Bayraktar, Erhan; Chen, Tao Nonparametric adaptive robust control under model uncertainty. (English) Zbl 1522.49016 SIAM J. Control Optim. 61, No. 5, 2737-2760 (2023). MSC: 49J55 60J99 60J10 49L20 93E20 93E35 60G15 65K05 90C39 90C40 91G10 91G60 62G05 PDFBibTeX XMLCite \textit{E. Bayraktar} and \textit{T. Chen}, SIAM J. Control Optim. 61, No. 5, 2737--2760 (2023; Zbl 1522.49016) Full Text: DOI arXiv
Guo, Youming; Li, Tingting Fractional-order modeling and optimal control of a new online game addiction model based on real data. (English) Zbl 1509.91029 Commun. Nonlinear Sci. Numer. Simul. 121, Article ID 107221, 22 p. (2023). MSC: 91D30 26A33 34C60 34D23 49K21 49N90 65M06 PDFBibTeX XMLCite \textit{Y. Guo} and \textit{T. Li}, Commun. Nonlinear Sci. Numer. Simul. 121, Article ID 107221, 22 p. (2023; Zbl 1509.91029) Full Text: DOI
Rai, Rajanish Kumar; Khajanchi, Subhas; Tiwari, Pankaj Kumar; Venturino, Ezio; Misra, Arvind Kumar Impact of social media advertisements on the transmission dynamics of COVID-19 pandemic in India. (English) Zbl 1492.92106 J. Appl. Math. Comput. 68, No. 1, 19-44 (2022). MSC: 92D30 91D30 34D23 PDFBibTeX XMLCite \textit{R. K. Rai} et al., J. Appl. Math. Comput. 68, No. 1, 19--44 (2022; Zbl 1492.92106) Full Text: DOI
Isakov, V. M.; Kabanikhin, S. I.; Shananin, A. A.; Shishlenin, M. A.; Zhang, S. Algorithm for determining the volatility function in the Black-Scholes model. (English. Russian original) Zbl 1437.91430 Comput. Math. Math. Phys. 59, No. 10, 1753-1758 (2019); translation from Zh. Vychisl. Mat. Mat. Fiz. 59, No. 10, 1815-1820 (2019). Reviewer: Paweł Kliber (Poznan) MSC: 91G20 91G60 35Q91 65C30 PDFBibTeX XMLCite \textit{V. M. Isakov} et al., Comput. Math. Math. Phys. 59, No. 10, 1753--1758 (2019; Zbl 1437.91430); translation from Zh. Vychisl. Mat. Mat. Fiz. 59, No. 10, 1815--1820 (2019) Full Text: DOI
Shiryaev, Albert N. Stochastic disorder problems. (English) Zbl 1426.93002 Probability Theory and Stochastic Modelling 93. Cham: Springer (ISBN 978-3-030-01525-1/hbk; 978-3-030-01526-8/ebook). xix, 397 p. (2019). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 93-02 60-02 93E03 93E10 62C10 60G40 60G22 60J65 91G99 PDFBibTeX XMLCite \textit{A. N. Shiryaev}, Stochastic disorder problems. Cham: Springer (2019; Zbl 1426.93002) Full Text: DOI
Prathumwan, D.; Sawangtong, W.; Wiwattanapataphee, B.; Giannini, L. M. A differential evolution algorithm for parameter optimization of an asset flow model. (English) Zbl 1419.91307 J. Algebra Appl. Math. 17, No. 1, 33-56 (2019). MSC: 91B25 34D20 PDFBibTeX XMLCite \textit{D. Prathumwan} et al., J. Algebra Appl. Math. 17, No. 1, 33--56 (2019; Zbl 1419.91307)
Li, Huifang; Bao, Liping Solution to multiscale Asian option pricing model with singular perturbation method. (Chinese. English summary) Zbl 1413.34170 Commun. Appl. Math. Comput. 32, No. 1, 43-53 (2018). MSC: 34C60 34E15 34F05 91B25 34E05 PDFBibTeX XMLCite \textit{H. Li} and \textit{L. Bao}, Commun. Appl. Math. Comput. 32, No. 1, 43--53 (2018; Zbl 1413.34170) Full Text: DOI
Dokuchaev, Nikolai A pathwise inference method for the parameters of diffusion terms. (English) Zbl 1378.62127 J. Nonparametric Stat. 29, No. 4, 731-743 (2017). MSC: 62P05 62M05 60J60 65C30 65C60 91G30 PDFBibTeX XMLCite \textit{N. Dokuchaev}, J. Nonparametric Stat. 29, No. 4, 731--743 (2017; Zbl 1378.62127) Full Text: DOI arXiv
Kleiza, Vytautas; Tilindis, Justinas An almost learning curve model for manual assembly performance improvement. (English) Zbl 1423.62014 Nonlinear Anal., Model. Control 21, No. 6, 839-850 (2016). MSC: 62F10 62P30 91B38 34A05 PDFBibTeX XMLCite \textit{V. Kleiza} and \textit{J. Tilindis}, Nonlinear Anal., Model. Control 21, No. 6, 839--850 (2016; Zbl 1423.62014) Full Text: DOI
Li, Huifang; Bao, Liping Solution to multiscale Asian option pricing model with the singular perturbation method. (Chinese. English summary) Zbl 1349.91276 Appl. Math., Ser. A (Chin. Ed.) 30, No. 4, 389-398 (2015). MSC: 91G20 35B25 35B40 35Q91 91G80 PDFBibTeX XMLCite \textit{H. Li} and \textit{L. Bao}, Appl. Math., Ser. A (Chin. Ed.) 30, No. 4, 389--398 (2015; Zbl 1349.91276)
Rhee, Chang-Han; Glynn, Peter W. Unbiased estimation with square root convergence for SDE models. (English) Zbl 1347.65016 Oper. Res. 63, No. 5, 1026-1043 (2015). MSC: 65C30 60H35 65C05 91G60 PDFBibTeX XMLCite \textit{C.-H. Rhee} and \textit{P. W. Glynn}, Oper. Res. 63, No. 5, 1026--1043 (2015; Zbl 1347.65016) Full Text: DOI Link
Draouil, Olfa; Øksendal, Bernt A Donsker delta functional approach to optimal insider control and applications to finance. (English) Zbl 1341.49029 Commun. Math. Stat. 3, No. 3, 365-421 (2015); erratum ibid. 3, No. 4, 535-540 (2015). MSC: 49K45 49J55 93E20 60H30 60H07 60H40 60H05 60H10 60J75 91G10 91G80 93E10 PDFBibTeX XMLCite \textit{O. Draouil} and \textit{B. Øksendal}, Commun. Math. Stat. 3, No. 3, 365--421 (2015; Zbl 1341.49029) Full Text: DOI arXiv Link
Azencott, Robert; Gadhyan, Yutheeka Accuracy of maximum likelihood parameter estimators for Heston stochastic volatility SDE. (English) Zbl 1328.82037 J. Stat. Phys. 159, No. 2, 393-420 (2015). MSC: 82C31 35R60 91B24 91G60 35B45 35B40 PDFBibTeX XMLCite \textit{R. Azencott} and \textit{Y. Gadhyan}, J. Stat. Phys. 159, No. 2, 393--420 (2015; Zbl 1328.82037) Full Text: DOI arXiv
Lux, Thomas Inference for systems of stochastic differential equations from discretely sampled data: a numerical maximum likelihood approach. (English) Zbl 1298.91189 Ann. Finance 9, No. 2, 217-248 (2013). MSC: 91G60 65C30 62M05 60J60 60H10 91B25 91G10 PDFBibTeX XMLCite \textit{T. Lux}, Ann. Finance 9, No. 2, 217--248 (2013; Zbl 1298.91189) Full Text: DOI Link
Hofmann, B.; Krämer, R.; Richter, M. Some aspects of parameter identification in a mean reverting financial asset model with time-dependent volatility. (English) Zbl 1163.91403 Int. J. Comput. Math. 86, No. 6, 992-1008 (2009). MSC: 91B28 60G15 65J15 62M10 PDFBibTeX XMLCite \textit{B. Hofmann} et al., Int. J. Comput. Math. 86, No. 6, 992--1008 (2009; Zbl 1163.91403) Full Text: DOI
Singer, Hermann Moment equations and Hermite expansion for nonlinear stochastic differential equations with application to stock price models. (English) Zbl 1142.65309 Comput. Stat. 21, No. 3-4, 385-397 (2006). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 65C30 60H10 60H35 91B24 PDFBibTeX XMLCite \textit{H. Singer}, Comput. Stat. 21, No. 3--4, 385--397 (2006; Zbl 1142.65309) Full Text: DOI
McLeish, Don L. Monte Carlo simulation and finance. (English) Zbl 1117.91033 Hoboken, NJ: John Wiley & Sons (ISBN 978-0-471-67778-9/hbk). xi, 387 p. (2005). Reviewer: Malgorzata Doman (Poznań) MSC: 91-02 91G60 65C05 65C30 60H35 60H30 PDFBibTeX XMLCite \textit{D. L. McLeish}, Monte Carlo simulation and finance. Hoboken, NJ: John Wiley \& Sons (2005; Zbl 1117.91033)
Kuntzevich, V. M. Synthesis of control systems under uncertainty conditions (game theory). (English) Zbl 0735.90077 Nonlinear synthesis, Proc. IIASA Workshop, Sopron/Hung. 1989, Prog. Syst. Control Theory 9, 156-168 (1991). MSC: 91A23 49J35 93B50 49N70 49N75 93E10 93E12 PDFBibTeX XMLCite \textit{V. M. Kuntzevich}, in: Morse theory and optimal control problems. . 156--168 (1991; Zbl 0735.90077)
Kaniovskij, Yu. M. Sufficient conditions for the convergence of the method of successive approximations with discontinuous functions. (English. Russian original) Zbl 0671.65040 U.S.S.R. Comput. Math. Math. Phys. 28, No. 2, 1-6 (1988); translation from Zh. Vychisl. Mat. Mat. Fiz. 28, No. 3, 307-315 (1988). MSC: 65J15 65K10 65C99 90C15 91A12 49K45 93B40 93E25 PDFBibTeX XMLCite \textit{Yu. M. Kaniovskij}, U.S.S.R. Comput. Math. Math. Phys. 28, No. 2, 1--6 (1988; Zbl 0671.65040); translation from Zh. Vychisl. Mat. Mat. Fiz. 28, No. 3, 307--315 (1988) Full Text: DOI
Kannovskij, Yu. M. Sufficient conditions of convergence of the method of successive approximations with discontinuous functions. (Russian) Zbl 0648.65047 Zh. Vychisl. Mat. Mat. Fiz. 28, No. 3, 307-315 (1988). Reviewer: V.Suchánková-Marsiková MSC: 65J15 65K10 65C99 91A12 49K45 93B40 93E25 PDFBibTeX XMLCite \textit{Yu. M. Kannovskij}, Zh. Vychisl. Mat. Mat. Fiz. 28, No. 3, 307--315 (1988; Zbl 0648.65047)
Bouvet, Michel Robustesse minimax et détection. (Minimax robustness and detection). (French) Zbl 0639.93055 Trait. Signal 4, 3-14 (1987). MSC: 93E10 49J35 60G35 91A80 62M20 93E11 PDFBibTeX XMLCite \textit{M. Bouvet}, Trait. Signal 4, 3--14 (1987; Zbl 0639.93055)
Taylor, John B. New econometric approaches to stabilization policy in stochastic models of macroeconomic fluctuations. (English) Zbl 0604.62112 Handbook of econometrics, Vol. 3, Handb. Econ. 2, 1997-2055 (1986). Reviewer: H.S.Buscher MSC: 62P20 91B82 PDFBibTeX XML
Yavin, Yaakov Numerical studies in nonlinear filtering. (English) Zbl 0551.62067 Lecture Notes in Control and Information Sciences, 65. Berlin etc.: Springer-Verlag. VII, 273 p. DM 37.00 (1985). Reviewer: P.Stoica MSC: 62M20 62-02 93E11 93-02 91B82 93E10 PDFBibTeX XML
Carraro, Carlo Econometric models and policy reaction functions. (Italian. English summary) Zbl 0593.62117 Ric. Econ. 38, 412-441 (1984). MSC: 62P20 91B62 PDFBibTeX XMLCite \textit{C. Carraro}, Ric. Econ. 38, 412--441 (1984; Zbl 0593.62117)
Wales, T. J.; Woodland, A. D. Estimation of consumer demand systems with binding non-negativity constraints. (English) Zbl 0512.62119 J. Econom. 21, 263-285 (1983). MSC: 62P20 91B16 PDFBibTeX XMLCite \textit{T. J. Wales} and \textit{A. D. Woodland}, J. Econom. 21, 263--285 (1983; Zbl 0512.62119) Full Text: DOI
Kuntsevich, V. M.; Lychak, M. M. Game systems of adaptive control. (Russian) Zbl 0513.93036 Kibern. Vychisl. Tekh. 56, 3-14 (1982). MSC: 93C40 93B50 93C55 49J35 93B30 93E10 93E12 91A80 93C10 PDFBibTeX XMLCite \textit{V. M. Kuntsevich} and \textit{M. M. Lychak}, Kibern. Vychisl. Tekh. 56, 3--14 (1982; Zbl 0513.93036)
Sengupta, Jati K. Selecting an optimal solution in stochastic linear programming. (English) Zbl 0424.90052 Int. J. Syst. Sci. 11, 33-47 (1980). MSC: 90C15 90C05 90C90 90B99 91B06 91A40 91B38 PDFBibTeX XMLCite \textit{J. K. Sengupta}, Int. J. Syst. Sci. 11, 33--47 (1980; Zbl 0424.90052) Full Text: DOI
Cohen, Leslie Approximate expressions for parameter estimates in the Rasch model. (English) Zbl 0409.62104 Br. J. Math. Stat. Psychol. 32, 113-120 (1979). MSC: 62P15 62F10 91E99 PDFBibTeX XMLCite \textit{L. Cohen}, Br. J. Math. Stat. Psychol. 32, 113--120 (1979; Zbl 0409.62104) Full Text: DOI
Lados, Boduslaw On the efficiency of an orthogonal algorithm in the least-squares method. (Polish) Zbl 0398.65021 Przegl. Stat. 25, 413-422 (1978). MSC: 65F25 91B60 65F20 62P20 PDFBibTeX XMLCite \textit{B. Lados}, Przegl. Stat. 25, 413--422 (1978; Zbl 0398.65021)