Trzaskalik, Tadeusz Multiobjective dynamic programming in bipolar multistage method. (English) Zbl 07550798 Ann. Oper. Res. 311, No. 2, 1259-1279 (2022). MSC: 90B50 91B06 90C29 90C39 PDF BibTeX XML Cite \textit{T. Trzaskalik}, Ann. Oper. Res. 311, No. 2, 1259--1279 (2022; Zbl 07550798) Full Text: DOI OpenURL
Di, Bolei; Lamperski, Andrew Newton’s method, Bellman recursion and differential dynamic programming for unconstrained nonlinear dynamic games. (English) Zbl 07550642 Dyn. Games Appl. 12, No. 2, 394-442 (2022). MSC: 91A25 91A10 49L20 49M15 PDF BibTeX XML Cite \textit{B. Di} and \textit{A. Lamperski}, Dyn. Games Appl. 12, No. 2, 394--442 (2022; Zbl 07550642) Full Text: DOI OpenURL
Yang, Yue; Yu, Xiang Optimal entry and consumption under habit formation. (English) Zbl 07549538 Adv. Appl. Probab. 54, No. 2, 433-459 (2022). MSC: 91G10 49L25 93E11 93E20 49L20 PDF BibTeX XML Cite \textit{Y. Yang} and \textit{X. Yu}, Adv. Appl. Probab. 54, No. 2, 433--459 (2022; Zbl 07549538) Full Text: DOI OpenURL
Shu, Yadong; Li, Bo Linear-quadratic optimal control for discrete-time stochastic descriptor systems. (English) Zbl 07538980 J. Ind. Manag. Optim. 18, No. 3, 1583-1602 (2022). MSC: 49N10 93E20 PDF BibTeX XML Cite \textit{Y. Shu} and \textit{B. Li}, J. Ind. Manag. Optim. 18, No. 3, 1583--1602 (2022; Zbl 07538980) Full Text: DOI OpenURL
Nagayama, Shinobu; Sasao, Tsutomu; Butler, Jon T. A fast method for exactly optimum linear decomposition of index generation functions. (English) Zbl 07536575 J. Mult.-Val. Log. Soft Comput. 38, No. 3-4, 387-405 (2022). MSC: 94Cxx PDF BibTeX XML Cite \textit{S. Nagayama} et al., J. Mult.-Val. Log. Soft Comput. 38, No. 3--4, 387--405 (2022; Zbl 07536575) Full Text: Link OpenURL
Noskov, S. I.; Vergasov, A. S. Maximization of the dynamic criterion of consistency of behavior as a partially Boolean linear programming problem. (English) Zbl 07527450 Adv. Appl. Discrete Math. 29, No. 1, 25-40 (2022). MSC: 62J05 PDF BibTeX XML Cite \textit{S. I. Noskov} and \textit{A. S. Vergasov}, Adv. Appl. Discrete Math. 29, No. 1, 25--40 (2022; Zbl 07527450) Full Text: DOI OpenURL
Yang, Liwei; Fu, Lixia; Li, Ping; Mao, Jianlin; Guo, Ning; Du, Linghao LF-ACO: an effective formation path planning for multi-mobile robot. (English) Zbl 1485.93402 Math. Biosci. Eng. 19, No. 1, 225-252 (2022). MSC: 93C85 93A16 90C59 PDF BibTeX XML Cite \textit{L. Yang} et al., Math. Biosci. Eng. 19, No. 1, 225--252 (2022; Zbl 1485.93402) Full Text: DOI OpenURL
Chen, Guohai; Yang, Dixiong; Liu, Yunhe; Guo, Hongchao System reliability analyses of static and dynamic structures via direct probability integral method. (English) Zbl 07442810 Comput. Methods Appl. Mech. Eng. 388, Article ID 114262, 29 p. (2022). MSC: 74-XX 90-XX PDF BibTeX XML Cite \textit{G. Chen} et al., Comput. Methods Appl. Mech. Eng. 388, Article ID 114262, 29 p. (2022; Zbl 07442810) Full Text: DOI OpenURL
Dleuna Nyoumbi, Christelle; Tambue, Antoine A fitted finite volume method for stochastic optimal control problems in finance. (English) Zbl 07543260 AIMS Math. 6, No. 4, 3053-3079 (2021). MSC: 65M75 PDF BibTeX XML Cite \textit{C. Dleuna Nyoumbi} and \textit{A. Tambue}, AIMS Math. 6, No. 4, 3053--3079 (2021; Zbl 07543260) Full Text: DOI OpenURL
Yoshioka, Hidekazu; Yaegashi, Yuta Mathematical and numerical analyses of a stochastic impulse control model with imperfect interventions. (English) Zbl 07525297 J. Math. Ind. 11, Paper No. 16, 34 p. (2021). MSC: 93E20 93C27 49J40 49L20 PDF BibTeX XML Cite \textit{H. Yoshioka} and \textit{Y. Yaegashi}, J. Math. Ind. 11, Paper No. 16, 34 p. (2021; Zbl 07525297) Full Text: DOI OpenURL
Ravelo, Santiago V.; Meneses, Cláudio N. Generalizations, formulations and subgradient based heuristic with dynamic programming procedure for target set selection problems. (English) Zbl 07486244 Comput. Oper. Res. 135, Article ID 105441, 21 p. (2021). MSC: 90Bxx PDF BibTeX XML Cite \textit{S. V. Ravelo} and \textit{C. N. Meneses}, Comput. Oper. Res. 135, Article ID 105441, 21 p. (2021; Zbl 07486244) Full Text: DOI OpenURL
Chentsov, Aleksandr Georgievich On properties of one functional used in software constructions for solving differential games. (Russian. English summary) Zbl 1483.49051 Vestn. Udmurt. Univ., Mat. Mekh. Komp’yut. Nauki 31, No. 4, 668-696 (2021). MSC: 49N70 90C39 PDF BibTeX XML Cite \textit{A. G. Chentsov}, Vestn. Udmurt. Univ., Mat. Mekh. Komp'yut. Nauki 31, No. 4, 668--696 (2021; Zbl 1483.49051) Full Text: DOI MNR OpenURL
Xi, Daiqing; Pang, Tianxiao Estimating multiple breaks in mean sequentially with fractionally integrated errors. (English) Zbl 1480.60057 Stat. Pap. 62, No. 1, 451-494 (2021). MSC: 60F05 62F12 90C39 62M10 PDF BibTeX XML Cite \textit{D. Xi} and \textit{T. Pang}, Stat. Pap. 62, No. 1, 451--494 (2021; Zbl 1480.60057) Full Text: DOI OpenURL
Manvelyan, Diana; Simeon, Bernd; Wever, Utz An efficient model order reduction scheme for dynamic contact in linear elasticity. (English) Zbl 1479.74093 Comput. Mech. 68, No. 6, 1283-1295 (2021). MSC: 74M15 74B05 74S99 90C33 PDF BibTeX XML Cite \textit{D. Manvelyan} et al., Comput. Mech. 68, No. 6, 1283--1295 (2021; Zbl 1479.74093) Full Text: DOI arXiv OpenURL
Zhang, Shuhua; Zhao, Junying; Yan, Ming; Wang, Xinyu Modeling and computation of mean field game with compound carbon abatement mechanisms. (English) Zbl 1476.35283 J. Ind. Manag. Optim. 17, No. 6, 3333-3347 (2021). MSC: 35Q91 49L20 65L60 PDF BibTeX XML Cite \textit{S. Zhang} et al., J. Ind. Manag. Optim. 17, No. 6, 3333--3347 (2021; Zbl 1476.35283) Full Text: DOI OpenURL
Chen, Xin; Zhu, Yuanguo; Sheng, Linxue Optimal control for uncertain stochastic dynamic systems with jump and application to an advertising model. (English) Zbl 07424205 Appl. Math. Comput. 407, Article ID 126337, 25 p. (2021). MSC: 49L20 49N05 49N10 93C05 PDF BibTeX XML Cite \textit{X. Chen} et al., Appl. Math. Comput. 407, Article ID 126337, 25 p. (2021; Zbl 07424205) Full Text: DOI OpenURL
Zhang, Peng; Zeng, Yongquan; Chi, Guotai Time-consistent multiperiod mean semivariance portfolio selection with the real constraints. (English) Zbl 1476.91164 J. Ind. Manag. Optim. 17, No. 4, 1663-1680 (2021). MSC: 91G10 90C39 PDF BibTeX XML Cite \textit{P. Zhang} et al., J. Ind. Manag. Optim. 17, No. 4, 1663--1680 (2021; Zbl 1476.91164) Full Text: DOI OpenURL
Azhmyakov, Vadim; Fernández-Gutiérrez, Juan P.; Verriest, Erik I.; Pickl, Stefan W. A separation based optimization approach to dynamic maximal covering location problems with switched structure. (English) Zbl 1474.90247 J. Ind. Manag. Optim. 17, No. 2, 669-686 (2021). MSC: 90B80 90C10 90C30 PDF BibTeX XML Cite \textit{V. Azhmyakov} et al., J. Ind. Manag. Optim. 17, No. 2, 669--686 (2021; Zbl 1474.90247) Full Text: DOI OpenURL
Clautiaux, F.; Detienne, B.; Guillot, G. An iterative dynamic programming approach for the temporal knapsack problem. (English) Zbl 1487.90633 Eur. J. Oper. Res. 293, No. 2, 442-456 (2021). MSC: 90C39 90B35 90C11 90C27 PDF BibTeX XML Cite \textit{F. Clautiaux} et al., Eur. J. Oper. Res. 293, No. 2, 442--456 (2021; Zbl 1487.90633) Full Text: DOI HAL OpenURL
Abdullayev, V. M.; Aida-zade, K. R. Optimization of source parameters in multipoint nonseparated conditions for linear dynamical systems. (English. Russian original) Zbl 1468.49002 Comput. Math. Math. Phys. 61, No. 4, 512-526 (2021); translation from Zh. Vychisl. Mat. Mat. Fiz. 61, No. 4, 539-554 (2021). Reviewer: Antonio Roberto da Silva (Rio de Janeiro) MSC: 49J15 49N45 90C39 PDF BibTeX XML Cite \textit{V. M. Abdullayev} and \textit{K. R. Aida-zade}, Comput. Math. Math. Phys. 61, No. 4, 512--526 (2021; Zbl 1468.49002); translation from Zh. Vychisl. Mat. Mat. Fiz. 61, No. 4, 539--554 (2021) Full Text: DOI OpenURL
Muthukumar, Ramchandran; Kouri, Drew P.; Udell, Madeleine Randomized sketching algorithms for low-memory dynamic optimization. (English) Zbl 1469.90153 SIAM J. Optim. 31, No. 2, 1242-1275 (2021). MSC: 90C39 68W20 90C30 93C20 PDF BibTeX XML Cite \textit{R. Muthukumar} et al., SIAM J. Optim. 31, No. 2, 1242--1275 (2021; Zbl 1469.90153) Full Text: DOI OpenURL
Ryan, Christopher Thomas; Smith, Robert L. Dual-based methods for solving infinite-horizon nonstationary deterministic dynamic programs. (English) Zbl 1465.90115 Math. Program. 187, No. 1-2 (A), 253-285 (2021). MSC: 90C39 90C05 90C35 PDF BibTeX XML Cite \textit{C. T. Ryan} and \textit{R. L. Smith}, Math. Program. 187, No. 1--2 (A), 253--285 (2021; Zbl 1465.90115) Full Text: DOI OpenURL
Yegorov, Ivan; Dower, Peter M. Perspectives on characteristics based curse-of-dimensionality-free numerical approaches for solving Hamilton-Jacobi equations. (English) Zbl 1461.49028 Appl. Math. Optim. 83, No. 1, 1-49 (2021). MSC: 49K15 49L20 49L25 49M05 49N35 49N70 65K10 65M06 65M25 35F21 PDF BibTeX XML Cite \textit{I. Yegorov} and \textit{P. M. Dower}, Appl. Math. Optim. 83, No. 1, 1--49 (2021; Zbl 1461.49028) Full Text: DOI arXiv OpenURL
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 OpenURL
Yan, Ming; Yang, Hongtao; Zhang, Lei; Zhang, Shuhua Optimal investment-reinsurance policy with regime switching and value-at-risk constraint. (English) Zbl 1476.91135 J. Ind. Manag. Optim. 16, No. 5, 2195-2211 (2020). MSC: 91G05 93E20 91G60 PDF BibTeX XML Cite \textit{M. Yan} et al., J. Ind. Manag. Optim. 16, No. 5, 2195--2211 (2020; Zbl 1476.91135) Full Text: DOI OpenURL
Zhukovskiy, V. I.; Gorbatov, A. S.; Kudryavtsev, K. N. Berge and Nash equilibria in a linear-quadratic differential game. (English. Russian original) Zbl 1457.91088 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 1457.91088); translation from Mat. Teor. Igr Prilozh. 9, No. 1, 62--94 (2017) Full Text: DOI OpenURL
Gaubert, Stéphane; Stott, Nikolas A convergent hierarchy of non-linear eigenproblems to compute the joint spectral radius of nonnegative matrices. (English) Zbl 1476.65080 Math. Control Relat. Fields 10, No. 3, 573-590 (2020). Reviewer: Andrzej Sołtysiak (Poznań) MSC: 65H17 93C30 49L20 PDF BibTeX XML Cite \textit{S. Gaubert} and \textit{N. Stott}, Math. Control Relat. Fields 10, No. 3, 573--590 (2020; Zbl 1476.65080) Full Text: DOI arXiv OpenURL
Lefebvre, Mario A stochastic model for computer virus propagation. (English) Zbl 1477.68032 J. Dyn. Games 7, No. 2, 163-174 (2020). MSC: 68M11 49K45 49L20 49N70 68M25 91A15 91A23 91A80 PDF BibTeX XML Cite \textit{M. Lefebvre}, J. Dyn. Games 7, No. 2, 163--174 (2020; Zbl 1477.68032) Full Text: DOI OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 arXiv OpenURL
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 arXiv OpenURL
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 arXiv OpenURL
Couzon, Paulin; Ouazene, Yassine; Yalaoui, Farouk Joint optimization of dynamic pricing and lot-sizing decisions with nonlinear demands: theoretical and computational analysis. (English) Zbl 1458.90013 Comput. Oper. Res. 115, Article ID 104862, 10 p. (2020). MSC: 90B05 90B30 91B24 PDF BibTeX XML Cite \textit{P. Couzon} et al., Comput. Oper. Res. 115, Article ID 104862, 10 p. (2020; Zbl 1458.90013) Full Text: DOI OpenURL
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 OpenURL
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 arXiv OpenURL
Arregui, Iñigo; Salvador, Beatriz; Vázquez, Carlos A Monte Carlo approach to American options pricing including counterparty risk. (English) Zbl 07474732 Int. J. Comput. Math. 96, No. 11, 2157-2176 (2019). MSC: 91G60 91G40 PDF BibTeX XML Cite \textit{I. Arregui} et al., Int. J. Comput. Math. 96, No. 11, 2157--2176 (2019; Zbl 07474732) Full Text: DOI OpenURL
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: 68Txx PDF BibTeX XML Cite \textit{C. Mayet} et al., Math. Comput. Simul. 158, 120--129 (2019; Zbl 07316607) Full Text: DOI OpenURL
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 OpenURL
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: arXiv Link OpenURL
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 arXiv OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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) OpenURL
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 OpenURL
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 arXiv OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
Shin, Yong Hyun; Roh, Kum-Hwan An optimal consumption and investment problem with stochastic hyperbolic discounting. (English) Zbl 1459.91180 Adv. Difference Equ. 2019, Paper No. 211, 7 p. (2019). MSC: 91G10 91B62 91B42 91B24 91B16 91G30 PDF BibTeX XML Cite \textit{Y. H. Shin} and \textit{K.-H. Roh}, Adv. Difference Equ. 2019, Paper No. 211, 7 p. (2019; Zbl 1459.91180) Full Text: DOI OpenURL
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: 90Bxx PDF BibTeX XML Cite \textit{A. Ozolins}, CEJOR, Cent. Eur. J. Oper. Res. 27, No. 1, 15--38 (2019; Zbl 07024038) Full Text: DOI OpenURL
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 arXiv OpenURL
Lee, Ho-Seok Consumption-portfolio choice with subsistence consumption and risk aversion change at retirement. (English) Zbl 07445881 J. Inequal. Appl. 2018, Paper No. 165, 15 p. (2018). MSC: 00-XX PDF BibTeX XML Cite \textit{H.-S. Lee}, J. Inequal. Appl. 2018, Paper No. 165, 15 p. (2018; Zbl 07445881) Full Text: DOI OpenURL
Shin, Yong Hyun; Koo, Jung Lim; Roh, Kum-Hwan An optimal consumption and investment problem with quadratic utility and subsistence consumption constraints: a dynamic programming approach. (English) Zbl 07394633 Math. Model. Anal. 23, No. 4, 627-638 (2018). MSC: 91G10 49L20 60H30 PDF BibTeX XML Cite \textit{Y. H. Shin} et al., Math. Model. Anal. 23, No. 4, 627--638 (2018; Zbl 07394633) Full Text: DOI OpenURL
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 OpenURL
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) OpenURL
Yu, Huizhen; Mahmood, A. Rupam; Sutton, Richard S. On generalized Bellman equations and temporal-difference learning. (English) Zbl 1465.90117 J. Mach. Learn. Res. 19, Paper No. 48, 49 p. (2018). MSC: 90C40 60J20 68T05 90C39 PDF BibTeX XML Cite \textit{H. Yu} et al., J. Mach. Learn. Res. 19, Paper No. 48, 49 p. (2018; Zbl 1465.90117) Full Text: arXiv Link OpenURL
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 OpenURL
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 OpenURL
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) OpenURL
Celisse, A.; Marot, G.; Pierre-Jean, M.; Rigaill, G. J. New efficient algorithms for multiple change-point detection with reproducing kernels. (English) Zbl 1469.62032 Comput. Stat. Data Anal. 128, 200-220 (2018). MSC: 62-08 62G05 62P10 PDF BibTeX XML Cite \textit{A. Celisse} et al., Comput. Stat. Data Anal. 128, 200--220 (2018; Zbl 1469.62032) Full Text: DOI arXiv OpenURL
Kang, Yongha; Albey, Erinc; Uzsoy, Reha Rounding heuristics for multiple product dynamic lot-sizing in the presence of queueing behavior. (English) Zbl 1458.90232 Comput. Oper. Res. 100, 54-65 (2018). MSC: 90B30 90B05 90B35 90C59 PDF BibTeX XML Cite \textit{Y. Kang} et al., Comput. Oper. Res. 100, 54--65 (2018; Zbl 1458.90232) Full Text: DOI OpenURL
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 OpenURL
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 arXiv OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 Link OpenURL
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 arXiv OpenURL
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 arXiv OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 Link OpenURL
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 OpenURL
Escudero, Laureano F.; Garín, María Araceli; Unzueta, Aitziber Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization. (English) Zbl 1458.90492 Comput. Oper. Res. 85, 154-171 (2017). MSC: 90C15 90C11 PDF BibTeX XML Cite \textit{L. F. Escudero} et al., Comput. Oper. Res. 85, 154--171 (2017; Zbl 1458.90492) Full Text: DOI OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 HAL OpenURL
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 Link OpenURL
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 HAL OpenURL
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 OpenURL