Ahmadi, Z.; Hosseini, S. M.; Bastani, A. Foroush A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes. (English) Zbl 1448.91290 J. Comput. Appl. Math. 383, Article ID 113132, 19 p. (2021). MSC: 91G20 93E20 60J74 90C39 PDF BibTeX XML Cite \textit{Z. Ahmadi} et al., J. Comput. Appl. Math. 383, Article ID 113132, 19 p. (2021; Zbl 1448.91290) Full Text: DOI
Zhukovskiy, V. I.; Gorbatov, A. S.; Kudryavtsev, K. N. Berge and Nash equilibria in a linear-quadratic differential game. (English. Russian original) Zbl 07312186 Autom. Remote Control 81, No. 11, 2108-2131 (2020); translation from Mat. Teor. Igr Prilozh. 9, No. 1, 62-94 (2017). MSC: 91A24 91A10 91A11 90C39 PDF BibTeX XML Cite \textit{V. I. Zhukovskiy} et al., Autom. Remote Control 81, No. 11, 2108--2131 (2020; Zbl 07312186); translation from Mat. Teor. Igr Prilozh. 9, No. 1, 62--94 (2017) Full Text: DOI
Jian, Jinbao; Yang, Linfeng; Zhang, Chen The models and optimization method for power system unit commitment problems. (Chinese. English summary) Zbl 07296151 Oper. Res. Trans. 24, No. 2, 87-102 (2020). MSC: 90C11 90C22 90C39 90C59 PDF BibTeX XML Cite \textit{J. Jian} et al., Oper. Res. Trans. 24, No. 2, 87--102 (2020; Zbl 07296151) Full Text: DOI
Gaubert, Stéphane; Stott, Nikolas A convergent hierarchy of non-linear eigenproblems to compute the joint spectral radius of nonnegative matrices. (English) Zbl 07293645 Math. Control Relat. Fields 10, No. 3, 573-590 (2020). MSC: 47H05 93C30 49L20 PDF BibTeX XML Cite \textit{S. Gaubert} and \textit{N. Stott}, Math. Control Relat. Fields 10, No. 3, 573--590 (2020; Zbl 07293645) Full Text: DOI
Fei, Weiyin; Chen, Yahao; Fei, Chen An optimal investment and voluntary retirement choice problem with subsistence consumption constraints under inflation. (Chinese. English summary) Zbl 1449.91120 J. Syst. Eng. 35, No. 1, 60-72 (2020). MSC: 91G10 91B42 90C39 PDF BibTeX XML Cite \textit{W. Fei} et al., J. Syst. Eng. 35, No. 1, 60--72 (2020; Zbl 1449.91120) Full Text: DOI
Chollet, Igor; Lissoni, Giulia; Corot, Théo; Hoch, Philippe; Leroy, Thomas; Dumas, Laurent Curved interface reconstruction for 2D compressible multi-material flows. (English. French summary) Zbl 1444.74055 ESAIM, Proc. Surv. 67, 178-190 (2020). MSC: 74S99 76M99 74A50 76T30 PDF BibTeX XML Cite \textit{I. Chollet} et al., ESAIM, Proc. Surv. 67, 178--190 (2020; Zbl 1444.74055) Full Text: DOI
Xiu, Xianchao; Yang, Ying; Liu, Wanquan; Kong, Lingchen; Shang, Meijuan An improved total variation regularized RPCA for moving object detection with dynamic background. (English) Zbl 1449.90295 J. Ind. Manag. Optim. 16, No. 4, 1685-1698 (2020). MSC: 90C25 90C90 65K10 PDF BibTeX XML Cite \textit{X. Xiu} et al., J. Ind. Manag. Optim. 16, No. 4, 1685--1698 (2020; Zbl 1449.90295) Full Text: DOI
Gao, Guohua; Jiang, Hao; Vink, Jeroen C.; van Hagen, Paul P. H.; Wells, Terence J. Performance enhancement of Gauss-Newton trust-region solver for distributed Gauss-Newton optimization method. (English) Zbl 1434.90211 Comput. Geosci. 24, No. 2, 837-852 (2020). MSC: 90C39 90C20 86A22 90C55 PDF BibTeX XML Cite \textit{G. Gao} et al., Comput. Geosci. 24, No. 2, 837--852 (2020; Zbl 1434.90211) Full Text: DOI
Zhu, Ming; Hu, Rong; Fang, Ya-Ping A continuous dynamical splitting method for solving ‘strongly+weakly’ convex programming problems. (English) Zbl 1445.47050 Optimization 69, No. 6, 1335-1359 (2020). MSC: 47J26 47H05 49J52 65K10 90C25 34G25 PDF BibTeX XML Cite \textit{M. Zhu} et al., Optimization 69, No. 6, 1335--1359 (2020; Zbl 1445.47050) Full Text: DOI
Dietrich, Felix; Thiem, Thomas N.; Kevrekidis, Ioannis G. On the Koopman operator of algorithms. (English) Zbl 1437.47048 SIAM J. Appl. Dyn. Syst. 19, No. 2, 860-885 (2020). Reviewer: Vasile Postolică (Piatra Neamt) MSC: 47N10 37C30 68Q25 65J08 47D06 PDF BibTeX XML Cite \textit{F. Dietrich} et al., SIAM J. Appl. Dyn. Syst. 19, No. 2, 860--885 (2020; Zbl 1437.47048) Full Text: DOI
Etessami, Kousha; Stewart, Alistair; Yannakakis, Mihalis Polynomial time algorithms for branching Markov decision processes and probabilistic min(max) polynomial Bellman equations. (English) Zbl 1437.90157 Math. Oper. Res. 45, No. 1, 34-62 (2020). MSC: 90C40 60J80 68Q25 90C53 68Q15 68Q17 PDF BibTeX XML Cite \textit{K. Etessami} et al., Math. Oper. Res. 45, No. 1, 34--62 (2020; Zbl 1437.90157) Full Text: DOI
Alla, Alessandro; Haasdonk, Bernard; Schmidt, Andreas Feedback control of parametrized PDEs via model order reduction and dynamic programming principle. (English) Zbl 1441.49031 Adv. Comput. Math. 46, No. 1, Paper No. 9, 28 p. (2020). Reviewer: Svetlana A. Kravchenko (Minsk) MSC: 49N35 49L20 49M25 49M27 93B52 PDF BibTeX XML Cite \textit{A. Alla} et al., Adv. Comput. Math. 46, No. 1, Paper No. 9, 28 p. (2020; Zbl 1441.49031) Full Text: DOI
Couzon, Paulin; Ouazene, Yassine; Yalaoui, Farouk Joint optimization of dynamic pricing and lot-sizing decisions with nonlinear demands: theoretical and computational analysis. (English) Zbl 07157818 Comput. Oper. Res. 115, Article ID 104862, 10 p. (2020). MSC: 90B PDF BibTeX XML Cite \textit{P. Couzon} et al., Comput. Oper. Res. 115, Article ID 104862, 10 p. (2020; Zbl 07157818) Full Text: DOI
Jin, Zhuo; Liu, Guo; Yang, Hailiang Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models. (English) Zbl 1431.91361 Eur. J. Oper. Res. 280, No. 3, 1130-1143 (2020). MSC: 91G10 49L20 93E20 PDF BibTeX XML Cite \textit{Z. Jin} et al., Eur. J. Oper. Res. 280, No. 3, 1130--1143 (2020; Zbl 1431.91361) Full Text: DOI
Ma, Jingtang; Li, Wenyuan; Zheng, Harry Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model. (English) Zbl 1431.91367 Eur. J. Oper. Res. 280, No. 2, 428-440 (2020). MSC: 91G10 49L20 60H30 65C05 91B70 93E20 PDF BibTeX XML Cite \textit{J. Ma} et al., Eur. J. Oper. Res. 280, No. 2, 428--440 (2020; Zbl 1431.91367) Full Text: DOI
Mayet, C.; Welles, J.; Bouscayrol, A.; Hofman, T.; Lemaire-Semail, B. Influence of a CVT on the fuel consumption of a parallel medium-duty electric hybrid truck. (English) Zbl 07316607 Math. Comput. Simul. 158, 120-129 (2019). MSC: 68T PDF BibTeX XML Cite \textit{C. Mayet} et al., Math. Comput. Simul. 158, 120--129 (2019; Zbl 07316607) Full Text: DOI
Guo, Zijie; Bai, Weiwei; Zhou, Qi; Lu, Renquan Adaptive optimal control for a class of nonlinear systems with dead zone input and prescribed performance. (Chinese. English summary) Zbl 1449.93108 Acta Autom. Sin. 45, No. 11, 2128-2136 (2019). MSC: 93C10 93C40 93C42 PDF BibTeX XML Cite \textit{Z. Guo} et al., Acta Autom. Sin. 45, No. 11, 2128--2136 (2019; Zbl 1449.93108) Full Text: DOI
Sutter, Tobias; Sutter, David; Esfahani, Peyman Mohajerin; Lygeros, John Generalized maximum entropy estimation. (English) Zbl 1441.62146 J. Mach. Learn. Res. 20, Paper No. 138, 29 p. (2019). MSC: 62H12 62C10 62E10 60E05 90C25 47N10 PDF BibTeX XML Cite \textit{T. Sutter} et al., J. Mach. Learn. Res. 20, Paper No. 138, 29 p. (2019; Zbl 1441.62146) Full Text: Link
Potter, Samuel F.; Cameron, Maria K. Ordered line integral methods for solving the eikonal equation. (English) Zbl 1434.65307 J. Sci. Comput. 81, No. 3, 2010-2050 (2019). MSC: 65N99 65Y20 65K10 65N12 65D32 49L20 49L25 35L70 76Q05 PDF BibTeX XML Cite \textit{S. F. Potter} and \textit{M. K. Cameron}, J. Sci. Comput. 81, No. 3, 2010--2050 (2019; Zbl 1434.65307) Full Text: DOI
Azanov, V. M.; Kan, Yu. S. On optimal retention of the trajectory of discrete stochastic system in tube. (English. Russian original) Zbl 1431.93061 Autom. Remote Control 80, No. 1, 30-42 (2019); translation from Avtom. Telemekh. 2019, No. 1, 38-53 (2019). MSC: 93E20 93C95 90C39 PDF BibTeX XML Cite \textit{V. M. Azanov} and \textit{Yu. S. Kan}, Autom. Remote Control 80, No. 1, 30--42 (2019; Zbl 1431.93061); translation from Avtom. Telemekh. 2019, No. 1, 38--53 (2019) Full Text: DOI
Lin, Geng Solving hardware/software partitioning via a discrete dynamic convexized method. (English) Zbl 1449.90291 Wuhan Univ. J. Nat. Sci. 24, No. 4, 341-348 (2019). MSC: 90C25 90C10 PDF BibTeX XML Cite \textit{G. Lin}, Wuhan Univ. J. Nat. Sci. 24, No. 4, 341--348 (2019; Zbl 1449.90291) Full Text: DOI
Zhang, Peng; Huang, Meiyu; Peng, Biyu Multiperiod mean-absolute deviation credibility portfolio optimization with chance constraint. (Chinese. English summary) Zbl 1449.91139 J. South China Norm. Univ., Nat. Sci. Ed. 51, No. 3, 94-102 (2019). MSC: 91G10 90C39 PDF BibTeX XML Cite \textit{P. Zhang} et al., J. South China Norm. Univ., Nat. Sci. Ed. 51, No. 3, 94--102 (2019; Zbl 1449.91139) Full Text: DOI
González-Hernández, Juan; García, Yofre H. Solutions of semi-Markov control models with recursive discount rates and approximation by \(\epsilon\)-optimal policies. (English) Zbl 1449.93263 Kybernetika 55, No. 3, 495-517 (2019). MSC: 93E20 93C55 49L20 PDF BibTeX XML Cite \textit{J. González-Hernández} and \textit{Y. H. García}, Kybernetika 55, No. 3, 495--517 (2019; Zbl 1449.93263) Full Text: DOI
Mirebeau, Jean-Marie Riemannian fast-marching on cartesian grids, using Voronoi’s first reduction of quadratic forms. (English) Zbl 1447.65114 SIAM J. Numer. Anal. 57, No. 6, 2608-2655 (2019). MSC: 65N06 65N12 49L20 49L25 35F30 49J20 PDF BibTeX XML Cite \textit{J.-M. Mirebeau}, SIAM J. Numer. Anal. 57, No. 6, 2608--2655 (2019; Zbl 1447.65114) Full Text: DOI
Zhao, Tingting; Wang, Xiangmei A subgradient algorithm with dynamic step sizes. (Chinese. English summary) Zbl 1438.90265 Numer. Math., Nanjing 41, No. 1, 88-96 (2019). MSC: 90C25 65K05 PDF BibTeX XML Cite \textit{T. Zhao} and \textit{X. Wang}, Numer. Math., Nanjing 41, No. 1, 88--96 (2019; Zbl 1438.90265)
Drąg, Paweł; Styczeń, Krystyn The new approach for dynamic optimization with variability constraints. (English) Zbl 1421.90157 Fidanova, Stefka (ed.), Recent advances in computational optimization. Results of the workshop on computational optimization WCO 2017, Prague, Czech Republic, September 3–6, 2017. Cham: Springer. Stud. Comput. Intell. 795, 35-46 (2019). MSC: 90C39 PDF BibTeX XML Cite \textit{P. Drąg} and \textit{K. Styczeń}, Stud. Comput. Intell. 795, 35--46 (2019; Zbl 1421.90157) Full Text: DOI
Ma, Jingtang; Xing, Jie; Zheng, Harry Global closed-form approximation of free boundary for optimal investment stopping problems. (English) Zbl 1420.49031 SIAM J. Control Optim. 57, No. 3, 2092-2121 (2019). MSC: 49L20 90C46 PDF BibTeX XML Cite \textit{J. Ma} et al., SIAM J. Control Optim. 57, No. 3, 2092--2121 (2019; Zbl 1420.49031) Full Text: DOI
Boucekkine, Raouf; Fabbri, Giorgio; Federico, Salvatore; Gozzi, Fausto Geographic environmental Kuznets curves: the optimal growth linear-quadratic case. (English) Zbl 1421.49029 Math. Model. Nat. Phenom. 14, No. 1, Paper No. 105, 18 p. (2019). MSC: 49N10 35K10 35Q93 91B76 91B72 PDF BibTeX XML Cite \textit{R. Boucekkine} et al., Math. Model. Nat. Phenom. 14, No. 1, Paper No. 105, 18 p. (2019; Zbl 1421.49029) Full Text: DOI
Mudzimbabwe, Walter A simple numerical solution for an optimal investment strategy for a DC pension plan in a jump diffusion model. (English) Zbl 1419.49033 J. Comput. Appl. Math. 360, 55-61 (2019). MSC: 49L20 49K15 45J05 91B30 PDF BibTeX XML Cite \textit{W. Mudzimbabwe}, J. Comput. Appl. Math. 360, 55--61 (2019; Zbl 1419.49033) Full Text: DOI
Zhang, Peng Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection. (English) Zbl 1438.91139 J. Ind. Manag. Optim. 15, No. 2, 537-564 (2019). MSC: 91G10 90C15 90C39 PDF BibTeX XML Cite \textit{P. Zhang}, J. Ind. Manag. Optim. 15, No. 2, 537--564 (2019; Zbl 1438.91139) Full Text: DOI
Parkinson, Christian; Arnold, David; Bertozzi, Andrea L.; Chow, Yat Tin; Osher, Stanley Optimal human navigation in steep terrain: a Hamilton-Jacobi-Bellman approach. (English) Zbl 1417.49033 Commun. Math. Sci. 17, No. 1, 227-242 (2019). MSC: 49L20 34H05 35F21 PDF BibTeX XML Cite \textit{C. Parkinson} et al., Commun. Math. Sci. 17, No. 1, 227--242 (2019; Zbl 1417.49033) Full Text: DOI arXiv
Shin, Yong Hyun; Roh, Kum-Hwan An optimal consumption and investment problem with stochastic hyperbolic discounting. (English) Zbl 07062673 Adv. Difference Equ. 2019, Paper No. 211, 7 p. (2019). MSC: 39 34 PDF BibTeX XML Cite \textit{Y. H. Shin} and \textit{K.-H. Roh}, Adv. Difference Equ. 2019, Paper No. 211, 7 p. (2019; Zbl 07062673) Full Text: DOI
Ozolins, Ansis Improved bounded dynamic programming algorithm for solving the blocking flow shop problem. (English) Zbl 07024038 CEJOR, Cent. Eur. J. Oper. Res. 27, No. 1, 15-38 (2019). MSC: 90B PDF BibTeX XML Cite \textit{A. Ozolins}, CEJOR, Cent. Eur. J. Oper. Res. 27, No. 1, 15--38 (2019; Zbl 07024038) Full Text: DOI
Iusem, Alfredo N.; Jofré, Alejandro; Oliveira, Roberto I.; Thompson, Philip Variance-based extragradient methods with line search for stochastic variational inequalities. (English) Zbl 1415.65145 SIAM J. Optim. 29, No. 1, 175-206 (2019). MSC: 65K15 90C33 90C15 62L20 PDF BibTeX XML Cite \textit{A. N. Iusem} et al., SIAM J. Optim. 29, No. 1, 175--206 (2019; Zbl 1415.65145) Full Text: DOI
Dower, Peter M. An adaptive max-plus eigenvector method for continuous time optimal control problems. (English) Zbl 1416.49028 Falcone, Maurizio (ed.) et al., Numerical methods for optimal control problems. Proceedings of the workshop, Rome, Italy, June 19–23, 2017. Cham: Springer. Springer INdAM Ser. 29, 211-240 (2018). MSC: 49M25 49L20 PDF BibTeX XML Cite \textit{P. M. Dower}, Springer INdAM Ser. 29, 211--240 (2018; Zbl 1416.49028) Full Text: DOI
He, Yichao; Zhang, Xinlu; Qu, Wenlong; Li, Ning Exact algorithm for solving knapsack problem with a single continuous variable. (Chinese. English summary) Zbl 1424.90226 Math. Pract. Theory 48, No. 13, 216-223 (2018). MSC: 90C27 90C39 PDF BibTeX XML Cite \textit{Y. He} et al., Math. Pract. Theory 48, No. 13, 216--223 (2018; Zbl 1424.90226)
Hamadène, Said; Zhao, Xuzhe Viscosity solutions of systems of variational inequalities with interconnected bilateral obstacles of non-local type. (English) Zbl 1406.49041 J. Dyn. Differ. Equations 30, No. 4, 1731-1756 (2018). Reviewer: Zhang Xian (Xiamen) MSC: 49N70 93E20 60H10 49J40 49L25 90C39 49J35 PDF BibTeX XML Cite \textit{S. Hamadène} and \textit{X. Zhao}, J. Dyn. Differ. Equations 30, No. 4, 1731--1756 (2018; Zbl 1406.49041) Full Text: DOI arXiv
Kolpakova, E. A. On the solution of a system of Hamilton-Jacobi equations of special form. (English. Russian original) Zbl 1432.35048 Proc. Steklov Inst. Math. 301, Suppl. 1, S103-S114 (2018); translation from Tr. Inst. Mat. Mekh. (Ekaterinburg) 23, No. 1, 158-170 (2017). MSC: 35F21 35F50 49L20 PDF BibTeX XML Cite \textit{E. A. Kolpakova}, Proc. Steklov Inst. Math. 301, S103--S114 (2018; Zbl 1432.35048); translation from Tr. Inst. Mat. Mekh. (Ekaterinburg) 23, No. 1, 158--170 (2017) Full Text: DOI
Xu, Chen; Liao, Yang Heuristic Hungarian method to solve the traveling salesman problem. (Chinese. English summary) Zbl 1413.90229 Math. Pract. Theory 48, No. 2, 114-118 (2018). MSC: 90C27 90C59 90C39 PDF BibTeX XML Cite \textit{C. Xu} and \textit{Y. Liao}, Math. Pract. Theory 48, No. 2, 114--118 (2018; Zbl 1413.90229)
Celisse, A.; Marot, G.; Pierre-Jean, M.; Rigaill, G. J. New efficient algorithms for multiple change-point detection with reproducing kernels. (English) Zbl 06957713 Comput. Stat. Data Anal. 128, 200-220 (2018). MSC: 62 PDF BibTeX XML Cite \textit{A. Celisse} et al., Comput. Stat. Data Anal. 128, 200--220 (2018; Zbl 06957713) Full Text: DOI
Kang, Yongha; Albey, Erinc; Uzsoy, Reha Rounding heuristics for multiple product dynamic lot-sizing in the presence of queueing behavior. (English) Zbl 06938891 Comput. Oper. Res. 100, 54-65 (2018). MSC: 90B 90C 90C 90C 90C PDF BibTeX XML Cite \textit{Y. Kang} et al., Comput. Oper. Res. 100, 54--65 (2018; Zbl 06938891) Full Text: DOI
Breton, Michèle; Marzouk, Oussama Evaluation of counterparty risk for derivatives with early-exercise features. (English) Zbl 1401.91544 J. Econ. Dyn. Control 88, 1-20 (2018). MSC: 91G40 91G60 91G20 PDF BibTeX XML Cite \textit{M. Breton} and \textit{O. Marzouk}, J. Econ. Dyn. Control 88, 1--20 (2018; Zbl 1401.91544) Full Text: DOI
Dahiya, Daisy; Cameron, Maria Ordered line integral methods for computing the quasi-potential. (English) Zbl 1395.65150 J. Sci. Comput. 75, No. 3, 1351-1384 (2018). MSC: 65N99 49L20 60J60 35R60 35B41 60F10 65D32 65N15 PDF BibTeX XML Cite \textit{D. Dahiya} and \textit{M. Cameron}, J. Sci. Comput. 75, No. 3, 1351--1384 (2018; Zbl 1395.65150) Full Text: DOI
Azanov, V. M.; Kan, Yu. S. Bilateral estimation of the Bellman function in the problems of optimal stochastic control of discrete systems by the probabilistic performance criterion. (English. Russian original) Zbl 1391.93291 Autom. Remote Control 79, No. 2, 203-215 (2018); translation from Avtom. Telemekh. 2018, No. 2, 3-18 (2018). MSC: 93E20 49L20 93E10 93C55 90C39 PDF BibTeX XML Cite \textit{V. M. Azanov} and \textit{Yu. S. Kan}, Autom. Remote Control 79, No. 2, 203--215 (2018; Zbl 1391.93291); translation from Avtom. Telemekh. 2018, No. 2, 3--18 (2018) Full Text: DOI
Nicholson, Bethany L.; Wan, Wei; Kameswaran, Shivakumar; Biegler, Lorenz T. Parallel cyclic reduction strategies for linear systems that arise in dynamic optimization problems. (English) Zbl 1402.90202 Comput. Optim. Appl. 70, No. 2, 321-350 (2018). MSC: 90C39 90C51 PDF BibTeX XML Cite \textit{B. L. Nicholson} et al., Comput. Optim. Appl. 70, No. 2, 321--350 (2018; Zbl 1402.90202) Full Text: DOI
Feyzian-Tary, Isa; Razmi, Jafar; Sangari, Mohamad Sadegh A variational inequality formulation for designing a multi-echelon, multi-product supply chain network in a competitive environment. (English) Zbl 1390.90536 Ann. Oper. Res. 264, No. 1-2, 89-121 (2018). MSC: 90C33 91A10 90C90 PDF BibTeX XML Cite \textit{I. Feyzian-Tary} et al., Ann. Oper. Res. 264, No. 1--2, 89--121 (2018; Zbl 1390.90536) Full Text: DOI
Lefebvre, Mario Optimally ending an epidemic. (English) Zbl 1394.49005 Optimization 67, No. 3, 399-407 (2018). MSC: 49J20 49L20 49J55 90C60 PDF BibTeX XML Cite \textit{M. Lefebvre}, Optimization 67, No. 3, 399--407 (2018; Zbl 1394.49005) Full Text: DOI
Blanchard, Eunice; Loxton, Ryan; Rehbock, Volker Dynamic optimization of dual-mode hybrid systems with state-dependent switching conditions. (English) Zbl 1390.49039 Optim. Methods Softw. 33, No. 2, 297-310 (2018). MSC: 49M37 65K10 90C30 92C50 PDF BibTeX XML Cite \textit{E. Blanchard} et al., Optim. Methods Softw. 33, No. 2, 297--310 (2018; Zbl 1390.49039) Full Text: DOI
Bayraktar, Erhan; Cox, Alexander M. G.; Stoev, Yavor Martingale optimal transport with stopping. (English) Zbl 1405.60053 SIAM J. Control Optim. 56, No. 1, 417-433 (2018). MSC: 60G40 93E20 PDF BibTeX XML Cite \textit{E. Bayraktar} et al., SIAM J. Control Optim. 56, No. 1, 417--433 (2018; Zbl 1405.60053) Full Text: DOI
Bayraktar, Erhan; Cosso, Andrea; Pham, Huyên Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics. (English) Zbl 1381.93102 Trans. Am. Math. Soc. 370, No. 3, 2115-2160 (2018). MSC: 93E20 49K45 49L20 60K35 60H10 60H30 PDF BibTeX XML Cite \textit{E. Bayraktar} et al., Trans. Am. Math. Soc. 370, No. 3, 2115--2160 (2018; Zbl 1381.93102) Full Text: DOI
Zhang, Peng Multiperiod credibilitic mean semi-absolute deviation portfolio selection. (English) Zbl 1398.91558 Iran. J. Fuzzy Syst. 14, No. 6, 65-86 (2017). MSC: 91G10 90C39 PDF BibTeX XML Cite \textit{P. Zhang}, Iran. J. Fuzzy Syst. 14, No. 6, 65--86 (2017; Zbl 1398.91558) Full Text: DOI
Bastrakov, Sergeĭ Ivanovich; Zolotykh, Nikolaĭ Yur’evich On the dynamic problem of computing generators of a polyhedral cone. (Russian. English summary) Zbl 1398.65075 Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat., Mekh., Fiz. 9, No. 1, 5-12 (2017). MSC: 65F30 15A39 65K05 90C39 PDF BibTeX XML Cite \textit{S. I. Bastrakov} and \textit{N. Y. Zolotykh}, Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat., Mekh., Fiz. 9, No. 1, 5--12 (2017; Zbl 1398.65075) Full Text: DOI
Judd, Kenneth L.; Maliar, Lilia; Maliar, Serguei; Tsener, Inna How to solve dynamic stochastic models computing expectations just once. (English) Zbl 1410.91334 Quant. Econ. 8, No. 3, 851-893 (2017). MSC: 91B55 65C50 PDF BibTeX XML Cite \textit{K. L. Judd} et al., Quant. Econ. 8, No. 3, 851--893 (2017; Zbl 1410.91334) Full Text: DOI
Iskhakov, Fedor; Jørgensen, Thomas H.; Rust, John; Schjerning, Bertel The endogenous grid method for discrete-continuous dynamic choice models with (or without) taste shocks. (English) Zbl 1396.90095 Quant. Econ. 8, No. 2, 317-365 (2017). MSC: 90C39 90-08 PDF BibTeX XML Cite \textit{F. Iskhakov} et al., Quant. Econ. 8, No. 2, 317--365 (2017; Zbl 1396.90095) Full Text: DOI
Druedahl, Jeppe; Jørgensen, Thomas Høgholm A general endogenous grid method for multi-dimensional models with non-convexities and constraints. (English) Zbl 1401.65063 J. Econ. Dyn. Control 74, 87-107 (2017). MSC: 65K05 90C39 90C15 91G60 PDF BibTeX XML Cite \textit{J. Druedahl} and \textit{T. H. Jørgensen}, J. Econ. Dyn. Control 74, 87--107 (2017; Zbl 1401.65063) Full Text: DOI
Lin, Jianwei; Song, Liping Pricing of the corporate debt with capital reorganization and optimal default boundary. (Chinese. English summary) Zbl 1399.91133 J. Syst. Eng. 32, No. 4, 486-498 (2017). MSC: 91G50 90C39 PDF BibTeX XML Cite \textit{J. Lin} and \textit{L. Song}, J. Syst. Eng. 32, No. 4, 486--498 (2017; Zbl 1399.91133) Full Text: DOI
Aliyu, M. D. S. An iterative computational scheme for solving the coupled Hamilton-Jacobi-Isaacs equations in nonzero-sum differential games of affine nonlinear systems. (English) Zbl 1398.91084 Decis. Econ. Finance 40, No. 1-2, 1-30 (2017). MSC: 91A23 93B36 49L20 93C10 PDF BibTeX XML Cite \textit{M. D. S. Aliyu}, Decis. Econ. Finance 40, No. 1--2, 1--30 (2017; Zbl 1398.91084) Full Text: DOI
Chow, Yat Tin; Darbon, Jérôme; Osher, Stanley; Yin, Wotao Algorithm for overcoming the curse of dimensionality for time-dependent non-convex Hamilton-Jacobi equations arising from optimal control and differential games problems. (English) Zbl 1381.65048 J. Sci. Comput. 73, No. 2-3, 617-643 (2017). MSC: 65K10 49J20 35F21 49L20 91A23 49N70 49L25 65Y05 PDF BibTeX XML Cite \textit{Y. T. Chow} et al., J. Sci. Comput. 73, No. 2--3, 617--643 (2017; Zbl 1381.65048) Full Text: DOI
Zhukovskiĭ, Vladislav I.; Gorbatov, Anton S.; Kudryavtsev, Konstantin N. Berge and Nash equilibrium in a linear-quadratic differential game. (Russian. English summary) Zbl 1405.91049 Mat. Teor. Igr Prilozh. 9, No. 1, 62-94 (2017); translation in Autom. Remote Control 81, No. 11, 2108-2131 (2020). MSC: 91A23 91A24 91A10 91A05 90C39 PDF BibTeX XML Cite \textit{V. I. Zhukovskiĭ} et al., Mat. Teor. Igr Prilozh. 9, No. 1, 62--94 (2017; Zbl 1405.91049); translation in Autom. Remote Control 81, No. 11, 2108--2131 (2020) Full Text: MNR
Lee, Ho-Seok; Koo, Byung Lim; Shin, Yong Hyun A dynamic programming approach to a consumption/investment and retirement choice problem under borrowing constraints. (English) Zbl 1386.91128 Japan J. Ind. Appl. Math. 34, No. 3, 793-809 (2017). MSC: 91G10 93E20 PDF BibTeX XML Cite \textit{H.-S. Lee} et al., Japan J. Ind. Appl. Math. 34, No. 3, 793--809 (2017; Zbl 1386.91128) Full Text: DOI
Park, Kyunghyun; Kang, Myungjoo; Shin, Yong Hyun An optimal consumption, leisure, and investment problem with an option to retire and negative wealth constraints. (English) Zbl 1376.91153 Chaos Solitons Fractals 103, 374-381 (2017). MSC: 91G10 90C39 PDF BibTeX XML Cite \textit{K. Park} et al., Chaos Solitons Fractals 103, 374--381 (2017; Zbl 1376.91153) Full Text: DOI
Xu, Hong-Ru; Xie, Shui-Lian A semismooth Newton method for a kind of HJB equation. (English) Zbl 1375.49041 Comput. Math. Appl. 73, No. 12, 2581-2586 (2017). MSC: 49M15 49L20 PDF BibTeX XML Cite \textit{H.-R. Xu} and \textit{S.-L. Xie}, Comput. Math. Appl. 73, No. 12, 2581--2586 (2017; Zbl 1375.49041) Full Text: DOI
Azanov, V. M.; Kan, Yu. S. Design of optimal strategies in the problems of discrete system control by the probabilistic criterion. (English. Russian original) Zbl 1370.93314 Autom. Remote Control 78, No. 6, 1006-1027 (2017); translation from Avtom. Telemekh. 2017, No. 6, 57-83 (2017). MSC: 93E20 93C55 90C39 PDF BibTeX XML Cite \textit{V. M. Azanov} and \textit{Yu. S. Kan}, Autom. Remote Control 78, No. 6, 1006--1027 (2017; Zbl 1370.93314); translation from Avtom. Telemekh. 2017, No. 6, 57--83 (2017) Full Text: DOI
Aboueisha, Hassan; Calo, Victor Manuel; Jopek, Konrad; Moshkov, Mikhail; Paszyńska, Anna; Paszyński, Maciej; Skotniczny, Marcin Element partition trees for \(h\)-refined meshes to optimize direct solver performance. I: Dynamic programming. (English) Zbl 1369.65044 Int. J. Appl. Math. Comput. Sci. 27, No. 2, 351-365 (2017). MSC: 65F05 65F50 65N30 65M60 PDF BibTeX XML Cite \textit{H. Aboueisha} et al., Int. J. Appl. Math. Comput. Sci. 27, No. 2, 351--365 (2017; Zbl 1369.65044) Full Text: DOI
Lin, Hanquan; Wei, Qinglai; Liu, Derong Online identifier-actor-critic algorithm for optimal control of nonlinear systems. (English) Zbl 1370.49021 Optim. Control Appl. Methods 38, No. 3, 317-335 (2017). MSC: 49L20 90C39 93B40 93C10 93C55 92B20 PDF BibTeX XML Cite \textit{H. Lin} et al., Optim. Control Appl. Methods 38, No. 3, 317--335 (2017; Zbl 1370.49021) Full Text: DOI
Iolov, Alexandre; Ditlevsen, Susanne; Longtin, André Optimal design for estimation in diffusion processes from first hitting times. (English) Zbl 1365.62305 SIAM/ASA J. Uncertain. Quantif. 5, 88-110 (2017). MSC: 62K05 60J60 93E20 92C20 92D25 49L20 49M25 PDF BibTeX XML Cite \textit{A. Iolov} et al., SIAM/ASA J. Uncertain. Quantif. 5, 88--110 (2017; Zbl 1365.62305) Full Text: DOI
Sizykh, V. N.; Daneev, A. V.; Dambaev, J. G. Methodology of approximately optimal synthesis of fuzzy controllers for circuit of improvement and localization. (English) Zbl 1370.93155 Far East J. Math. Sci. (FJMS) 101, No. 3, 487-506 (2017). MSC: 93C42 93B18 90C39 93B50 PDF BibTeX XML Cite \textit{V. N. Sizykh} et al., Far East J. Math. Sci. (FJMS) 101, No. 3, 487--506 (2017; Zbl 1370.93155) Full Text: DOI Link
Mahey, Philippe; Koko, Jonas; Lenoir, Arnaud Decomposition methods for a spatial model for long-term energy pricing problem. (English) Zbl 1359.90168 Math. Methods Oper. Res. 85, No. 1, 137-153 (2017). MSC: 90C90 65K05 90C39 90-08 90B30 91B25 PDF BibTeX XML Cite \textit{P. Mahey} et al., Math. Methods Oper. Res. 85, No. 1, 137--153 (2017; Zbl 1359.90168) Full Text: DOI
Øksendal, Bernt; Sulem, Agnès Dynamic robust duality in utility maximization. (English) Zbl 1361.60047 Appl. Math. Optim. 75, No. 1, 117-147 (2017). MSC: 60H10 93E20 49K45 91G10 91G80 91B70 46N10 PDF BibTeX XML Cite \textit{B. Øksendal} and \textit{A. Sulem}, Appl. Math. Optim. 75, No. 1, 117--147 (2017; Zbl 1361.60047) Full Text: DOI arXiv
Garcke, Jochen; Kröner, Axel Suboptimal feedback control of PDEs by solving HJB equations on adaptive sparse grids. (English) Zbl 1434.49020 J. Sci. Comput. 70, No. 1, 1-28 (2017). MSC: 49K20 49L20 49N35 65K05 65M20 PDF BibTeX XML Cite \textit{J. Garcke} and \textit{A. Kröner}, J. Sci. Comput. 70, No. 1, 1--28 (2017; Zbl 1434.49020) Full Text: DOI
Zhang, Qingye; Gao, Yan Portfolio selection based on a benchmark process with dynamic value-at-risk constraints. (English) Zbl 1410.91436 J. Comput. Appl. Math. 313, 440-447 (2017). MSC: 91G10 90C39 91G70 PDF BibTeX XML Cite \textit{Q. Zhang} and \textit{Y. Gao}, J. Comput. Appl. Math. 313, 440--447 (2017; Zbl 1410.91436) Full Text: DOI
Lefebvre, Mario; Ionescu, Adela Stochastic optimal control of a mixing flow model. (English) Zbl 1424.93203 ROMAI J. 12, No. 2, 77-83 (2016). MSC: 93E20 60J65 PDF BibTeX XML Cite \textit{M. Lefebvre} and \textit{A. Ionescu}, ROMAI J. 12, No. 2, 77--83 (2016; Zbl 1424.93203)
Efrosinin, Dmitry; Feichtenschlager, Michael Optimal control of \(M(t)/M/K\) queues with homogeneous and heterogeneous servers. (English) Zbl 1396.90027 Vishnevskiy, Vladimir M. (ed.) et al., Distributed computer and communication networks. 19th international conference, DCCN 2016, Moscow, Russia, November 21–25, 2016. Revised selected papers. Cham: Springer (ISBN 978-3-319-51916-6/pbk; 978-3-319-51917-3/ebook). Communications in Computer and Information Science 678, 132-144 (2016). MSC: 90B22 65L06 90C39 PDF BibTeX XML Cite \textit{D. Efrosinin} and \textit{M. Feichtenschlager}, Commun. Comput. Inf. Sci. 678, 132--144 (2016; Zbl 1396.90027) Full Text: DOI
Jafari, Hossein; Ghasempour, Saber; Baleanu, Dumitru On comparison between iterative methods for solving nonlinear optimal control problems. (English) Zbl 1366.93256 J. Vib. Control 22, No. 9, 2281-2287 (2016). MSC: 93C10 49K10 49M37 49L20 PDF BibTeX XML Cite \textit{H. Jafari} et al., J. Vib. Control 22, No. 9, 2281--2287 (2016; Zbl 1366.93256) Full Text: DOI
Evirgen, Fırat Analyze the optimal solutions of optimization problems by means of fractional gradient based system using VIM. (English) Zbl 1369.49039 Int. J. Optim. Control, Theor. Appl. (IJOCTA) 6, No. 2, 75-83 (2016). MSC: 49M27 90C30 34A08 PDF BibTeX XML Cite \textit{F. Evirgen}, Int. J. Optim. Control, Theor. Appl. (IJOCTA) 6, No. 2, 75--83 (2016; Zbl 1369.49039) Full Text: DOI
Zang, Renlin; Li, Shurong; Ge, Yulei; Chang, Peng An improved krill herd algorithm for solving chemical dynamic optimization problems. (Chinese. English summary) Zbl 1374.68530 J. Syst. Sci. Math. Sci. 36, No. 7, 961-972 (2016). MSC: 68T20 90C59 PDF BibTeX XML Cite \textit{R. Zang} et al., J. Syst. Sci. Math. Sci. 36, No. 7, 961--972 (2016; Zbl 1374.68530)
Zhang, Peng; Shu, Yanfei Multi-period possibilistic mean-entropy portfolio selection. (Chinese. English summary) Zbl 1374.91110 Fuzzy Syst. Math. 30, No. 2, 162-169 (2016). MSC: 91G10 90C70 PDF BibTeX XML Cite \textit{P. Zhang} and \textit{Y. Shu}, Fuzzy Syst. Math. 30, No. 2, 162--169 (2016; Zbl 1374.91110)
Unchai, Ariya; Remsungnen, Tawun Differential evolution algorithm with moving collected points placement for 2D rectangle packing problem. (English) Zbl 1359.65096 Far East J. Math. Sci. (FJMS) 100, No. 7, 1005-1016 (2016). MSC: 65K05 90C39 49L20 PDF BibTeX XML Cite \textit{A. Unchai} and \textit{T. Remsungnen}, Far East J. Math. Sci. (FJMS) 100, No. 7, 1005--1016 (2016; Zbl 1359.65096) Full Text: DOI Link
Benincasa, T.; Donado Escobar, L. D.; Moroşanu, C. Distributed and boundary optimal control of the Allen-Cahn equation with regular potential and dynamic boundary conditions. (English) Zbl 1354.65224 Int. J. Control 89, No. 8, 1523-1532 (2016). MSC: 65N12 35K55 49K20 90C46 80A22 PDF BibTeX XML Cite \textit{T. Benincasa} et al., Int. J. Control 89, No. 8, 1523--1532 (2016; Zbl 1354.65224) Full Text: DOI
Liang, Zongxia; Zhao, Xiaoyang Optimal mean-variance efficiency of a family with life insurance under inflation risk. (English) Zbl 1371.91158 Insur. Math. Econ. 71, 164-178 (2016). MSC: 91G10 91B30 93E20 PDF BibTeX XML Cite \textit{Z. Liang} and \textit{X. Zhao}, Insur. Math. Econ. 71, 164--178 (2016; Zbl 1371.91158) Full Text: DOI
Guan, Guohui; Liang, Zongxia A stochastic Nash equilibrium portfolio game between two DC pension funds. (English) Zbl 1371.91156 Insur. Math. Econ. 70, 237-244 (2016). MSC: 91G10 91B30 91A15 93E20 PDF BibTeX XML Cite \textit{G. Guan} and \textit{Z. Liang}, Insur. Math. Econ. 70, 237--244 (2016; Zbl 1371.91156) Full Text: DOI
Kamihigashi, Takashi; Yao, Masayuki Infinite-horizon deterministic dynamic programming in discrete time: a monotone convergence principle and a penalty method. (English) Zbl 1351.90160 Optimization 65, No. 10, 1899-1908 (2016). MSC: 90C39 47N10 PDF BibTeX XML Cite \textit{T. Kamihigashi} and \textit{M. Yao}, Optimization 65, No. 10, 1899--1908 (2016; Zbl 1351.90160) Full Text: DOI
Hynd, Ryan; Mawi, Henok On Hamilton-Jacobi-Bellman equations with convex gradient constraints. (English) Zbl 1386.90163 Interfaces Free Bound. 18, No. 3, 291-315 (2016). MSC: 90C39 35J66 35R35 93E20 PDF BibTeX XML Cite \textit{R. Hynd} and \textit{H. Mawi}, Interfaces Free Bound. 18, No. 3, 291--315 (2016; Zbl 1386.90163) Full Text: DOI arXiv
Lee, Ho-Seok; Shin, Yong Hyun An optimal investment, consumption-leisure and voluntary retirement choice problem with subsistence consumption constraints. (English) Zbl 1349.91247 Japan J. Ind. Appl. Math. 33, No. 2, 297-320 (2016). MSC: 91G10 91G80 90C39 PDF BibTeX XML Cite \textit{H.-S. Lee} and \textit{Y. H. Shin}, Japan J. Ind. Appl. Math. 33, No. 2, 297--320 (2016; Zbl 1349.91247) Full Text: DOI
Escudero, Laureano F.; Garín, María Araceli; Unzueta, Aitziber Cluster Lagrangean decomposition in multistage stochastic optimization. (English) Zbl 1349.90656 Comput. Oper. Res. 67, 48-62 (2016). MSC: 90C15 90C11 PDF BibTeX XML Cite \textit{L. F. Escudero} et al., Comput. Oper. Res. 67, 48--62 (2016; Zbl 1349.90656) Full Text: DOI
García, Yofre H.; González-Hernández, Juan Discrete-time Markov control processes with recursive discount rates. (English) Zbl 1357.49110 Kybernetika 52, No. 3, 403-426 (2016). MSC: 49L20 90C40 90C39 93E20 PDF BibTeX XML Cite \textit{Y. H. García} and \textit{J. González-Hernández}, Kybernetika 52, No. 3, 403--426 (2016; Zbl 1357.49110) Full Text: DOI
Bayraktar, Erhan; Li, Jiaqi Stochastic Perron for stochastic target problems. (English) Zbl 1346.93394 J. Optim. Theory Appl. 170, No. 3, 1026-1054 (2016). MSC: 93E20 49L20 49L25 60G46 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{J. Li}, J. Optim. Theory Appl. 170, No. 3, 1026--1054 (2016; Zbl 1346.93394) Full Text: DOI arXiv
Li, Wanqing; Liu, Yuding; Meng, Wenqing; Yue, Lifei Multi-objective dynamic optimization using an improved particle swarm optimization algorithm for construction projects. (Chinese. English summary) Zbl 1363.90214 Math. Pract. Theory 46, No. 1, 93-101 (2016). MSC: 90C29 90C39 90C59 PDF BibTeX XML Cite \textit{W. Li} et al., Math. Pract. Theory 46, No. 1, 93--101 (2016; Zbl 1363.90214)
Bayraktar, Erhan; Cosso, Andrea; Pham, Huyên Robust feedback switching control: dynamic programming and viscosity solutions. (English) Zbl 1347.49042 SIAM J. Control Optim. 54, No. 5, 2594-2628 (2016). MSC: 49L25 49L20 49J40 91A05 91A15 60G40 PDF BibTeX XML Cite \textit{E. Bayraktar} et al., SIAM J. Control Optim. 54, No. 5, 2594--2628 (2016; Zbl 1347.49042) Full Text: DOI
Murzabekov, Z. N. The synthesis of the proportional-differential regulators for the systems with fixed ends of trajectories under two-sided constraints on control values. (English) Zbl 1346.49057 Asian J. Control 18, No. 2, 494-501 (2016). MSC: 49N35 34H05 49N10 49L20 PDF BibTeX XML Cite \textit{Z. N. Murzabekov}, Asian J. Control 18, No. 2, 494--501 (2016; Zbl 1346.49057) Full Text: DOI
Lin, Geng; Zhu, Wenxing; Ali, M. Montaz An effective discrete dynamic convexized method for solving the winner determination problem. (English) Zbl 1404.91126 J. Comb. Optim. 32, No. 2, 563-593 (2016). MSC: 91B26 90C10 PDF BibTeX XML Cite \textit{G. Lin} et al., J. Comb. Optim. 32, No. 2, 563--593 (2016; Zbl 1404.91126) Full Text: DOI
Choi, Sungsub; Kim, Sungjun; Shim, Gyoocheol Optimal consumption-investment with critical wealth level. (English) Zbl 1339.91106 J. Math. Anal. Appl. 443, No. 2, 913-925 (2016). MSC: 91G10 91B30 90C39 PDF BibTeX XML Cite \textit{S. Choi} et al., J. Math. Anal. Appl. 443, No. 2, 913--925 (2016; Zbl 1339.91106) Full Text: DOI
Mardaneh, E.; Lin, Q.; Loxton, R. A heuristic algorithm for optimal fleet composition with vehicle routing considerations. (English) Zbl 1344.90009 Optim. Methods Softw. 31, No. 2, 272-289 (2016). MSC: 90B06 90B10 90C11 90C39 90C59 PDF BibTeX XML Cite \textit{E. Mardaneh} et al., Optim. Methods Softw. 31, No. 2, 272--289 (2016; Zbl 1344.90009) Full Text: DOI
Hartono; Jennings, L. S.; Wang, S. Iterative upwind finite difference method with completed Richadson extrapolation for state-constrained HJB equations. (English) Zbl 1405.65096 Pac. J. Optim. 12, No. 2, 379-397 (2016). MSC: 65M06 49L25 90C39 PDF BibTeX XML Cite \textit{Hartono} et al., Pac. J. Optim. 12, No. 2, 379--397 (2016; Zbl 1405.65096) Full Text: Link
Bayraktar, Erhan; Li, Jiaqi Stochastic Perron for stochastic target games. (English) Zbl 1337.93100 Ann. Appl. Probab. 26, No. 2, 1082-1110 (2016). MSC: 93E20 49L20 49L25 60G46 60H30 91A25 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{J. Li}, Ann. Appl. Probab. 26, No. 2, 1082--1110 (2016; Zbl 1337.93100) Full Text: DOI Euclid arXiv
Huang, Wen; Gallivan, Kyle A.; Srivastava, Anuj; Absil, Pierre-Antoine Riemannian optimization for registration of curves in elastic shape analysis. (English) Zbl 1338.49088 J. Math. Imaging Vis. 54, No. 3, 320-343 (2016). MSC: 49Q10 49L20 49M15 90C39 90C53 PDF BibTeX XML Cite \textit{W. Huang} et al., J. Math. Imaging Vis. 54, No. 3, 320--343 (2016; Zbl 1338.49088) Full Text: DOI
Porumbel, Daniel Ray projection for optimizing polytopes with prohibitively many constraints in set-covering column generation. (English) Zbl 1347.90059 Math. Program. 155, No. 1-2 (A), 147-197 (2016). Reviewer: Svetlana A. Kravchenko (Minsk) MSC: 90C06 90C11 90C05 90C39 90C27 PDF BibTeX XML Cite \textit{D. Porumbel}, Math. Program. 155, No. 1--2 (A), 147--197 (2016; Zbl 1347.90059) Full Text: DOI
Morris, Carla C.; Stark, Robert M. Finite mathematics. Models and applications. (English) Zbl 1328.00003 Hoboken, NJ: John Wiley & Sons (ISBN 978-1-119-01550-5/hbk; 978-1-119-01559-8/ebook; 978-1-119-01553-6/set). xvi, 518 p. (2016). Reviewer: Răzvan Răducanu (Iaşi) MSC: 00-01 00A05 15-01 60-01 90-01 00A69 PDF BibTeX XML Cite \textit{C. C. Morris} and \textit{R. M. Stark}, Finite mathematics. Models and applications. Hoboken, NJ: John Wiley \& Sons (2016; Zbl 1328.00003)
Iskhakov, Fedor Multidimensional endogenous gridpoint method: solving triangular dynamic stochastic optimization problems without root-finding operations. (English) Zbl 1394.90550 Econ. Lett. 135, 72-76 (2015); corrigendum ibid. 150, 26 (2017). MSC: 90C39 90C15 65C30 PDF BibTeX XML Cite \textit{F. Iskhakov}, Econ. Lett. 135, 72--76 (2015; Zbl 1394.90550) Full Text: DOI
White, Matthew N. The method of endogenous gridpoints in theory and practice. (English) Zbl 1401.90139 J. Econ. Dyn. Control 60, 26-41 (2015). MSC: 90C15 65C50 90C39 91B62 PDF BibTeX XML Cite \textit{M. N. White}, J. Econ. Dyn. Control 60, 26--41 (2015; Zbl 1401.90139) Full Text: DOI