Ibrahim, Hassan Analysis of parabolic Hamiltonian-Jacobi systems modelling the dynamics of density of dislocations in a bounded domain. (Analyse de systèmes parabolique/Hamilton-Jacobi modélisant la dynamique de densités de dislocations en domaine borné.) (French) Zbl 1428.37003 Paris: École Nationale des Ponts et Chaussées (Diss.). xiv, 249 p. (2008). MSC: 37-02 37N15 35F21 70H20 35K57 35K55 35D40 PDFBibTeX XMLCite \textit{H. Ibrahim}, Analyse de systèmes parabolique/Hamilton-Jacobi modélisant la dynamique de densités de dislocations en domaine borné. Paris: École Nationale des Ponts et Chaussées (Diss.) (2008; Zbl 1428.37003) Full Text: HAL
Humilière, Vincent Continuity in symplectic topology. (Continuité en topologie symplectique.) (French) Zbl 1406.37002 Paris: École Polytechnique (Diss.). 154 p. (2008). MSC: 37-02 37J35 53Dxx 14J32 70H20 PDFBibTeX XMLCite \textit{V. Humilière}, Continuité en topologie symplectique. Paris: École Polytechnique (Diss.) (2008; Zbl 1406.37002) Full Text: HAL
Song, Q. S. Convergence of Markov chain approximation on generalized HJB equation and its applications. (English) Zbl 1283.93319 Automatica 44, No. 3, 761-766 (2008). MSC: 93E20 49L25 91A23 PDFBibTeX XMLCite \textit{Q. S. Song}, Automatica 44, No. 3, 761--766 (2008; Zbl 1283.93319) Full Text: DOI
Cherqui, Charles; Binder, Yevgeny; Gangopadhyaya, Asim Shape invariance and the exactness of the quantum Hamilton-Jacobi formalism. (English) Zbl 1217.81051 Phys. Lett., A 372, No. 9, 1406-1415 (2008). MSC: 81Q05 70H20 81Q60 81Q10 PDFBibTeX XMLCite \textit{C. Cherqui} et al., Phys. Lett., A 372, No. 9, 1406--1415 (2008; Zbl 1217.81051) Full Text: DOI arXiv
Bernard, Patrick The dynamics of pseudographs in convex Hamiltonian systems. (English) Zbl 1213.37089 J. Am. Math. Soc. 21, No. 3, 615-669 (2008). Reviewer: Adriana Buică (Cluj-Napoca) MSC: 37J40 37J50 PDFBibTeX XMLCite \textit{P. Bernard}, J. Am. Math. Soc. 21, No. 3, 615--669 (2008; Zbl 1213.37089) Full Text: DOI arXiv
Rockafellar, R. T.; Goebel, R. Linear-convex control and duality. (English) Zbl 1206.49036 Ancona, Fabio (ed.) et al., Geometric control and nonsmooth analysis. In honor of the 73rd birthday of H. Hermes and of the 71st birthday of R. T. Rockafellar. Proceedings of the conference, Rome, Italy, June 2006. Hackensack, NJ: World Scientific (ISBN 978-981-277-606-8/hbk). Series on Advances in Mathematics for Applied Sciences 76, 280-299 (2008). MSC: 49N15 49J52 34H05 93C05 PDFBibTeX XMLCite \textit{R. T. Rockafellar} and \textit{R. Goebel}, Ser. Adv. Math. Appl. Sci. 76, 280--299 (2008; Zbl 1206.49036)
Alvarez, O.; Bardi, M.; Marchi, C. Multiscale singular perturbations and homogenization of optimal control problems. (English) Zbl 1206.93072 Ancona, Fabio (ed.) et al., Geometric control and nonsmooth analysis. In honor of the 73rd birthday of H. Hermes and of the 71st birthday of R. T. Rockafellar. Proceedings of the conference, Rome, Italy, June 2006. Hackensack, NJ: World Scientific (ISBN 978-981-277-606-8/hbk). Series on Advances in Mathematics for Applied Sciences 76, 1-27 (2008). MSC: 93C73 49L25 93B11 93C15 93C10 34H05 PDFBibTeX XMLCite \textit{O. Alvarez} et al., Ser. Adv. Math. Appl. Sci. 76, 1--27 (2008; Zbl 1206.93072)
Kulenko, Natalie; Schmidli, Hanspeter Optimal dividend strategies in a Cramér-Lundberg model with capital injections. (English) Zbl 1189.91075 Insur. Math. Econ. 43, No. 2, 270-278 (2008). MSC: 91B30 91G80 PDFBibTeX XMLCite \textit{N. Kulenko} and \textit{H. Schmidli}, Insur. Math. Econ. 43, No. 2, 270--278 (2008; Zbl 1189.91075) Full Text: DOI
Alterovitz, Ron; Branicky, Michael; Goldberg, Ken Constant-curvature motion planning under uncertainty with applications in image-guided medical needle steering. (English) Zbl 1188.93114 Akella, Srinivas (ed.) et al., Algorithmic foundation of robotics VII. Selected contributions of the seventh international workshop on the algorithmic foundations of robotics (WAFR 2006), New York, NJ, USA, July 16–18, 2006. Berlin: Springer (ISBN 978-3-540-68404-6/hbk; 978-3-540-68405-3/ebook). Springer Tracts in Advanced Robotics 47, 319-334 (2008). MSC: 93E20 93C85 94A08 60J05 93C41 49L25 PDFBibTeX XMLCite \textit{R. Alterovitz} et al., Springer Tracts Adv. Robot. 47, 319--334 (2008; Zbl 1188.93114) Full Text: DOI
Kurzhanski, Alexander B.; Varaiya, Pravin The Hamilton-Jacobi type equations for nonlinear target control and their approximation. (English) Zbl 1190.93007 Astolfi, Alessandro (ed.) et al., Analysis and design of nonlinear control systems. In honor of Alberto Isidori. Berlin: Springer (ISBN 978-3-540-74357-6/hbk). 77-90 (2008). MSC: 93B03 93C10 93C20 93B50 35Q93 PDFBibTeX XMLCite \textit{A. B. Kurzhanski} and \textit{P. Varaiya}, in: Analysis and design of nonlinear control systems. In honor of Alberto Isidori. Berlin: Springer. 77--90 (2008; Zbl 1190.93007) Full Text: DOI
Bieske, Thomas Properties of infinite harmonic functions relative to Riemannian vector fields. (English) Zbl 1187.35027 Matematiche 63, No. 2, 19-37 (2008). MSC: 35H20 49L25 35D40 31B05 31C12 PDFBibTeX XMLCite \textit{T. Bieske}, Matematiche 63, No. 2, 19--37 (2008; Zbl 1187.35027) Full Text: Link
Pap, Endre Generalized real analysis and its applications. (English) Zbl 1189.26055 Int. J. Approx. Reasoning 47, No. 3, 368-386 (2008). Reviewer: Vladimír Janiš (Banská Bystrica) MSC: 26E50 PDFBibTeX XMLCite \textit{E. Pap}, Int. J. Approx. Reasoning 47, No. 3, 368--386 (2008; Zbl 1189.26055) Full Text: DOI
Cardin, F. Fluid dynamical features of the weak KAM theory. (English) Zbl 1284.37054 Manganaro, Natale (ed.) et al., Proceedings WASCOM 2007. 14th Conference on waves and stability in continuous media, Baia Samuele, Sicily, Italy, 30 June – 6 July 2007. Hackensack, NJ: World Scientific (ISBN 978-981-277-234-3/hbk; 978-981-277-235-0/ebook). 108-117 (2008). MSC: 37K55 35F21 49L25 35Q53 70H20 76D99 PDFBibTeX XMLCite \textit{F. Cardin}, in: Proceedings WASCOM 2007. 14th Conference on waves and stability in continuous media, Baia Samuele, Sicily, Italy, 30 June -- 6 July 2007. Hackensack, NJ: World Scientific. 108--117 (2008; Zbl 1284.37054) Full Text: DOI
Muthuraman, Kumar A moving boundary approach to American option pricing. (English) Zbl 1181.91300 J. Econ. Dyn. Control 32, No. 11, 3520-3537 (2008). MSC: 91G10 91G80 91G60 PDFBibTeX XMLCite \textit{K. Muthuraman}, J. Econ. Dyn. Control 32, No. 11, 3520--3537 (2008; Zbl 1181.91300) Full Text: DOI
Eshraim, W. I.; Farahat, N. I. Hamilton-Jacobi treatment of Lagrangian with fermionic and scalar field. (English) Zbl 1177.81082 Rom. J. Phys. 53, No. 3-4, 437-443 (2008). MSC: 81S40 70H20 70H45 PDFBibTeX XMLCite \textit{W. I. Eshraim} and \textit{N. I. Farahat}, Rom. J. Phys. 53, No. 3--4, 437--443 (2008; Zbl 1177.81082) Full Text: Link
McCaffrey, D. Policy iteration and the max-plus finite element method. (English) Zbl 1176.49040 SIAM J. Control Optim. 47, No. 6, 2912-2929 (2008). MSC: 49N70 91A23 93C10 93B36 65L60 PDFBibTeX XMLCite \textit{D. McCaffrey}, SIAM J. Control Optim. 47, No. 6, 2912--2929 (2008; Zbl 1176.49040) Full Text: DOI
Tu, Hong; Zhu, Zhengyou Optimal dividend paying strategy and optimal asset allocation for insurance companies and the numerical solution. (Chinese. English summary) Zbl 1199.91101 J. Shanghai Univ., Nat. Sci. 14, No. 1, 65-69 (2008). MSC: 91B30 49L25 65K10 91G60 91G50 PDFBibTeX XMLCite \textit{H. Tu} and \textit{Z. Zhu}, J. Shanghai Univ., Nat. Sci. 14, No. 1, 65--69 (2008; Zbl 1199.91101)
Gilboa, Guy; Osher, Stanley Nonlocal operators with applications to image processing. (English) Zbl 1181.35006 Multiscale Model. Simul. 7, No. 3, 1005-1028 (2008). MSC: 35A15 68U10 70H20 65D25 35S05 68R10 35F21 PDFBibTeX XMLCite \textit{G. Gilboa} and \textit{S. Osher}, Multiscale Model. Simul. 7, No. 3, 1005--1028 (2008; Zbl 1181.35006) Full Text: DOI Link
Gangbo, Wilfrid; Nguyen, Truyen; Tudorascu, Adrian Hamilton-Jacobi equations in the Wasserstein space. (English) Zbl 1171.49308 Methods Appl. Anal. 15, No. 2, 155-184 (2008). MSC: 49L25 82C40 47J25 PDFBibTeX XMLCite \textit{W. Gangbo} et al., Methods Appl. Anal. 15, No. 2, 155--184 (2008; Zbl 1171.49308) Full Text: DOI Euclid
Aubin, Jean-Pierre; Bayen, Alexandre M.; Saint-Pierre, Patrick Dirichlet problems for some Hamilton-Jacobi equations with inequality constraints. (English) Zbl 1171.49005 SIAM J. Control Optim. 47, No. 5, 2348-2380 (2008). MSC: 49J24 49L25 90B20 58C06 93A30 PDFBibTeX XMLCite \textit{J.-P. Aubin} et al., SIAM J. Control Optim. 47, No. 5, 2348--2380 (2008; Zbl 1171.49005) Full Text: DOI
Schulman, L. S. What does operator ordering have to do with the density of paths? (English) Zbl 1178.81084 Janke, Wolfhard (ed.) et al., Path integrals. New trends and perspectives. Proceedings of the 9th international conference, Dresden, Germany, 23–28 September 2007. Hackensack, NJ: World Scientific (ISBN 978-981-283-726-4/hbk). 32-39 (2008). MSC: 81Q20 70H20 PDFBibTeX XMLCite \textit{L. S. Schulman}, in: Path integrals. New trends and perspectives. Proceedings of the 9th international conference, Dresden, Germany, 23--28 September 2007. Hackensack, NJ: World Scientific. 32--39 (2008; Zbl 1178.81084)
Akume, Daniel; Mbakop, Guy Merlin Optimal dynamic portfolios under a tail conditional expectation constraint. (English) Zbl 1199.91168 Stud. Univ. Babeș-Bolyai, Math. 53, No. 4, 3-22 (2008). MSC: 91G10 37N40 49L25 PDFBibTeX XMLCite \textit{D. Akume} and \textit{G. M. Mbakop}, Stud. Univ. Babeș-Bolyai, Math. 53, No. 4, 3--22 (2008; Zbl 1199.91168)
Lee, Ho-Seok; Choi, U. Jin Optimal policies with a loss risk and a higher borrowing rate. (English) Zbl 1168.62391 Int. J. Contemp. Math. Sci. 3, No. 29-32, 1481-1497 (2008). MSC: 62P05 91B30 90C39 91B28 60H10 49N90 90C90 PDFBibTeX XMLCite \textit{H.-S. Lee} and \textit{U. J. Choi}, Int. J. Contemp. Math. Sci. 3, No. 29--32, 1481--1497 (2008; Zbl 1168.62391) Full Text: Link
Kohn, Robert V.; Serfaty, Sylvia Second-order PDE’s and deterministic games. (English) Zbl 1179.91017 Jeltsch, Rolf (ed.) et al., 6th international congress on industrial and applied mathematics, ICIAM 07, Zürich, Switzerland, July 16–20 2007. Invited lectures. Zürich: European Mathematical Society (EMS) (ISBN 978-3-03719-056-2/hbk). 239-249 (2008). Reviewer: E. Ahmed (Mansoura) MSC: 91A05 49L25 91A23 PDFBibTeX XMLCite \textit{R. V. Kohn} and \textit{S. Serfaty}, in: 6th international congress on industrial and applied mathematics, ICIAM 07, Zürich, Switzerland, July 16--20 2007. Invited lectures. Zürich: European Mathematical Society (EMS). 239--249 (2008; Zbl 1179.91017)
Ishii, Hitoshi Asymptotic solutions of Hamilton-Jacobi equations for large time and related topics. (English) Zbl 1185.35022 Jeltsch, Rolf (ed.) et al., 6th international congress on industrial and applied mathematics, ICIAM 07, Zürich, Switzerland, July 16–20 2007. Invited lectures. Zürich: European Mathematical Society (EMS) (ISBN 978-3-03719-056-2/hbk). 193-217 (2008). Reviewer: Vasile Iftode (Bucureşti) MSC: 35B40 35F25 35B15 PDFBibTeX XMLCite \textit{H. Ishii}, in: 6th international congress on industrial and applied mathematics, ICIAM 07, Zürich, Switzerland, July 16--20 2007. Invited lectures. Zürich: European Mathematical Society (EMS). 193--217 (2008; Zbl 1185.35022)
Liang, Zhibin Optimal investment and reinsurance for jump-diffusion surplus processes. (Chinese. English summary) Zbl 1174.62555 Acta Math. Sin., Chin. Ser. 51, No. 6, 1195-1204 (2008). MSC: 62P05 91B30 93E20 PDFBibTeX XMLCite \textit{Z. Liang}, Acta Math. Sin., Chin. Ser. 51, No. 6, 1195--1204 (2008; Zbl 1174.62555)
Mikami, Toshio; Thieullen, Michèle Optimal transportation problem by stochastic optimal control. (English) Zbl 1175.93245 SIAM J. Control Optim. 47, No. 3, 1127-1139 (2008). Reviewer: Makiko Nisio (Kobe) MSC: 93E20 60J25 60J60 60G99 49J20 70H20 49Q20 49N15 PDFBibTeX XMLCite \textit{T. Mikami} and \textit{M. Thieullen}, SIAM J. Control Optim. 47, No. 3, 1127--1139 (2008; Zbl 1175.93245) Full Text: DOI Link
Chang, Mou-Hsiung; Pang, Tao; Pemy, Moustapha Finite difference approximation for stochastic optimal stopping problems with delays. (English) Zbl 1165.60018 J. Ind. Manag. Optim. 4, No. 2, 227-246 (2008). Reviewer: Albrecht Irle (Kiel) MSC: 60G40 49L25 PDFBibTeX XMLCite \textit{M.-H. Chang} et al., J. Ind. Manag. Optim. 4, No. 2, 227--246 (2008; Zbl 1165.60018) Full Text: DOI
Xu, Lin; Wang, Rongming; Yao, Dingjun On maximizing the expected terminal utility by investment and reinsurance. (English) Zbl 1158.91400 J. Ind. Manag. Optim. 4, No. 4, 801-815 (2008). MSC: 91B30 60K05 62P05 93E20 PDFBibTeX XMLCite \textit{L. Xu} et al., J. Ind. Manag. Optim. 4, No. 4, 801--815 (2008; Zbl 1158.91400) Full Text: DOI
Bai, Lihua; Zhang, Huayue Dynamic mean-variance problem with constrained risk control for the insurers. (English) Zbl 1156.93037 Math. Methods Oper. Res. 68, No. 1, 181-205 (2008). MSC: 93E20 91B30 60J60 49L20 PDFBibTeX XMLCite \textit{L. Bai} and \textit{H. Zhang}, Math. Methods Oper. Res. 68, No. 1, 181--205 (2008; Zbl 1156.93037) Full Text: DOI
Fernández, Begoña; Hernández-Hernández, Daniel; Meda, Ana; Saavedra, Patricia An optimal investment strategy with maximal risk aversion and its ruin probability. (English) Zbl 1175.60069 Math. Methods Oper. Res. 68, No. 1, 159-179 (2008). Reviewer: Alexandra Rodkina (Kingston/Jamaica) MSC: 60H30 91B30 60G44 62P05 60K10 93C20 PDFBibTeX XMLCite \textit{B. Fernández} et al., Math. Methods Oper. Res. 68, No. 1, 159--179 (2008; Zbl 1175.60069) Full Text: DOI
Buckdahn, Rainer; Li, Juan Stochastic differential games and viscosity solutions of Hamilton-Jacobi-Bellman-Isaacs equations. (English) Zbl 1157.93040 SIAM J. Control Optim. 47, No. 1, 444-475 (2008). MSC: 93E20 90C39 49L20 49L25 91A15 91A23 49N70 PDFBibTeX XMLCite \textit{R. Buckdahn} and \textit{J. Li}, SIAM J. Control Optim. 47, No. 1, 444--475 (2008; Zbl 1157.93040) Full Text: DOI arXiv
Androshchuk, Maryna; Mishura, Yuliya Optimal investment for an insurance company into risky and non-risky assets in the model with variable premium income process. (English) Zbl 1164.91023 Zh. Obchysl. Prykl. Mat. 96, No. 1, 11-27 (2008). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 PDFBibTeX XMLCite \textit{M. Androshchuk} and \textit{Y. Mishura}, Zh. Obchysl. Prykl. Mat. 96, No. 1, 11--27 (2008; Zbl 1164.91023)
Eshraim, W. I.; Farahat, N. I. Hamilton–Jacobi formulation of a non-abelian Yang–Mills theories. (English) Zbl 1153.70308 EJTP, Electron. J. Theor. Phys. 5, No. 17, 65-72 (2008). MSC: 70S15 70H20 PDFBibTeX XMLCite \textit{W. I. Eshraim} and \textit{N. I. Farahat}, EJTP, Electron. J. Theor. Phys. 5, No. 17, 65--72 (2008; Zbl 1153.70308)
Moncrief, Vincent Relativistic Teichmüller theory – a Hamilton-Jacobi approach to \(2+1\)-dimensional Einstein gravity. (English) Zbl 1177.32009 Cao, Huai-Dong (ed.) et al., Geometric flows. Surveys in differential geometry. Vol. XII. Somerville, MA: International Press (ISBN 978-1-57146-118-6/hbk). Surveys in Differential Geometry 12, 203-249 (2008). Reviewer: Marisa Fernandez (Bilbao) MSC: 32G15 53C50 58E20 PDFBibTeX XMLCite \textit{V. Moncrief}, Surv. Differ. Geom. 12, 203--249 (2008; Zbl 1177.32009)
Ma, Jianjing; Bai, Lihua; Liu, Jingzhen Minimizing the probability of ruin under interest force. (English) Zbl 1154.91511 Appl. Math. Sci., Ruse 2, No. 17-20, 843-851 (2008). MSC: 91B30 93E20 PDFBibTeX XMLCite \textit{J. Ma} et al., Appl. Math. Sci., Ruse 2, No. 17--20, 843--851 (2008; Zbl 1154.91511) Full Text: Link
Margaliot, Michael; Hespanha, João P. Root-mean-square gains of switched linear systems: a variational approach. (English) Zbl 1153.93339 Automatica 44, No. 9, 2398-2402 (2008). MSC: 93B12 93C15 93D20 93C05 49L20 PDFBibTeX XMLCite \textit{M. Margaliot} and \textit{J. P. Hespanha}, Automatica 44, No. 9, 2398--2402 (2008; Zbl 1153.93339) Full Text: DOI
Mitake, Hiroyoshi The large-time behavior of solutions of the Cauchy-Dirichlet problem for Hamilton-Jacobi equations. (English) Zbl 1171.35332 NoDEA, Nonlinear Differ. Equ. Appl. 15, No. 3, 347-362 (2008). Reviewer: Vasile Iftode (Bucureşti) MSC: 35B40 35F25 35F30 PDFBibTeX XMLCite \textit{H. Mitake}, NoDEA, Nonlinear Differ. Equ. Appl. 15, No. 3, 347--362 (2008; Zbl 1171.35332) Full Text: DOI
Krasovskii, Andrey A.; Tarasyev, Alexander M. An algorithm for construction of optimal timing solutions in problems with a stochastic payoff function. (English) Zbl 1153.91534 Appl. Math. Comput. 204, No. 2, 632-643 (2008). MSC: 91B28 60G40 91B70 49K20 PDFBibTeX XMLCite \textit{A. A. Krasovskii} and \textit{A. M. Tarasyev}, Appl. Math. Comput. 204, No. 2, 632--643 (2008; Zbl 1153.91534) Full Text: DOI
Bertin, M. C.; Pimentel, B. M.; Valcárcel, C. E. Non-involutive constrained systems and Hamilton-Jacobi formalism. (English) Zbl 1155.70011 Ann. Phys. 323, No. 12, 3137-3149 (2008). MSC: 70H20 70H45 PDFBibTeX XMLCite \textit{M. C. Bertin} et al., Ann. Phys. 323, No. 12, 3137--3149 (2008; Zbl 1155.70011) Full Text: DOI arXiv
Budhiraja, Amarjit; Ross, Kevin Optimal stopping and free boundary characterizations for some Brownian control problems. (English) Zbl 1158.93032 Ann. Appl. Probab. 18, No. 6, 2367-2391 (2008). Reviewer: Tran Nhu Pham (Hanoi) MSC: 93E20 60G40 49J30 49L25 35J60 PDFBibTeX XMLCite \textit{A. Budhiraja} and \textit{K. Ross}, Ann. Appl. Probab. 18, No. 6, 2367--2391 (2008; Zbl 1158.93032) Full Text: DOI arXiv
Gomes, Diogo A.; Oberman, Adam Viscosity solutions methods for converse KAM theory. (English) Zbl 1156.37015 ESAIM, Math. Model. Numer. Anal. 42, No. 6, 1047-1064 (2008). Reviewer: Nicolai K. Smolentsev (Kemerovo) MSC: 37J50 49L25 65P10 70H07 PDFBibTeX XMLCite \textit{D. A. Gomes} and \textit{A. Oberman}, ESAIM, Math. Model. Numer. Anal. 42, No. 6, 1047--1064 (2008; Zbl 1156.37015) Full Text: DOI EuDML
Marcozzi, Michael D. Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management. (English) Zbl 1152.91537 J. Comput. Appl. Math. 222, No. 1, 112-127 (2008). MSC: 91B28 49L99 35K70 93E99 PDFBibTeX XMLCite \textit{M. D. Marcozzi}, J. Comput. Appl. Math. 222, No. 1, 112--127 (2008; Zbl 1152.91537) Full Text: DOI
Cardaliaguet, P.; Quincampoix, M. Deterministic differential games under probability knowledge of initial condition. (English) Zbl 1152.91358 Int. Game Theory Rev. 10, No. 1, 1-16 (2008). MSC: 91A23 PDFBibTeX XMLCite \textit{P. Cardaliaguet} and \textit{M. Quincampoix}, Int. Game Theory Rev. 10, No. 1, 1--16 (2008; Zbl 1152.91358) Full Text: DOI
Motta, Monica; Sartori, Caterina Uniqueness of solutions for second order Bellman-Isaacs equations with mixed boundary conditions. (English) Zbl 1160.35340 Discrete Contin. Dyn. Syst. 20, No. 4, 739-765 (2008). Reviewer: Fabio Bagagiolo (Trento) MSC: 35B37 35J70 49L25 35B05 35R60 60G40 PDFBibTeX XMLCite \textit{M. Motta} and \textit{C. Sartori}, Discrete Contin. Dyn. Syst. 20, No. 4, 739--765 (2008; Zbl 1160.35340) Full Text: DOI
Gout, Christian Viscosity solutions for geodesic active contour under geometrical conditions. (English) Zbl 1144.49019 Int. J. Comput. Math. 85, No. 9, 1375-1395 (2008). MSC: 49L25 68U10 94A08 PDFBibTeX XMLCite \textit{C. Gout}, Int. J. Comput. Math. 85, No. 9, 1375--1395 (2008; Zbl 1144.49019) Full Text: DOI
Dupuis, Paul; Zhang, Jim X. Explicit solutions for a class of nonlinear PDEs that arise in allocation problems. (English) Zbl 1167.35323 SIAM J. Math. Anal. 39, No. 5, 1627-1667 (2008). MSC: 35C05 34H05 65K10 60F10 60K30 35B37 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{J. X. Zhang}, SIAM J. Math. Anal. 39, No. 5, 1627--1667 (2008; Zbl 1167.35323) Full Text: DOI
Ramasubramanian, S. Large deviations: An introduction to 2007 Abel prize. (English) Zbl 1146.60023 Proc. Indian Acad. Sci., Math. Sci. 118, No. 2, 161-182 (2008). MSC: 60F10 PDFBibTeX XMLCite \textit{S. Ramasubramanian}, Proc. Indian Acad. Sci., Math. Sci. 118, No. 2, 161--182 (2008; Zbl 1146.60023) Full Text: DOI
Luo, Shangzhen; Taksar, Michael; Tsoi, Allanus On reinsurance and investment for large insurance portfolios. (English) Zbl 1141.91532 Insur. Math. Econ. 42, No. 1, 434-444 (2008). MSC: 91B30 91B28 60G40 PDFBibTeX XMLCite \textit{S. Luo} et al., Insur. Math. Econ. 42, No. 1, 434--444 (2008; Zbl 1141.91532) Full Text: DOI
Delong, Łukasz; Gerrard, Russell; Haberman, Steven Mean-variance optimization problems for an accumulation phase in a defined benefit plan. (English) Zbl 1141.91501 Insur. Math. Econ. 42, No. 1, 107-118 (2008). MSC: 91B30 PDFBibTeX XMLCite \textit{Ł. Delong} et al., Insur. Math. Econ. 42, No. 1, 107--118 (2008; Zbl 1141.91501) Full Text: DOI
Chen, Zhuliang; Forsyth, Peter A. A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB). (English) Zbl 1141.93066 Numer. Math. 109, No. 4, 535-569 (2008). MSC: 93E20 65N06 49L25 91B24 PDFBibTeX XMLCite \textit{Z. Chen} and \textit{P. A. Forsyth}, Numer. Math. 109, No. 4, 535--569 (2008; Zbl 1141.93066) Full Text: DOI
Cardaliaguet, P. Representations formulas for some differential games with asymmetric information. (English) Zbl 1146.91010 J. Optim. Theory Appl. 138, No. 1, 1-16 (2008). Reviewer: Giacomo Bonanno (Davis) MSC: 91A23 91A05 PDFBibTeX XMLCite \textit{P. Cardaliaguet}, J. Optim. Theory Appl. 138, No. 1, 1--16 (2008; Zbl 1146.91010) Full Text: DOI
Ichihara, Naoyuki; Ishii, Hitoshi Asymptotic solutions of Hamilton-Jacobi equations with semi-periodic Hamiltonians. (English) Zbl 1145.35034 Commun. Partial Differ. Equations 33, No. 5, 784-807 (2008). MSC: 35B40 35F25 35B15 PDFBibTeX XMLCite \textit{N. Ichihara} and \textit{H. Ishii}, Commun. Partial Differ. Equations 33, No. 5, 784--807 (2008; Zbl 1145.35034) Full Text: DOI
Bayin, Ş. Selçuk Essentials of mathematical methods in science and engineering. (English) Zbl 1157.00007 Hoboken, NJ: John Wiley & Sons (ISBN 978-0-470-34379-1/hbk). xxvii, 802 p. (2008). Reviewer: Bogdan A. Choczewski (Kraków) MSC: 00A06 15-01 15A06 15A09 15A15 15A72 26-01 26A24 26A42 26B10 26B12 26B15 26B20 30-01 30B10 30E20 33-01 33C10 33C45 34-01 34B30 35-01 35J05 35J10 35K05 42-01 42A16 42A38 44-01 44A10 49-01 49S05 53-01 53A45 60-01 60A05 60E05 62-01 62B10 62P35 70-01 70H03 70H20 80-01 80A20 80M30 82-01 82B10 94-01 94A15 94A60 PDFBibTeX XMLCite \textit{Ş. S. Bayin}, Essentials of mathematical methods in science and engineering. Hoboken, NJ: John Wiley \& Sons (2008; Zbl 1157.00007)
Liang, ZhenGuo; Yan, Jun Regularity of viscosity solutions near KAM torus. (English) Zbl 1166.37021 Sci. China, Ser. A 51, No. 3, 361-368 (2008). Reviewer: Vasile Marinca (Timişoara) MSC: 37J40 49L25 35C20 PDFBibTeX XMLCite \textit{Z. Liang} and \textit{J. Yan}, Sci. China, Ser. A 51, No. 3, 361--368 (2008; Zbl 1166.37021) Full Text: DOI
Gao, Jianwei Stochastic optimal control of DC pension funds. (English) Zbl 1141.91439 Insur. Math. Econ. 42, No. 3, 1159-1164 (2008). MSC: 91G10 91B30 93E20 PDFBibTeX XMLCite \textit{J. Gao}, Insur. Math. Econ. 42, No. 3, 1159--1164 (2008; Zbl 1141.91439) Full Text: DOI
Bai, Lihua; Guo, Junyi Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint. (English) Zbl 1147.93046 Insur. Math. Econ. 42, No. 3, 968-975 (2008). MSC: 93E20 91B30 49L20 PDFBibTeX XMLCite \textit{L. Bai} and \textit{J. Guo}, Insur. Math. Econ. 42, No. 3, 968--975 (2008; Zbl 1147.93046) Full Text: DOI
Barles, Guy; Imbert, Cyril Second-order elliptic integro-differential equations: viscosity solutions’ theory revisited. (English) Zbl 1155.45004 Ann. Inst. Henri Poincaré, Anal. Non Linéaire 25, No. 3, 567-585 (2008). Reviewer: Cornelis van der Mee (Cagliari) MSC: 45K05 45M10 49L25 45G10 PDFBibTeX XMLCite \textit{G. Barles} and \textit{C. Imbert}, Ann. Inst. Henri Poincaré, Anal. Non Linéaire 25, No. 3, 567--585 (2008; Zbl 1155.45004) Full Text: DOI arXiv EuDML
Chang, Mou-Hsiung; Pang, Tao; Pemy, Moustapha Finite difference approximations for stochastic control systems with delay. (English) Zbl 1147.93027 Stochastic Anal. Appl. 26, No. 3, 451-470 (2008). MSC: 93C23 34K28 34K50 49L25 93E03 PDFBibTeX XMLCite \textit{M.-H. Chang} et al., Stochastic Anal. Appl. 26, No. 3, 451--470 (2008; Zbl 1147.93027) Full Text: DOI
Nayak, Suhas; Papanicolaou, George Market influence of portfolio optimizers. (English) Zbl 1134.91453 Appl. Math. Finance 15, No. 1, 21-40 (2008). MSC: 91G10 91B24 PDFBibTeX XMLCite \textit{S. Nayak} and \textit{G. Papanicolaou}, Appl. Math. Finance 15, No. 1, 21--40 (2008; Zbl 1134.91453) Full Text: DOI
Barles, G.; Chasseigne, E.; Imbert, C. On the Dirichlet problem for second-order elliptic integro-differential equations. (English) Zbl 1139.47057 Indiana Univ. Math. J. 57, No. 1, 213-246 (2008). Reviewer: Marlène Frigon (Montréal) MSC: 47N20 45K05 47G20 35D99 35J60 35J65 35J67 49L25 PDFBibTeX XMLCite \textit{G. Barles} et al., Indiana Univ. Math. J. 57, No. 1, 213--246 (2008; Zbl 1139.47057) Full Text: DOI
Evans, Lawrence C. Weak KAM theory and partial differential equations. (English) Zbl 1138.49024 Dacorogna, Bernard (ed.) et al., Calculus of variations and nonlinear partial differential equations. Lectures given at the C.I.M.E. summer school, Cetraro, Italy, June 27–July 2, 2005. With a historical overview by Elvira Mascolo. Berlin: Springer (ISBN 978-3-540-75913-3/pbk). Lecture Notes in Mathematics 1927, 123-154 (2008). MSC: 49L25 37J40 35F20 PDFBibTeX XMLCite \textit{L. C. Evans}, Lect. Notes Math. 1927, 123--154 (2008; Zbl 1138.49024)
Bardi, Martino; Cesaroni, Annalisa Almost sure properties of controlled diffusions and worst case properties of deterministic systems. (English) Zbl 1133.93036 ESAIM, Control Optim. Calc. Var. 14, No. 2, 343-355 (2008). MSC: 93D09 93E15 49L25 49N70 60H10 PDFBibTeX XMLCite \textit{M. Bardi} and \textit{A. Cesaroni}, ESAIM, Control Optim. Calc. Var. 14, No. 2, 343--355 (2008; Zbl 1133.93036) Full Text: DOI EuDML
Bertin, M. C.; Pimentel, B. M.; Pompeia, P. J. Hamilton-Jacobi approach for first order actions and theories with higher derivatives. (English) Zbl 1336.70034 Ann. Phys. 323, No. 3, 527-547 (2008). MSC: 70H20 70H45 70H50 PDFBibTeX XMLCite \textit{M. C. Bertin} et al., Ann. Phys. 323, No. 3, 527--547 (2008; Zbl 1336.70034) Full Text: DOI arXiv
Ishii, Hitoshi Asymptotic solutions for large time of Hamilton-Jacobi equations in Euclidean \(n\) space. (English) Zbl 1145.35035 Ann. Inst. Henri Poincaré, Anal. Non Linéaire 25, No. 2, 231-266 (2008). Reviewer: Enrico Valdinoci (Rom) MSC: 35B40 35F25 37J99 49L25 PDFBibTeX XMLCite \textit{H. Ishii}, Ann. Inst. Henri Poincaré, Anal. Non Linéaire 25, No. 2, 231--266 (2008; Zbl 1145.35035) Full Text: DOI EuDML