia-Pac. Financ. Mark. 29, No. 4, 675--696 (2022; Zbl 07657224) Full Text: DOI arXiv OpenURL
Kolokoltsov, Vassili CTRW modeling of quantum measurement and fractional equations of quantum stochastic filtering and control. (English) Zbl 1503.81049 Fract. Calc. Appl. Anal. 25, No. 1, 128-165 (2022). MSC: 81S25 81P15 26A33 81Q93 PDF BibTeX XML Cite \textit{V. Kolokoltsov}, Fract. Calc. Appl. Anal. 25, No. 1, 128--165 (2022; Zbl 1503.81049) Full Text: DOI arXiv OpenURL
Bernis, Julien; Bettiol, Piernicola; Vinter, Richard B. Solutions to the Hamilton-Jacobi equation for state constrained Bolza problems with discontinuous time dependence. (English) Zbl 1504.49049 J. Differ. Equations 341, 589-619 (2022). MSC: 49L12 35F21 91B64 PDF BibTeX XML Cite \textit{J. Bernis} et al., J. Differ. Equations 341, 589--619 (2022; Zbl 1504.49049) Full Text: DOI OpenURL
Kong, Xiaoyu; Lü, Yuhua Optimal excess-of-loss reinsurance and investment with stochastic factor process. (English) Zbl 07633428 Commun. Stat., Theory Methods 51, No. 24, 8705-8727 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{X. Kong} and \textit{Y. Lü}, Commun. Stat., Theory Methods 51, No. 24, 8705--8727 (2022; Zbl 07633428) Full Text: DOI OpenURL
Lorenzi, T.; Perthame, B.; Ruan, X. Invasion fronts and adaptive dynamics in a model for the growth of cell populations with heterogeneous mobility. (English) Zbl 1507.35300 Eur. J. Appl. Math. 33, No. 4, 766-783 (2022). Reviewer: Eugene Postnikov (Kursk) MSC: 35Q92 92D25 35B40 35C07 35R09 35F21 92-08 65M08 65M06 65N08 PDF BibTeX XML Cite \textit{T. Lorenzi} et al., Eur. J. Appl. Math. 33, No. 4, 766--783 (2022; Zbl 1507.35300) Full Text: DOI arXiv OpenURL
Saluzzi, Luca; Alla, Alessandro; Falcone, Maurizio Error estimates for a tree structure algorithm solving finite horizon control problems. (English) Zbl 1503.49025 ESAIM, Control Optim. Calc. Var. 28, Paper No. 69, 25 p. (2022). MSC: 49L20 49J15 49J20 93B52 35F21 90C39 35D40 PDF BibTeX XML Cite \textit{L. Saluzzi} et al., ESAIM, Control Optim. Calc. Var. 28, Paper No. 69, 25 p. (2022; Zbl 1503.49025) Full Text: DOI arXiv OpenURL
Kakumani, Hemanth Chandra Vamsi; Vadlamani, Nagabhushana Rao; Tucker, Paul Gary On the use of high order central difference schemes for differential equation based wall distance computations. (English) Zbl 07627707 Comput. Fluids 248, Article ID 105666, 17 p. (2022). MSC: 76-XX PDF BibTeX XML Cite \textit{H. C. V. Kakumani} et al., Comput. Fluids 248, Article ID 105666, 17 p. (2022; Zbl 07627707) Full Text: DOI arXiv OpenURL
Lebedev, Pavel D.; Uspenskii, Alexander A. Differential and algebraical relations in singular sets construction for a one class of time-optimal control problems. (English) Zbl 1504.49009 Smirnov, Nikolay (ed.) et al., Stability and control processes. Proceedings of the 4th international conference, SCP 2020, dedicated to the memory of Professor Vladimir Zubov, October 5–10, 2020. Cham: Springer. Lect. Notes Control Inf. Sci. – Proc., 427-435 (2022). MSC: 49J35 35F21 PDF BibTeX XML Cite \textit{P. D. Lebedev} and \textit{A. A. Uspenskii}, in: Stability and control processes. Proceedings of the 4th international conference, SCP 2020, dedicated to the memory of Professor Vladimir Zubov, October 5--10, 2020. Cham: Springer. 427--435 (2022; Zbl 1504.49009) Full Text: DOI OpenURL
Afanas’ev, Valery; Matveeva, Natalia Parametric optimization in the control design for nonlinear differential games with zero sum. (English) Zbl 1504.91029 Zattoni, Elena (ed.) et al., 15th European workshop on advanced control and diagnosis, ACD 2019. Proceedings of the workshop, Bologna, Italy, November 21–22, 2019. Cham: Springer. Lect. Notes Control Inf. Sci. – Proc., 423-437 (2022). MSC: 91A23 93C10 93B18 49N70 PDF BibTeX XML Cite \textit{V. Afanas'ev} and \textit{N. Matveeva}, in: 15th European workshop on advanced control and diagnosis, ACD 2019. Proceedings of the workshop, Bologna, Italy, November 21--22, 2019. Cham: Springer. 423--437 (2022; Zbl 1504.91029) Full Text: DOI OpenURL
Duan, Shida; Liang, Zhibin Optimal investment and reinsurance on survival and growth problems for the risk model with common shock dependence. (English) Zbl 1505.91327 RAIRO, Oper. Res. 56, No. 5, 3611-3634 (2022). MSC: 91G05 93E20 49L12 62P05 PDF BibTeX XML Cite \textit{S. Duan} and \textit{Z. Liang}, RAIRO, Oper. Res. 56, No. 5, 3611--3634 (2022; Zbl 1505.91327) Full Text: DOI OpenURL
Léonard, Christian Feynman-Kac formula under a finite entropy condition. (English) Zbl 1502.35060 Probab. Theory Relat. Fields 184, No. 3-4, 1029-1091 (2022). MSC: 35K20 60H30 60J60 PDF BibTeX XML Cite \textit{C. Léonard}, Probab. Theory Relat. Fields 184, No. 3--4, 1029--1091 (2022; Zbl 1502.35060) Full Text: DOI arXiv OpenURL
Tang, Wenpin; Zhang, Yuming Paul; Zhou, Xun Yu Exploratory HJB equations and their convergence. (English) Zbl 1501.35132 SIAM J. Control Optim. 60, No. 6, 3191-3216 (2022). MSC: 35F21 60J60 93E15 93E20 PDF BibTeX XML Cite \textit{W. Tang} et al., SIAM J. Control Optim. 60, No. 6, 3191--3216 (2022; Zbl 1501.35132) Full Text: DOI arXiv OpenURL
Yong, Jiongmin Stochastic optimal control – a concise introduction. (English) Zbl 07616356 Math. Control Relat. Fields 12, No. 4, 1039-1136 (2022). MSC: 93E20 49L20 49L25 49N10 35D40 60H30 PDF BibTeX XML Cite \textit{J. Yong}, Math. Control Relat. Fields 12, No. 4, 1039--1136 (2022; Zbl 07616356) Full Text: DOI OpenURL
Shen, Yang; Zou, Bin Short communication: cone-constrained monotone mean-variance portfolio selection under diffusion models. (English) Zbl 07612218 SIAM J. Financ. Math. 13, No. 4, SC99-SC112 (2022). Reviewer: Paweł Kliber (Poznan) MSC: 91G10 93E20 60H10 PDF BibTeX XML Cite \textit{Y. Shen} and \textit{B. Zou}, SIAM J. Financ. Math. 13, No. 4, SC99-SC112 (2022; Zbl 07612218) Full Text: DOI arXiv OpenURL
Hajej, Ahmed Quantitative stochastic homogenization of an unbounded front propagation problem. (English) Zbl 1501.35035 Math. Models Methods Appl. Sci. 32, No. 9, 1879-1921 (2022). MSC: 35B27 35F21 60K35 PDF BibTeX XML Cite \textit{A. Hajej}, Math. Models Methods Appl. Sci. 32, No. 9, 1879--1921 (2022; Zbl 1501.35035) Full Text: DOI OpenURL
Qiu, Jinniao Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton-Jacobi equations. (English) Zbl 1500.49007 Stochastic Processes Appl. 154, 1-25 (2022). MSC: 49J55 49L25 49J15 35D40 35F21 PDF BibTeX XML Cite \textit{J. Qiu}, Stochastic Processes Appl. 154, 1--25 (2022; Zbl 1500.49007) Full Text: DOI arXiv OpenURL
Yoshioka, Hidekazu; Tsujimura, Motoh Optimal sizing of the sediment replenishment capacity based on robust ergodic control of subordinator-driven dynamics. (English) Zbl 1500.35093 Optimization 71, No. 11, 3383-3417 (2022). MSC: 35D40 37N35 49L20 60H15 93E20 PDF BibTeX XML Cite \textit{H. Yoshioka} and \textit{M. Tsujimura}, Optimization 71, No. 11, 3383--3417 (2022; Zbl 1500.35093) Full Text: DOI OpenURL
Cirant, Marco; Verzini, Gianmaria Local Hölder and maximal regularity of solutions of elliptic equations with superquadratic gradient terms. (English) Zbl 1500.35074 Adv. Math. 409 B, Article ID 108700, 16 p. (2022). MSC: 35B65 35J60 35R05 PDF BibTeX XML Cite \textit{M. Cirant} and \textit{G. Verzini}, Adv. Math. 409 B, Article ID 108700, 16 p. (2022; Zbl 1500.35074) Full Text: DOI arXiv OpenURL
Lam, King-Yeung; Yu, Xiao Asymptotic spreading of KPP reactive fronts in heterogeneous shifting environments. (English. French summary) Zbl 1507.35040 J. Math. Pures Appl. (9) 167, 1-47 (2022). Reviewer: Thomas Giletti (Vandœuvre-lès-Nancy) MSC: 35B40 35C07 35D40 35K57 35R10 PDF BibTeX XML Cite \textit{K.-Y. Lam} and \textit{X. Yu}, J. Math. Pures Appl. (9) 167, 1--47 (2022; Zbl 1507.35040) Full Text: DOI arXiv OpenURL
Yuan, Yu; Liang, Zhibin; Han, Xia Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion. (English) Zbl 1503.91094 Math. Methods Oper. Res. 96, No. 2, 259-290 (2022). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{Y. Yuan} et al., Math. Methods Oper. Res. 96, No. 2, 259--290 (2022; Zbl 1503.91094) Full Text: DOI OpenURL
Chou, Chia-Chun Complex-valued derivative propagation method with adaptive moving grids for electronic nonadiabatic dynamics. (English) Zbl 07600125 Ann. Phys. 445, Article ID 169084, 19 p. (2022). MSC: 81Q05 35Q41 70H20 70H11 65M50 78A60 PDF BibTeX XML Cite \textit{C.-C. Chou}, Ann. Phys. 445, Article ID 169084, 19 p. (2022; Zbl 07600125) Full Text: DOI OpenURL
Chen, Hong-Bin Hamilton-Jacobi equations for nonsymmetric matrix inference. (English) Zbl 1498.82010 Ann. Appl. Probab. 32, No. 4, 2540-2567 (2022). MSC: 82B44 82B26 82B27 82D30 35F21 60B20 15B52 PDF BibTeX XML Cite \textit{H.-B. Chen}, Ann. Appl. Probab. 32, No. 4, 2540--2567 (2022; Zbl 1498.82010) Full Text: DOI arXiv OpenURL
Yoshioka, Hidekazu; Yoshioka, Yumi A simple model on streamflow management with a dynamic risk measure. (English) Zbl 1496.91067 Giri, Debasis (ed.) et al., Proceedings of the seventh international conference on mathematics and computing, ICMC 2021, Shibpur, India, March 2–5, 2021. Singapore: Springer. Adv. Intell. Syst. Comput. 1412, 943-951 (2022). MSC: 91B76 91A15 91A80 PDF BibTeX XML Cite \textit{H. Yoshioka} and \textit{Y. Yoshioka}, Adv. Intell. Syst. Comput. 1412, 943--951 (2022; Zbl 1496.91067) Full Text: DOI arXiv OpenURL
Esteve-Yagüe, Carlos; Zuazua, Enrique Differentiability with respect to the initial condition for Hamilton-Jacobi equations. (English) Zbl 1498.35168 SIAM J. Math. Anal. 54, No. 5, 5388-5423 (2022). MSC: 35F21 35F25 35D40 35B30 35R30 49K20 35Q49 58C20 PDF BibTeX XML Cite \textit{C. Esteve-Yagüe} and \textit{E. Zuazua}, SIAM J. Math. Anal. 54, No. 5, 5388--5423 (2022; Zbl 1498.35168) Full Text: DOI arXiv OpenURL
Belkina, T. A.; Konyukhova, N. B.; Kurochkin, S. V. Optimal control of investment in a collective pension insurance model: study of singular nonlinear problems for integro-differential equations. (English. Russian original) Zbl 1500.91110 Comput. Math. Math. Phys. 62, No. 9, 1438-1454 (2022); translation from Zh. Vychisl. Mat. Mat. Fiz. 62, No. 9, 1473-1490 (2022). MSC: 91G05 93E20 49L25 45K05 PDF BibTeX XML Cite \textit{T. A. Belkina} et al., Comput. Math. Math. Phys. 62, No. 9, 1438--1454 (2022; Zbl 1500.91110); translation from Zh. Vychisl. Mat. Mat. Fiz. 62, No. 9, 1473--1490 (2022) Full Text: DOI OpenURL
Daudin, Samuel Optimal control of diffusion processes with terminal constraint in law. (English) Zbl 1503.49023 J. Optim. Theory Appl. 195, No. 1, 1-41 (2022). Reviewer: Alain Brillard (Riedisheim) MSC: 49K45 49N80 35F21 49J45 PDF BibTeX XML Cite \textit{S. Daudin}, J. Optim. Theory Appl. 195, No. 1, 1--41 (2022; Zbl 1503.49023) Full Text: DOI arXiv OpenURL
Badreddine, Zeinab; Frankowska, Hélène Viability and invariance of systems on metric spaces. (English) Zbl 1498.49044 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 225, Article ID 113133, 27 p. (2022). MSC: 49L12 49L25 49Q22 49Q99 54E70 58D25 PDF BibTeX XML Cite \textit{Z. Badreddine} and \textit{H. Frankowska}, Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 225, Article ID 113133, 27 p. (2022; Zbl 1498.49044) Full Text: DOI OpenURL
van Meurs, Patrick; Peletier, Mark A.; Požár, Norbert Discrete-to-continuum convergence of charged particles in 1D with annihilation. (English) Zbl 1502.35160 Arch. Ration. Mech. Anal. 246, No. 1, 241-297 (2022). Reviewer: Alain Brillard (Riedisheim) MSC: 35Q60 78A35 34A12 35A01 35A02 35B30 35F21 49L25 PDF BibTeX XML Cite \textit{P. van Meurs} et al., Arch. Ration. Mech. Anal. 246, No. 1, 241--297 (2022; Zbl 1502.35160) Full Text: DOI arXiv OpenURL
Brachetta, M.; Ceci, C. A stochastic control approach to public debt management. (English) Zbl 1498.91267 Math. Financ. Econ. 16, No. 4, 749-778 (2022). MSC: 91B64 93E20 PDF BibTeX XML Cite \textit{M. Brachetta} and \textit{C. Ceci}, Math. Financ. Econ. 16, No. 4, 749--778 (2022; Zbl 1498.91267) Full Text: DOI arXiv OpenURL
Wang, Xuhui; Hu, Lei A new method to solve the Hamilton-Jacobi-Bellman equation for a stochastic portfolio optimization model with boundary memory. (English) Zbl 07590598 J. Ind. Manag. Optim. 18, No. 6, 3831-3845 (2022). MSC: 60H15 60J65 91G05 PDF BibTeX XML Cite \textit{X. Wang} and \textit{L. Hu}, J. Ind. Manag. Optim. 18, No. 6, 3831--3845 (2022; Zbl 07590598) Full Text: DOI OpenURL
Feng, Xiaobing; Lewis, Thomas; Ward, Kellie A narrow-stencil framework for convergent numerical approximations of fully nonlinear second order PDEs. (English) Zbl 1495.65189 Electron. J. Differ. Equ. 2022, Conf. 26, 59-95 (2022). MSC: 65N06 65N12 PDF BibTeX XML Cite \textit{X. Feng} et al., Electron. J. Differ. Equ. 2022, 59--95 (2022; Zbl 1495.65189) Full Text: arXiv Link OpenURL
Laxmi, Y. Onika; Singh, T. Ibungochouba; Meitei, I. Ablu Modified entropy of Kerr-De Sitter black hole in Lorentz symmetry violation theory. (English) Zbl 07589032 Gen. Relativ. Gravitation 54, No. 8, Paper No. 77, 22 p. (2022). MSC: 83C57 81U26 81P55 53C21 81V35 70H20 82B30 94A17 81Q05 PDF BibTeX XML Cite \textit{Y. O. Laxmi} et al., Gen. Relativ. Gravitation 54, No. 8, Paper No. 77, 22 p. (2022; Zbl 07589032) Full Text: DOI arXiv OpenURL
Obrosova, N. K.; Shananin, A. A.; Spiridonov, A. A. A model of investment behavior of enterprise owner in an imperfect capital market. (English) Zbl 1498.91488 Lobachevskii J. Math. 43, No. 4, 1018-1031 (2022). MSC: 91G50 49L25 PDF BibTeX XML Cite \textit{N. K. Obrosova} et al., Lobachevskii J. Math. 43, No. 4, 1018--1031 (2022; Zbl 1498.91488) Full Text: DOI OpenURL
Hong, Jiahui; Cheng, Wei; Hu, Shengqing; Zhao, Kai Representation formulas for contact type Hamilton-Jacobi equations. (English) Zbl 1503.49026 J. Dyn. Differ. Equations 34, No. 3, 2315-2327 (2022). Reviewer: Alberto Maione (Freiburg im Breisgau) MSC: 49L25 35D40 35F21 PDF BibTeX XML Cite \textit{J. Hong} et al., J. Dyn. Differ. Equations 34, No. 3, 2315--2327 (2022; Zbl 1503.49026) Full Text: DOI arXiv OpenURL
Ennaji, Hamza; Igbida, Noureddine; Nguyen, Van Thanh Quasi-convex Hamilton-Jacobi equations via Finsler \(p\)-Laplace-type operators. (English) Zbl 1496.35163 SIAM J. Math. Anal. 54, No. 4, 5041-5063 (2022). MSC: 35F21 35A15 35D40 PDF BibTeX XML Cite \textit{H. Ennaji} et al., SIAM J. Math. Anal. 54, No. 4, 5041--5063 (2022; Zbl 1496.35163) Full Text: DOI arXiv OpenURL
Vedenyapin, V. V. On derivation of equations of electrodynamics and gravitation from the principle of least action, the Hamilton-Jacobi method, and cosmological solutions. (English. Russian original) Zbl 1507.83012 Dokl. Math. 105, No. 3, 178-182 (2022); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 504, 51-55 (2022). MSC: 83C22 35Q83 35J05 83F05 35F21 70H20 PDF BibTeX XML Cite \textit{V. V. Vedenyapin}, Dokl. Math. 105, No. 3, 178--182 (2022; Zbl 1507.83012); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 504, 51--55 (2022) Full Text: DOI OpenURL
Kolokoltsov, Vassili N. Quantum mean-field games. (English) Zbl 1498.91098 Ann. Appl. Probab. 32, No. 3, 2254-2288 (2022). MSC: 91A81 91A16 35Q55 81Q93 PDF BibTeX XML Cite \textit{V. N. Kolokoltsov}, Ann. Appl. Probab. 32, No. 3, 2254--2288 (2022; Zbl 1498.91098) Full Text: DOI arXiv OpenURL
El Asri, Brahim; Hamadene, Said; Oufdil, Khalid On the stochastic control-stopping problem. (English) Zbl 1498.93777 J. Differ. Equations 336, 387-426 (2022). MSC: 93E20 60G40 60H30 49L25 PDF BibTeX XML Cite \textit{B. El Asri} et al., J. Differ. Equations 336, 387--426 (2022; Zbl 1498.93777) Full Text: DOI arXiv OpenURL
Yoshioka, Hidekazu; Yoshioka, Yumi Designing cost-efficient inspection schemes for stochastic streamflow environment using an effective Hamiltonian approach. (English) Zbl 1502.93013 Optim. Eng. 23, No. 3, 1375-1407 (2022); correction ibid. 23, No. 3, 1409-1410 (2022). MSC: 93E20 49L20 60H30 92D40 PDF BibTeX XML Cite \textit{H. Yoshioka} and \textit{Y. Yoshioka}, Optim. Eng. 23, No. 3, 1375--1407 (2022; Zbl 1502.93013) Full Text: DOI OpenURL
Medhin, Negash; Xu, Chuan Optimal asset allocation with restrictions on liquidity. (English) Zbl 1498.91400 Stochastic Anal. Appl. 40, No. 5, 776-797 (2022). MSC: 91G10 49L12 93E20 PDF BibTeX XML Cite \textit{N. Medhin} and \textit{C. Xu}, Stochastic Anal. Appl. 40, No. 5, 776--797 (2022; Zbl 1498.91400) Full Text: DOI OpenURL
Yang, Qing-Qing; Ching, Wai-Ki; Gu, Jia-Wen; Siu, Tak-Kuen Generalized optimal liquidation problems across multiple trading venues. (English) Zbl 07574116 J. Ind. Manag. Optim. 18, No. 5, 3215-3231 (2022). MSC: 35Q93 PDF BibTeX XML Cite \textit{Q.-Q. Yang} et al., J. Ind. Manag. Optim. 18, No. 5, 3215--3231 (2022; Zbl 07574116) Full Text: DOI arXiv OpenURL
Belak, Christoph; Chen, An; Mereu, Carla; Stelzer, Robert Optimal investment with time-varying stochastic endowments. (English) Zbl 1498.91376 SIAM J. Financ. Math. 13, No. 3, 969-1003 (2022). MSC: 91G10 93E20 49L25 PDF BibTeX XML Cite \textit{C. Belak} et al., SIAM J. Financ. Math. 13, No. 3, 969--1003 (2022; Zbl 1498.91376) Full Text: DOI arXiv OpenURL
Veraguas, Julio Backhoff; Reppen, A. Max; Tangpi, Ludovic Stochastic control of optimized certainty equivalents. (English) Zbl 1498.91507 SIAM J. Financ. Math. 13, No. 3, 745-772 (2022). MSC: 91G70 93E20 49L20 49L25 PDF BibTeX XML Cite \textit{J. B. Veraguas} et al., SIAM J. Financ. Math. 13, No. 3, 745--772 (2022; Zbl 1498.91507) Full Text: DOI arXiv OpenURL
Lin, Zhi-Wen; Zhang, Yu; Li, Qian; Ma, Chen; Duan, Peng-Fei Thermodynamics of the magnetic black hole in four-dimensional ESTGB theory and quantum correction. (English) Zbl 1501.83008 Int. J. Theor. Phys. 61, No. 7, Paper No. 199, 14 p. (2022). MSC: 83C57 78A30 80A10 81U26 81Q05 81S07 83C30 81V74 70H20 81Q20 83C45 PDF BibTeX XML Cite \textit{Z.-W. Lin} et al., Int. J. Theor. Phys. 61, No. 7, Paper No. 199, 14 p. (2022; Zbl 1501.83008) Full Text: DOI OpenURL
Cardin, Franco; Guzzo, Massimiliano Integrability of close encounters in the spatial restricted three-body problem. (English) Zbl 1505.70031 Commun. Contemp. Math. 24, No. 6, Article ID 2150040, 41 p. (2022). MSC: 70F07 70F16 70H20 PDF BibTeX XML Cite \textit{F. Cardin} and \textit{M. Guzzo}, Commun. Contemp. Math. 24, No. 6, Article ID 2150040, 41 p. (2022; Zbl 1505.70031) Full Text: DOI arXiv OpenURL
Wøien, Esten Nicolai; Grasmair, Markus A PDE-based method for shape registration. (English) Zbl 1492.65054 SIAM J. Imaging Sci. 15, No. 2, 762-796 (2022). MSC: 65D19 49L20 65K10 49Q10 PDF BibTeX XML Cite \textit{E. N. Wøien} and \textit{M. Grasmair}, SIAM J. Imaging Sci. 15, No. 2, 762--796 (2022; Zbl 1492.65054) Full Text: DOI arXiv OpenURL
Li, Liang; Zhu, Jun A new finite difference mapped unequal-sized WENO scheme for Hamilton-Jacobi equations. (English) Zbl 07566240 Comput. Math. Appl. 119, 68-78 (2022). MSC: 65M06 35L65 65M12 35L60 65M60 PDF BibTeX XML Cite \textit{L. Li} and \textit{J. Zhu}, Comput. Math. Appl. 119, 68--78 (2022; Zbl 07566240) Full Text: DOI OpenURL
Bonnans, J. Frédéric; Bonnet, Guillaume; Mirebeau, Jean-Marie A linear finite-difference scheme for approximating Randers distances on Cartesian grids. (English) Zbl 1504.65235 ESAIM, Control Optim. Calc. Var. 28, Paper No. 45, 49 p. (2022). Reviewer: Ljiljana Teofanov (Novi Sad) MSC: 65N06 65N12 49L25 49L12 35F21 PDF BibTeX XML Cite \textit{J. F. Bonnans} et al., ESAIM, Control Optim. Calc. Var. 28, Paper No. 45, 49 p. (2022; Zbl 1504.65235) Full Text: DOI OpenURL
Moon, Jun Stochastic optimal control in infinite dimensions with state constraints. (English) Zbl 1497.93244 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 223, Article ID 113050, 27 p. (2022). MSC: 93E20 93C25 35R15 49L25 PDF BibTeX XML Cite \textit{J. Moon}, Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 223, Article ID 113050, 27 p. (2022; Zbl 1497.93244) Full Text: DOI OpenURL
Albrecher, Hansjörg; Azcue, Pablo; Muler, Nora Optimal ratcheting of dividends in a Brownian risk model. (English) Zbl 1497.91331 SIAM J. Financ. Math. 13, No. 3, 657-701 (2022). MSC: 91G50 49L25 93E20 PDF BibTeX XML Cite \textit{H. Albrecher} et al., SIAM J. Financ. Math. 13, No. 3, 657--701 (2022; Zbl 1497.91331) Full Text: DOI arXiv OpenURL
Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra Optimal reinsurance and investment under common shock dependence between financial and actuarial markets. (English) Zbl 1492.91276 Insur. Math. Econ. 105, 252-278 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{C. Ceci} et al., Insur. Math. Econ. 105, 252--278 (2022; Zbl 1492.91276) Full Text: DOI arXiv OpenURL
Chen, Hong-Bin; Xia, Jiaming Hamilton-Jacobi equations for inference of matrix tensor products. (English. French summary) Zbl 1494.82021 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 2, 755-793 (2022). MSC: 82B44 82D30 49L25 35F21 35D30 PDF BibTeX XML Cite \textit{H.-B. Chen} and \textit{J. Xia}, Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 2, 755--793 (2022; Zbl 1494.82021) Full Text: DOI arXiv OpenURL
Léculier, Alexis; Roux, Pierre Adaptation to DNA damage, an asymptotic approach for a cooperative non-local system. (English) Zbl 1492.35021 Acta Appl. Math. 180, Paper No. 1, 46 p. (2022). MSC: 35B25 35D40 35F21 35K51 35R09 82C31 92B20 92D25 PDF BibTeX XML Cite \textit{A. Léculier} and \textit{P. Roux}, Acta Appl. Math. 180, Paper No. 1, 46 p. (2022; Zbl 1492.35021) Full Text: DOI arXiv OpenURL
Davini, Andrea; Kosygina, Elena Stochastic homogenization of a class of nonconvex viscous HJ equations in one space dimension. (English) Zbl 1492.35025 J. Differ. Equations 333, 231-267 (2022). MSC: 35B27 35D40 35F21 35R60 60K37 PDF BibTeX XML Cite \textit{A. Davini} and \textit{E. Kosygina}, J. Differ. Equations 333, 231--267 (2022; Zbl 1492.35025) Full Text: DOI arXiv OpenURL
Brinker, Leonie Violetta; Schmidli, Hanspeter Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance. (English) Zbl 1489.91215 J. Appl. Probab. 59, No. 2, 527-540 (2022). MSC: 91G05 93E20 60G44 60J60 PDF BibTeX XML Cite \textit{L. V. Brinker} and \textit{H. Schmidli}, J. Appl. Probab. 59, No. 2, 527--540 (2022; Zbl 1489.91215) Full Text: DOI OpenURL