Chichportich, Jeremy; Kharroubi, Idris Discrete-time mean-field stochastic control with partial observations. (English) Zbl 07771777 Appl. Math. Optim. 88, No. 3, Paper No. 90, 29 p. (2023). MSC: 93E20 49L20 49K45 49N80 60G35 62P05 91A16 PDF BibTeX XML Cite \textit{J. Chichportich} and \textit{I. Kharroubi}, Appl. Math. Optim. 88, No. 3, Paper No. 90, 29 p. (2023; Zbl 07771777) Full Text: DOI arXiv
Sridhar, Anirudh; Kar, Soummya Mean-field approximations for stochastic population processes with heterogeneous interactions. (English) Zbl 07771532 SIAM J. Control Optim. 61, No. 6, 3442-3466 (2023). MSC: 60G07 60G17 60J27 60J75 91A22 91A43 93E03 PDF BibTeX XML Cite \textit{A. Sridhar} and \textit{S. Kar}, SIAM J. Control Optim. 61, No. 6, 3442--3466 (2023; Zbl 07771532) Full Text: DOI arXiv
Baldacci, Bastien; Bergault, Philippe; Derchu, Joffrey; Rosenbaum, Mathieu On bid and ask side-specific tick sizes. (English) Zbl 07770150 SIAM J. Financ. Math. 14, No. 4, 1215-1248 (2023). MSC: 91Gxx 49J55 93E20 49L25 60J99 PDF BibTeX XML Cite \textit{B. Baldacci} et al., SIAM J. Financ. Math. 14, No. 4, 1215--1248 (2023; Zbl 07770150) Full Text: DOI arXiv
Baldacci, Bastien; Bergault, Philippe; Possamaï, Dylan A mean-field game of market-making against strategic traders. (English) Zbl 07770146 SIAM J. Financ. Math. 14, No. 4, 1080-1112 (2023). MSC: 91Gxx 91A13 91A15 91G80 49N90 PDF BibTeX XML Cite \textit{B. Baldacci} et al., SIAM J. Financ. Math. 14, No. 4, 1080--1112 (2023; Zbl 07770146) Full Text: DOI arXiv
McEneaney, William M.; Dower, Peter M.; Wang, Tao Second-order Hamilton-Jacobi PDE problems and certain related first-order problems. I: Approximation. (English) Zbl 07764832 SIAM J. Control Optim. 61, No. 6, 3280-3315 (2023). MSC: 93C10 93E03 49L20 35F21 65Mxx PDF BibTeX XML Cite \textit{W. M. McEneaney} et al., SIAM J. Control Optim. 61, No. 6, 3280--3315 (2023; Zbl 07764832) Full Text: DOI
Cammardella, Neil; Bušić, Ana; Meyn, Sean P. Kullback-Leibler-quadratic optimal control. (English) Zbl 07764830 SIAM J. Control Optim. 61, No. 5, 3234-3258 (2023). MSC: 90C40 93E20 90C46 93E35 60J20 PDF BibTeX XML Cite \textit{N. Cammardella} et al., SIAM J. Control Optim. 61, No. 5, 3234--3258 (2023; Zbl 07764830) Full Text: DOI arXiv
Carmona, Rene; Cormier, Quentin; Soner, H. Mete Synchronization in a Kuramoto mean field game. (English) Zbl 07762589 Commun. Partial Differ. Equations 48, No. 9, 1214-1244 (2023). MSC: 35Q89 35D40 91A16 93E03 35B32 35R60 PDF BibTeX XML Cite \textit{R. Carmona} et al., Commun. Partial Differ. Equations 48, No. 9, 1214--1244 (2023; Zbl 07762589) Full Text: DOI arXiv
Clempner, Julio B. A Bayesian reinforcement learning approach in Markov games for computing near-optimal policies. (English) Zbl 07759322 Ann. Math. Artif. Intell. 91, No. 5, 675-690 (2023). MSC: 91A15 91A27 68T05 60J20 PDF BibTeX XML Cite \textit{J. B. Clempner}, Ann. Math. Artif. Intell. 91, No. 5, 675--690 (2023; Zbl 07759322) Full Text: DOI
Zhang, Yao-jia; Chen, Tao; Huang, Nan-jing; Li, Xue-song Euler scheme for solving a class of stochastic differential variational inequalities with some applications. (English) Zbl 07759150 Commun. Nonlinear Sci. Numer. Simul. 127, Article ID 107577, 17 p. (2023). MSC: 65C30 60H10 49J40 90C33 91A15 PDF BibTeX XML Cite \textit{Y.-j. Zhang} et al., Commun. Nonlinear Sci. Numer. Simul. 127, Article ID 107577, 17 p. (2023; Zbl 07759150) Full Text: DOI
Klimsiak, Tomasz; Rzymowski, Maurycy Nonlinear BSDEs with two optional Doob’s class barriers satisfying weak Mokobodzki’s condition and extended Dynkin games. (English) Zbl 07758727 Appl. Math. Optim. 88, No. 3, Paper No. 80, 33 p. (2023). MSC: 60H10 60G40 PDF BibTeX XML Cite \textit{T. Klimsiak} and \textit{M. Rzymowski}, Appl. Math. Optim. 88, No. 3, Paper No. 80, 33 p. (2023; Zbl 07758727) Full Text: DOI arXiv OA License
Blanc, Pablo; Parviainen, Mikko; Rossi, Julio D. Asymptotic \(C^{1,\gamma}\)-regularity for value functions to uniformly elliptic dynamic programming principles. (English) Zbl 07758161 Math. Ann. 387, No. 3-4, 1249-1270 (2023). MSC: 91A15 35B65 90C39 PDF BibTeX XML Cite \textit{P. Blanc} et al., Math. Ann. 387, No. 3--4, 1249--1270 (2023; Zbl 07758161) Full Text: DOI arXiv
Chen, Fang; Guo, Xianping Two-person zero-sum risk-sensitive stochastic games with incomplete reward information on one side. (English) Zbl 07757096 Stochastic Processes Appl. 165, 218-245 (2023). MSC: 91A15 91A10 91A05 91A50 91A27 PDF BibTeX XML Cite \textit{F. Chen} and \textit{X. Guo}, Stochastic Processes Appl. 165, 218--245 (2023; Zbl 07757096) Full Text: DOI
Sanjari, Sina; Basar, Tamer; Yuksel, Serdar Isomorphism properties of optimality and equilibrium solutions under equivalent information structure transformations: stochastic dynamic games and teams. (English) Zbl 07755483 SIAM J. Control Optim. 61, No. 5, 3102-3130 (2023). MSC: 93E20 91A15 91A20 91A25 PDF BibTeX XML Cite \textit{S. Sanjari} et al., SIAM J. Control Optim. 61, No. 5, 3102--3130 (2023; Zbl 07755483) Full Text: DOI arXiv
Federico, Salvatore; Ferrari, Giorgio; Rodosthenous, Neofytos Two-sided singular control of an inventory with unknown demand trend. (English) Zbl 07755482 SIAM J. Control Optim. 61, No. 5, 3076-3101 (2023). MSC: 93E20 93E11 91A55 49J40 90B05 PDF BibTeX XML Cite \textit{S. Federico} et al., SIAM J. Control Optim. 61, No. 5, 3076--3101 (2023; Zbl 07755482) Full Text: DOI arXiv
Ekström, Erik; Milazzo, Alessandro; Olofsson, Marcus The de Finetti problem with uncertain competition. (English) Zbl 07755479 SIAM J. Control Optim. 61, No. 5, 2997-3017 (2023). MSC: 91A27 91A15 60G40 PDF BibTeX XML Cite \textit{E. Ekström} et al., SIAM J. Control Optim. 61, No. 5, 2997--3017 (2023; Zbl 07755479) Full Text: DOI
Flesch, János; Solan, Eilon Equilibrium in two-player stochastic games with shift-invariant payoffs. (English. French summary) Zbl 07755453 J. Math. Pures Appl. (9) 179, 68-122 (2023). MSC: 91A15 91A05 PDF BibTeX XML Cite \textit{J. Flesch} and \textit{E. Solan}, J. Math. Pures Appl. (9) 179, 68--122 (2023; Zbl 07755453) Full Text: DOI arXiv
Liu, Qiuli; Ching, Wai-Ki; Guo, Xianping Zero-sum stochastic games with the average-value-at-risk criterion. (English) Zbl 07755356 Top 31, No. 3, 618-647 (2023). MSC: 91A15 91A10 91A50 91A05 PDF BibTeX XML Cite \textit{Q. Liu} et al., Top 31, No. 3, 618--647 (2023; Zbl 07755356) Full Text: DOI
Flynn, Joel P.; Sastry, Karthik A. Strategic mistakes. (English) Zbl 07749715 J. Econ. Theory 212, Article ID 105704, 48 p. (2023). MSC: 91B06 91A80 PDF BibTeX XML Cite \textit{J. P. Flynn} and \textit{K. A. Sastry}, J. Econ. Theory 212, Article ID 105704, 48 p. (2023; Zbl 07749715) Full Text: DOI
Khapko, Mariana Asset pricing with dynamically inconsistent agents. (English) Zbl 07748832 Finance Stoch. 27, No. 4, 1017-1046 (2023). MSC: 91G30 91A10 91A80 91B70 PDF BibTeX XML Cite \textit{M. Khapko}, Finance Stoch. 27, No. 4, 1017--1046 (2023; Zbl 07748832) Full Text: DOI
Lazrak, Ali; Wang, Hanxiao; Yong, Jiongmin Present-biased lobbyists in linear-quadratic stochastic differential games. (English) Zbl 07748830 Finance Stoch. 27, No. 4, 947-984 (2023). MSC: 91A15 91A05 91A10 PDF BibTeX XML Cite \textit{A. Lazrak} et al., Finance Stoch. 27, No. 4, 947--984 (2023; Zbl 07748830) Full Text: DOI arXiv
Meng, Jun; Wang, Ming-hui; Yang, Ben-zhang; Huang, Nan-jing A stochastic goodwill model depending on quality level and advertising. (English) Zbl 07747928 Optimization 72, No. 10, 2463-2497 (2023). MSC: 90B06 90B60 91A12 91A65 93E20 PDF BibTeX XML Cite \textit{J. Meng} et al., Optimization 72, No. 10, 2463--2497 (2023; Zbl 07747928) Full Text: DOI
Parthasarathy, T.; Ravindran, G.; Sricharan, A. R. Completely mixed discounted bistochastic games. (English) Zbl 1521.91003 Int. Game Theory Rev. 25, No. 3, Article ID 2340007, 18 p. (2023). MSC: 91A05 91A15 PDF BibTeX XML Cite \textit{T. Parthasarathy} et al., Int. Game Theory Rev. 25, No. 3, Article ID 2340007, 18 p. (2023; Zbl 1521.91003) Full Text: DOI
Dutta, A.; Das, A. K. Homotopy continuation method for discounted zero-sum stochastic game with ARAT structure. (English) Zbl 07747792 Int. Game Theory Rev. 25, No. 3, Article ID 2340004, 18 p. (2023). MSC: 91A05 91A10 91A15 90C33 65H14 PDF BibTeX XML Cite \textit{A. Dutta} and \textit{A. K. Das}, Int. Game Theory Rev. 25, No. 3, Article ID 2340004, 18 p. (2023; Zbl 07747792) Full Text: DOI arXiv
Joosten, Reinoud; Harmelink, Rogier Tipping and strong rarity value in a stochastic fishery game. (English) Zbl 07747789 Int. Game Theory Rev. 25, No. 3, Article ID 2340001, 34 p. (2023). MSC: 91A15 91A80 91B76 60J20 PDF BibTeX XML Cite \textit{R. Joosten} and \textit{R. Harmelink}, Int. Game Theory Rev. 25, No. 3, Article ID 2340001, 34 p. (2023; Zbl 07747789) Full Text: DOI
Bucarey López, Víctor; Della Vecchia, Eugenio; Jean-Marie, Alain; Ordoñez, Fernando Stationary strong Stackelberg equilibrium in discounted stochastic games. (English) Zbl 07746859 IEEE Trans. Autom. Control 68, No. 9, 5271-5286 (2023). MSC: 93-XX PDF BibTeX XML Cite \textit{V. Bucarey López} et al., IEEE Trans. Autom. Control 68, No. 9, 5271--5286 (2023; Zbl 07746859) Full Text: DOI
Murali, Divya; Shaiju, A. J. Dynamic stability of the set of Nash equilibria in stable stochastic games. (English) Zbl 07745091 J. Dyn. Games 10, No. 3, 270-286 (2023). MSC: 91A22 91A15 PDF BibTeX XML Cite \textit{D. Murali} and \textit{A. J. Shaiju}, J. Dyn. Games 10, No. 3, 270--286 (2023; Zbl 07745091) Full Text: DOI
Peng, Chenchen; Zhang, Weihai Pareto optimality in Infinite horizon mean-field stochastic cooperative linear-quadratic difference games. (English) Zbl 07744899 IEEE Trans. Autom. Control 68, No. 7, 4113-4126 (2023). MSC: 93-XX PDF BibTeX XML Cite \textit{C. Peng} and \textit{W. Zhang}, IEEE Trans. Autom. Control 68, No. 7, 4113--4126 (2023; Zbl 07744899) Full Text: DOI
Koshmanenko, Volodymyr The theory of dynamical systems of conflict in the framework of functional analysis. (English) Zbl 07744808 Zb. Pr. Inst. Mat. NAN Ukr. 20, No. 1, 843-872 (2023). MSC: 37N40 39A10 91A15 37M05 PDF BibTeX XML Cite \textit{V. Koshmanenko}, Zb. Pr. Inst. Mat. NAN Ukr. 20, No. 1, 843--872 (2023; Zbl 07744808) Full Text: DOI
Bichuch, Maxim; Fouque, Jean-Pierre Optimal investment with correlated stochastic volatility factors. (English) Zbl 07743106 Math. Finance 33, No. 2, 342-369 (2023). MSC: 91G10 49L12 PDF BibTeX XML Cite \textit{M. Bichuch} and \textit{J.-P. Fouque}, Math. Finance 33, No. 2, 342--369 (2023; Zbl 07743106) Full Text: DOI arXiv
Aïd, René; Biagini, Sara Optimal dynamic regulation of carbon emissions market. (English) Zbl 07743097 Math. Finance 33, No. 1, 80-115 (2023). MSC: 91B76 93E20 91A65 PDF BibTeX XML Cite \textit{R. Aïd} and \textit{S. Biagini}, Math. Finance 33, No. 1, 80--115 (2023; Zbl 07743097) Full Text: DOI
Zhang, Cong; Wang, Jie; Liu, Qingchen; Fu, Weiming; Zheng, Wei Xing Optimal power control for sensors and DoS attackers over a fading channel network. (English) Zbl 1521.93210 J. Franklin Inst. 360, No. 13, 9355-9377 (2023). MSC: 93E20 93E10 93B70 91A15 PDF BibTeX XML Cite \textit{C. Zhang} et al., J. Franklin Inst. 360, No. 13, 9355--9377 (2023; Zbl 1521.93210) Full Text: DOI
Sekiguchi, Takuya Fixation probabilities of strategies for trimatrix games and their applications to triadic conflict. (English) Zbl 07742643 Dyn. Games Appl. 13, No. 3, 1005-1033 (2023); correction ibid. 13, No. 3, 1034 (2023). MSC: 91A22 91A15 91A06 PDF BibTeX XML Cite \textit{T. Sekiguchi}, Dyn. Games Appl. 13, No. 3, 1005--1033 (2023; Zbl 07742643) Full Text: DOI
Heinrich, Torsten; Jang, Yoojin; Mungo, Luca; Pangallo, Marco; Scott, Alex; Tarbush, Bassel; Wiese, Samuel Best-response dynamics, playing sequences, and convergence to equilibrium in random games. (English) Zbl 07741990 Int. J. Game Theory 52, No. 3, 703-735 (2023). MSC: 91A15 91A20 PDF BibTeX XML Cite \textit{T. Heinrich} et al., Int. J. Game Theory 52, No. 3, 703--735 (2023; Zbl 07741990) Full Text: DOI arXiv
Yang, Xue; Liu, Shujun Optimal control of unknown discrete-time linear systems with additive noise. (English) Zbl 1521.93209 J. Syst. Sci. Complex. 36, No. 2, 591-612 (2023). MSC: 93E20 93C55 93C05 49L20 PDF BibTeX XML Cite \textit{X. Yang} and \textit{S. Liu}, J. Syst. Sci. Complex. 36, No. 2, 591--612 (2023; Zbl 1521.93209) Full Text: DOI
Hoshiea, M.; Mousa, A. S.; Pinto, A. A. Optimal social welfare policy within financial and life insurance markets. (English) Zbl 07740125 Optimization 72, No. 9, 2367-2391 (2023). MSC: 91B15 93E20 91G15 91G05 49L20 PDF BibTeX XML Cite \textit{M. Hoshiea} et al., Optimization 72, No. 9, 2367--2391 (2023; Zbl 07740125) Full Text: DOI
Calvia, Alessandro; Cappa, Gianluca; Gozzi, Fausto; Priola, Enrico HJB equations and stochastic control on half-spaces of Hilbert spaces. (English) Zbl 07740104 J. Optim. Theory Appl. 198, No. 2, 710-744 (2023). MSC: 35R15 47D07 49L12 49L20 93E20 PDF BibTeX XML Cite \textit{A. Calvia} et al., J. Optim. Theory Appl. 198, No. 2, 710--744 (2023; Zbl 07740104) Full Text: DOI arXiv
Yoshioka, Hidekazu; Yoshioka, Yumi Stochastic streamflow and dissolved silica dynamics with application to the worst-case long-run evaluation of water environment. (English) Zbl 1521.49028 Optim. Eng. 24, No. 3, 1577-1610 (2023). MSC: 49N90 49L20 90B90 93E20 PDF BibTeX XML Cite \textit{H. Yoshioka} and \textit{Y. Yoshioka}, Optim. Eng. 24, No. 3, 1577--1610 (2023; Zbl 1521.49028) Full Text: DOI
Flesch, János; Predtetchinski, Arkadi; Sudderth, William Superfair stochastic games. (English) Zbl 07739284 Appl. Math. Optim. 88, No. 3, Paper No. 75, 17 p. (2023). MSC: 91A15 91A10 91A05 60J10 60G42 PDF BibTeX XML Cite \textit{J. Flesch} et al., Appl. Math. Optim. 88, No. 3, Paper No. 75, 17 p. (2023; Zbl 07739284) Full Text: DOI
Perninge, Magnus Non-Markovian impulse control under nonlinear expectation. (English) Zbl 07739281 Appl. Math. Optim. 88, No. 3, Paper No. 72, 47 p. (2023). MSC: 49N25 90C39 91B05 91A15 PDF BibTeX XML Cite \textit{M. Perninge}, Appl. Math. Optim. 88, No. 3, Paper No. 72, 47 p. (2023; Zbl 07739281) Full Text: DOI arXiv
Bayraktar, Erhan; Chen, Tao Nonparametric adaptive robust control under model uncertainty. (English) Zbl 07738691 SIAM J. Control Optim. 61, No. 5, 2737-2760 (2023). MSC: 49J55 60J99 60J10 49L20 93E20 93E35 60G15 65K05 90C39 90C40 91G10 91G60 62G05 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{T. Chen}, SIAM J. Control Optim. 61, No. 5, 2737--2760 (2023; Zbl 07738691) Full Text: DOI arXiv
Yu, Yongyi; Zhang, Ji-Feng Two multiobjective problems for stochastic degenerate parabolic equations. (English) Zbl 07738690 SIAM J. Control Optim. 61, No. 4, 2708-2735 (2023). MSC: 93B05 93C20 35K65 35R60 49J20 91A10 PDF BibTeX XML Cite \textit{Y. Yu} and \textit{J.-F. Zhang}, SIAM J. Control Optim. 61, No. 4, 2708--2735 (2023; Zbl 07738690) Full Text: DOI
Han, Jiequn; Hu, Ruimeng; Long, Jihao A class of dimension-free metrics for the convergence of empirical measures. (English) Zbl 07738473 Stochastic Processes Appl. 164, 242-287 (2023). MSC: 60B10 60E15 60K35 91A16 60H10 PDF BibTeX XML Cite \textit{J. Han} et al., Stochastic Processes Appl. 164, 242--287 (2023; Zbl 07738473) Full Text: DOI arXiv
Burzoni, Matteo; Campi, Luciano Mean field games with absorption and common noise with a model of bank run. (English) Zbl 07738472 Stochastic Processes Appl. 164, 206-241 (2023). MSC: 91A16 91A80 49N80 60H30 91G99 PDF BibTeX XML Cite \textit{M. Burzoni} and \textit{L. Campi}, Stochastic Processes Appl. 164, 206--241 (2023; Zbl 07738472) Full Text: DOI arXiv
Dumitrescu, Roxana; Elie, Romuald; Sabbagh, Wissal; Zhou, Chao A new Mertens decomposition of \(\mathscr{Y}^{g , \xi} \)-submartingale systems. Application to BSDEs with weak constraints at stopping times. (English) Zbl 1521.93203 Stochastic Processes Appl. 164, 183-205 (2023). MSC: 93E20 60H30 60G46 47N10 91A15 PDF BibTeX XML Cite \textit{R. Dumitrescu} et al., Stochastic Processes Appl. 164, 183--205 (2023; Zbl 1521.93203) Full Text: DOI arXiv
Almi, Stefano; Morandotti, Marco; Solombrino, Francesco Optimal control problems in transport dynamics with additive noise. (English) Zbl 07738436 J. Differ. Equations 373, 1-47 (2023). Reviewer: A. Omrane (Cayenne) MSC: 49N80 92D25 35Q93 49J45 60H10 49M41 93E20 PDF BibTeX XML Cite \textit{S. Almi} et al., J. Differ. Equations 373, 1--47 (2023; Zbl 07738436) Full Text: DOI arXiv
Tarasov, A. N.; Azanov, V. M.; Kibzun, A. I. Optimal retention of the trajectories of a discrete-time stochastic system in a tube: one problem statement. (English. Russian original) Zbl 1521.93208 Autom. Remote Control 84, No. 1, 42-55 (2023); translation from Avtom. Telemekh. 2023, No. 1, 63-83 (2023). MSC: 93E20 93C05 93C55 49L20 PDF BibTeX XML Cite \textit{A. N. Tarasov} et al., Autom. Remote Control 84, No. 1, 42--55 (2023; Zbl 1521.93208); translation from Avtom. Telemekh. 2023, No. 1, 63--83 (2023) Full Text: DOI
Feng, Frank Y.; Zeng, Xudong; Zhu, Guanxia Insurance pricing in an equilibrium model. (English) Zbl 1521.91313 Scand. Actuar. J. 2023, No. 8, 834-852 (2023). MSC: 91G05 91B51 49L20 PDF BibTeX XML Cite \textit{F. Y. Feng} et al., Scand. Actuar. J. 2023, No. 8, 834--852 (2023; Zbl 1521.91313) Full Text: DOI
Strini, Josef Anton; Thonhauser, Stefan Time-inconsistent view on a dividend problem with penalty. (English) Zbl 1521.91320 Scand. Actuar. J. 2023, No. 8, 811-833 (2023). MSC: 91G05 93E20 49L12 PDF BibTeX XML Cite \textit{J. A. Strini} and \textit{S. Thonhauser}, Scand. Actuar. J. 2023, No. 8, 811--833 (2023; Zbl 1521.91320) Full Text: DOI arXiv
Yan, Rui; Zhang, Weixian; Deng, Ruiliang; Duan, Xiaoming; Shi, Zongying; Zhong, Yisheng Evaluation and learning in two-player symmetric games via best and better responses. (English) Zbl 1521.91004 Inf. Sci. 647, Article ID 119459, 16 p. (2023). MSC: 91A05 91A15 91A26 PDF BibTeX XML Cite \textit{R. Yan} et al., Inf. Sci. 647, Article ID 119459, 16 p. (2023; Zbl 1521.91004) Full Text: DOI arXiv
Zhou, Peixin; Xue, Huiwen; Wen, Jiwei; Shi, Peng; Luan, Xaoli Model-free optimal tracking policies for Markov jump systems by solving non-zero-sum games. (English) Zbl 1521.93213 Inf. Sci. 647, Article ID 119423, 17 p. (2023). MSC: 93E20 93E35 91A05 91A80 PDF BibTeX XML Cite \textit{P. Zhou} et al., Inf. Sci. 647, Article ID 119423, 17 p. (2023; Zbl 1521.93213) Full Text: DOI
Chen, Bo; Galariotis, Emilios; Ma, Lijun; Wang, Zijia; Zhu, Zhaobo On disclosure of participation in innovation contests: a dominance result. (English) Zbl 1521.91125 Ann. Oper. Res. 328, No. 2, 1615-1629 (2023). MSC: 91B26 91A20 PDF BibTeX XML Cite \textit{B. Chen} et al., Ann. Oper. Res. 328, No. 2, 1615--1629 (2023; Zbl 1521.91125) Full Text: DOI
Chen, Tian; Jia, Yunxiao A general maximum principle for progressive optimal control of partially observed mean-field stochastic system with Markov chain. (English) Zbl 1521.93202 ESAIM, Control Optim. Calc. Var. 29, Paper No. 58, 30 p. (2023). MSC: 93E20 49N30 49N80 93C41 PDF BibTeX XML Cite \textit{T. Chen} and \textit{Y. Jia}, ESAIM, Control Optim. Calc. Var. 29, Paper No. 58, 30 p. (2023; Zbl 1521.93202) Full Text: DOI
Fujii, Masaaki Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations. (English) Zbl 1521.49027 ESAIM, Control Optim. Calc. Var. 29, Paper No. 56, 39 p. (2023). MSC: 49N80 91B24 93E20 PDF BibTeX XML Cite \textit{M. Fujii}, ESAIM, Control Optim. Calc. Var. 29, Paper No. 56, 39 p. (2023; Zbl 1521.49027) Full Text: DOI arXiv
Bardi, Martino; Kouhkouh, Hicham Singular perturbations in stochastic optimal control with unbounded data. (English) Zbl 07734424 ESAIM, Control Optim. Calc. Var. 29, Paper No. 52, 25 p. (2023). Reviewer: Savin Treanţă (Bucureşti) MSC: 49J55 35D40 35F21 93E20 93C70 49L25 92B20 49J45 PDF BibTeX XML Cite \textit{M. Bardi} and \textit{H. Kouhkouh}, ESAIM, Control Optim. Calc. Var. 29, Paper No. 52, 25 p. (2023; Zbl 07734424) Full Text: DOI arXiv
Zheng, Yueyang; Shi, Jingtao The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon. (English) Zbl 1521.93212 ESAIM, Control Optim. Calc. Var. 29, Paper No. 34, 49 p. (2023). MSC: 93E20 49N10 49N70 60H10 PDF BibTeX XML Cite \textit{Y. Zheng} and \textit{J. Shi}, ESAIM, Control Optim. Calc. Var. 29, Paper No. 34, 49 p. (2023; Zbl 1521.93212) Full Text: DOI arXiv
Zhang, Heng An adaptive dynamic programming-based algorithm for infinite-horizon linear quadratic stochastic optimal control problems. (English) Zbl 1521.93211 J. Appl. Math. Comput. 69, No. 3, 2741-2760 (2023). MSC: 93E20 93E35 49N10 49L20 PDF BibTeX XML Cite \textit{H. Zhang}, J. Appl. Math. Comput. 69, No. 3, 2741--2760 (2023; Zbl 1521.93211) Full Text: DOI arXiv
Bagh, Adib Existence and statistical estimation of equilibria in stochastic electoral competitions. (English) Zbl 1521.91024 J. Convex Anal. 30, No. 2, 481-498 (2023). MSC: 91A15 91B12 62G05 PDF BibTeX XML Cite \textit{A. Bagh}, J. Convex Anal. 30, No. 2, 481--498 (2023; Zbl 1521.91024) Full Text: Link
Baldan, Paolo; Eggert, Richard; König, Barbara; Padoan, Tommaso Fixpoint theory – upside down. (English) Zbl 07731926 Log. Methods Comput. Sci. 19, No. 2, Paper No. 15, 60 p. (2023). MSC: 03B70 68-XX PDF BibTeX XML Cite \textit{P. Baldan} et al., Log. Methods Comput. Sci. 19, No. 2, Paper No. 15, 60 p. (2023; Zbl 07731926) Full Text: DOI arXiv
Ricciardi, Michele The convergence problem in mean field games with Neumann boundary conditions. (English) Zbl 07731452 SIAM J. Math. Anal. 55, No. 4, 3316-3343 (2023). MSC: 35Q89 91A16 91A15 91A06 35A01 35A02 35B65 60J65 93B52 35Q60 PDF BibTeX XML Cite \textit{M. Ricciardi}, SIAM J. Math. Anal. 55, No. 4, 3316--3343 (2023; Zbl 07731452) Full Text: DOI arXiv
Asheim, Geir B.; Brunnschweiler, Thomas Epistemic foundation of the backward induction paradox. (English) Zbl 1521.91034 Games Econ. Behav. 141, 503-514 (2023). MSC: 91A26 91A18 PDF BibTeX XML Cite \textit{G. B. Asheim} and \textit{T. Brunnschweiler}, Games Econ. Behav. 141, 503--514 (2023; Zbl 1521.91034) Full Text: DOI
Dolemweogo, Sibiri Narcisse; Béré, Frédéric; Zongo, Abel; Nitiéma, S. Pierre Clovis Stochastic Hamilton-Jacobi-Bellman equation and viscosity solutions in the case of maximizing the expectation of the utility function of the fractional Black-Scholes model approximated by a semimartingale. (English) Zbl 07727207 Far East J. Theor. Stat. 67, No. 1, 33-47 (2023). MSC: 35F21 49L12 PDF BibTeX XML Cite \textit{S. N. Dolemweogo} et al., Far East J. Theor. Stat. 67, No. 1, 33--47 (2023; Zbl 07727207) Full Text: DOI
Yang, Zhou; Zhang, Jing; Zhou, Chao Robust control problems of BSDEs coupled with value functions. (English) Zbl 1520.91378 SIAM J. Financ. Math. 14, No. 3, 721-750 (2023). MSC: 91G10 60H30 49L20 93E20 PDF BibTeX XML Cite \textit{Z. Yang} et al., SIAM J. Financ. Math. 14, No. 3, 721--750 (2023; Zbl 1520.91378) Full Text: DOI arXiv
Lins, Brian A unified approach to nonlinear Perron-Frobenius theory. (English) Zbl 07724300 Linear Algebra Appl. 675, 48-89 (2023). MSC: 47J10 47H07 47H09 46T20 15A69 15A80 91A15 PDF BibTeX XML Cite \textit{B. Lins}, Linear Algebra Appl. 675, 48--89 (2023; Zbl 07724300) Full Text: DOI arXiv
Wang, Ning; Zhu, Song-Ping; Elliott, Robert J. Optimal asset allocation under search frictions and stochastic interest rate. (English) Zbl 1520.91415 Quant. Finance 23, No. 6, 1019-1033 (2023). MSC: 91G30 93E20 49L20 91G60 65M06 PDF BibTeX XML Cite \textit{N. Wang} et al., Quant. Finance 23, No. 6, 1019--1033 (2023; Zbl 1520.91415) Full Text: DOI
Jackson, Joe Global existence for quadratic FBSDE systems and application to stochastic differential games. (English) Zbl 07721290 Electron. Commun. Probab. 28, Paper No. 8, 14 p. (2023). MSC: 60H30 PDF BibTeX XML Cite \textit{J. Jackson}, Electron. Commun. Probab. 28, Paper No. 8, 14 p. (2023; Zbl 07721290) Full Text: DOI arXiv
Naha, Arunava; Teixeira, André M. H.; Ahlén, Anders; Dey, Subhrakanti Quickest detection of deception attacks on cyber-physical systems with a parsimonious watermarking policy. (English) Zbl 1520.93195 Automatica 155, Article ID 111147, 17 p. (2023). MSC: 93B70 93C83 93E20 49L20 49N10 PDF BibTeX XML Cite \textit{A. Naha} et al., Automatica 155, Article ID 111147, 17 p. (2023; Zbl 1520.93195) Full Text: DOI arXiv
Dai, Bolun; Krishnamurthy, Prashanth; Papanicolaou, Andrew; Khorrami, Farshad State constrained stochastic optimal control for continuous and hybrid dynamical systems using DFBSDE. (English) Zbl 1520.93609 Automatica 155, Article ID 111146, 7 p. (2023). MSC: 93E20 49L12 93C30 60H30 93C10 PDF BibTeX XML Cite \textit{B. Dai} et al., Automatica 155, Article ID 111146, 7 p. (2023; Zbl 1520.93609) Full Text: DOI arXiv
Cosso, Andrea; Gozzi, Fausto; Kharroubi, Idris; Pham, Huyên; Rosestolato, Mauro Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension. (English) Zbl 1520.93608 Ann. Appl. Probab. 33, No. 4, 2863-2918 (2023). MSC: 93E20 35R60 49L20 49L25 PDF BibTeX XML Cite \textit{A. Cosso} et al., Ann. Appl. Probab. 33, No. 4, 2863--2918 (2023; Zbl 1520.93608) Full Text: DOI arXiv Link
Djete, Mao Fabrice Mean field games of controls: on the convergence of Nash equilibria. (English) Zbl 1520.91049 Ann. Appl. Probab. 33, No. 4, 2824-2862 (2023). MSC: 91A16 49N80 93E20 60H30 PDF BibTeX XML Cite \textit{M. F. Djete}, Ann. Appl. Probab. 33, No. 4, 2824--2862 (2023; Zbl 1520.91049) Full Text: DOI arXiv Link
Feng, Xinwei; Hu, Ying; Huang, Jianhui A unified approach to linear-quadratic-Gaussian mean-field team: homogeneity, heterogeneity and quasi-exchangeability. (English) Zbl 1515.60187 Ann. Appl. Probab. 33, No. 4, 2786-2823 (2023). MSC: 60H10 91A12 60H30 91A25 PDF BibTeX XML Cite \textit{X. Feng} et al., Ann. Appl. Probab. 33, No. 4, 2786--2823 (2023; Zbl 1515.60187) Full Text: DOI Link
Lacker, Daniel; Le Flem, Luc Closed-loop convergence for mean field games with common noise. (English) Zbl 1519.49026 Ann. Appl. Probab. 33, No. 4, 2681-2733 (2023). MSC: 49N80 91A06 93E20 PDF BibTeX XML Cite \textit{D. Lacker} and \textit{L. Le Flem}, Ann. Appl. Probab. 33, No. 4, 2681--2733 (2023; Zbl 1519.49026) Full Text: DOI arXiv Link
Djehiche, Boualem; Elie, Romuald; Hamadène, Said Mean-field reflected backward stochastic differential equations. (English) Zbl 1515.60182 Ann. Appl. Probab. 33, No. 4, 2493-2518 (2023). MSC: 60H10 60H07 49N90 PDF BibTeX XML Cite \textit{B. Djehiche} et al., Ann. Appl. Probab. 33, No. 4, 2493--2518 (2023; Zbl 1515.60182) Full Text: DOI Link
Hu, Kaitong; Ren, Zhenjie; Yang, Junjian Principal-agent problem with multiple principals. (English) Zbl 1520.91231 Stochastics 95, No. 5, 878-905 (2023). MSC: 91B43 91B41 91A16 93E20 PDF BibTeX XML Cite \textit{K. Hu} et al., Stochastics 95, No. 5, 878--905 (2023; Zbl 1520.91231) Full Text: DOI arXiv
Cao, Haoyang; Guo, Xin; Lee, Joon Seok Approximation of \(N\)-player stochastic games with singular controls by mean field games. (English) Zbl 1518.49044 Numer. Algebra Control Optim. 13, No. 3-4, 604-629 (2023). MSC: 49N80 91A15 91A16 91A06 PDF BibTeX XML Cite \textit{H. Cao} et al., Numer. Algebra Control Optim. 13, No. 3--4, 604--629 (2023; Zbl 1518.49044) Full Text: DOI arXiv
Germain, Maximilien; Pham, Huyên; Warin, Xavier A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection. (English) Zbl 1518.49045 Numer. Algebra Control Optim. 13, No. 3-4, 555-582 (2023). MSC: 49N80 49M99 68T07 93E20 49J55 49L25 90C39 65M15 35K55 PDF BibTeX XML Cite \textit{M. Germain} et al., Numer. Algebra Control Optim. 13, No. 3--4, 555--582 (2023; Zbl 1518.49045) Full Text: DOI arXiv
Kuipers, Jeroen; Schoenmakers, Gijs; Staňková, Kateřina Approximating the value of zero-sum differential games with linear payoffs and dynamics. (English) Zbl 1518.49035 J. Optim. Theory Appl. 198, No. 1, 332-346 (2023). MSC: 49L25 35F21 35D40 91A23 91A05 PDF BibTeX XML Cite \textit{J. Kuipers} et al., J. Optim. Theory Appl. 198, No. 1, 332--346 (2023; Zbl 1518.49035) Full Text: DOI
Tutić, Andreas Stochastic evolutionary dynamics in the volunteer’s dilemma. (English) Zbl 1520.91057 J. Math. Sociol. 47, No. 3, 207-226 (2023). MSC: 91A22 91A15 60J85 PDF BibTeX XML Cite \textit{A. Tutić}, J. Math. Sociol. 47, No. 3, 207--226 (2023; Zbl 1520.91057) Full Text: DOI
Fu, Jing; Page, Frank; Zigrand, Jean-Pierre Correction to: “Layered networks, equilibrium dynamics, and stable coalitions”. (English) Zbl 07716645 Dyn. Games Appl. 13, No. 2, 669-704 (2023). MSC: 91A43 91A15 PDF BibTeX XML Cite \textit{J. Fu} et al., Dyn. Games Appl. 13, No. 2, 669--704 (2023; Zbl 07716645) Full Text: DOI
Fu, Jing; Page, Frank; Zigrand, Jean-Pierre Layered networks, equilibrium dynamics, and stable coalitions. (English) Zbl 1520.91079 Dyn. Games Appl. 13, No. 2, 636-668 (2023); correction ibid. 13, No. 2, 669-704 (2023). MSC: 91A43 91A15 PDF BibTeX XML Cite \textit{J. Fu} et al., Dyn. Games Appl. 13, No. 2, 636--668 (2023; Zbl 1520.91079) Full Text: DOI
Lv, Siyu; Xiong, Jie; Zhang, Xin Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions. (English) Zbl 1520.91087 Automatica 154, Article ID 111072, 9 p. (2023). MSC: 91A65 91A15 91A05 49N10 49N70 PDF BibTeX XML Cite \textit{S. Lv} et al., Automatica 154, Article ID 111072, 9 p. (2023; Zbl 1520.91087) Full Text: DOI arXiv
Abid, Amira; Abid, Fathi A methodology to estimate the optimal debt ratio when asset returns, and default probability follow stochastic processes. (English) Zbl 07715866 J. Ind. Manag. Optim. 19, No. 10, 7735-7752 (2023). MSC: 91B05 91B42 49J55 60J65 49L20 PDF BibTeX XML Cite \textit{A. Abid} and \textit{F. Abid}, J. Ind. Manag. Optim. 19, No. 10, 7735--7752 (2023; Zbl 07715866) Full Text: DOI
Yin, Jie; Wong, Hoi Ying Bond portfolio optimization with long-range dependent credits. (English) Zbl 07715836 J. Ind. Manag. Optim. 19, No. 10, 7090-7104 (2023). MSC: 49N90 60H30 91B05 91G40 PDF BibTeX XML Cite \textit{J. Yin} and \textit{H. Y. Wong}, J. Ind. Manag. Optim. 19, No. 10, 7090--7104 (2023; Zbl 07715836) Full Text: DOI
Yuan, Hairui; Meng, Xinzhu; Alzahrani, Abdullah Khames; Zhang, Tonghua Stochastic analysis and optimal control of a donation game system with non-uniform interaction rates and Gram-Schmidt orthogonalization procedure. (English) Zbl 07714783 Comput. Appl. Math. 42, No. 5, Paper No. 225, 22 p. (2023). MSC: 91A22 60H30 93E20 PDF BibTeX XML Cite \textit{H. Yuan} et al., Comput. Appl. Math. 42, No. 5, Paper No. 225, 22 p. (2023; Zbl 07714783) Full Text: DOI
Eslahchi, M. R.; Esmaili, Sakine A game-theoretic perspective to study a nonlinear stochastic parabolic model of population competition. (English) Zbl 1520.91007 Optimization 72, No. 7, 1777-1815 (2023). MSC: 91A05 91A10 91A12 35K55 35R60 35Q91 PDF BibTeX XML Cite \textit{M. R. Eslahchi} and \textit{S. Esmaili}, Optimization 72, No. 7, 1777--1815 (2023; Zbl 1520.91007) Full Text: DOI
Li, Cong; Feng, Tianjiao; Tao, Yi; Zheng, Xiudeng; Wu, Jiajia Weak selection and stochastic evolutionary stability in a stochastic replicator dynamics. (English) Zbl 1518.92097 J. Theor. Biol. 570, Article ID 111524, 5 p. (2023). MSC: 92D15 91A22 PDF BibTeX XML Cite \textit{C. Li} et al., J. Theor. Biol. 570, Article ID 111524, 5 p. (2023; Zbl 1518.92097) Full Text: DOI
Chen, Yanbo; Nie, Tianyang; Wang, Shujun Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem. (English) Zbl 07712464 Syst. Control Lett. 177, Article ID 105550, 15 p. (2023). MSC: 93E20 60H30 91A23 91A65 49N70 PDF BibTeX XML Cite \textit{Y. Chen} et al., Syst. Control Lett. 177, Article ID 105550, 15 p. (2023; Zbl 07712464) Full Text: DOI
Zhang, Liangquan; Li, Xun Mean-variance portfolio selection under no-shorting rules: a BSDE approach. (English) Zbl 07712459 Syst. Control Lett. 177, Article ID 105545, 11 p. (2023). MSC: 91G10 60H30 49L12 49L25 PDF BibTeX XML Cite \textit{L. Zhang} and \textit{X. Li}, Syst. Control Lett. 177, Article ID 105545, 11 p. (2023; Zbl 07712459) Full Text: DOI
Jia, Yunxiao; Feng, Xinwei; Huang, Jianhui; Xie, Tinghan Robust backward linear-quadratic differential game and team: a soft-constraint analysis. (English) Zbl 1520.91062 Syst. Control Lett. 177, Article ID 105533, 12 p. (2023). MSC: 91A23 91A65 60H10 93B51 PDF BibTeX XML Cite \textit{Y. Jia} et al., Syst. Control Lett. 177, Article ID 105533, 12 p. (2023; Zbl 1520.91062) Full Text: DOI
Li, Min; Nie, Tianyang; Wu, Zhen Linear-quadratic large-population problem with partial information: Hamiltonian approach and Riccati approach. (English) Zbl 1515.60202 SIAM J. Control Optim. 61, No. 4, 2114-2139 (2023). MSC: 60H10 93E20 91A15 49N10 PDF BibTeX XML Cite \textit{M. Li} et al., SIAM J. Control Optim. 61, No. 4, 2114--2139 (2023; Zbl 1515.60202) Full Text: DOI arXiv
Bin, Ning; Zhu, Huainian; Zhang, Chengke Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model. (English) Zbl 1520.91309 Methodol. Comput. Appl. Probab. 25, No. 2, Paper No. 54, 27 p. (2023). MSC: 91G05 91A15 60H30 91A80 PDF BibTeX XML Cite \textit{N. Bin} et al., Methodol. Comput. Appl. Probab. 25, No. 2, Paper No. 54, 27 p. (2023; Zbl 1520.91309) Full Text: DOI
Dianetti, Jodi; Ferrari, Giorgio Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls. (English) Zbl 1520.93610 Stochastic Processes Appl. 162, 547-592 (2023). MSC: 93E20 60H17 91A55 49J40 PDF BibTeX XML Cite \textit{J. Dianetti} and \textit{G. Ferrari}, Stochastic Processes Appl. 162, 547--592 (2023; Zbl 1520.93610) Full Text: DOI arXiv
Hernández, Camilo On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications. (English) Zbl 07711487 Stochastic Processes Appl. 162, 249-298 (2023). MSC: 60H10 60H20 PDF BibTeX XML Cite \textit{C. Hernández}, Stochastic Processes Appl. 162, 249--298 (2023; Zbl 07711487) Full Text: DOI arXiv
Kirkby, J. Lars; Aguilar, Jean-Philippe Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees. (English) Zbl 1520.91334 Scand. Actuar. J. 2023, No. 6, 624-654 (2023). MSC: 91G05 91G30 60G51 49L20 PDF BibTeX XML Cite \textit{J. L. Kirkby} and \textit{J.-P. Aguilar}, Scand. Actuar. J. 2023, No. 6, 624--654 (2023; Zbl 1520.91334) Full Text: DOI
Feng, Xin Information disclosure in all-pay contests with costly entry. (English) Zbl 07709707 Int. J. Game Theory 52, No. 2, 401-421 (2023). Reviewer: Tamás Mátrai (Edinburgh) MSC: 91B26 91A05 91A10 91A15 91A27 PDF BibTeX XML Cite \textit{X. Feng}, Int. J. Game Theory 52, No. 2, 401--421 (2023; Zbl 07709707) Full Text: DOI
Perninge, Magnus Zero-sum stochastic differential games of impulse versus continuous control by FBSDEs. (English) Zbl 1520.91045 J. Math. Anal. Appl. 527, No. 1, Part 2, Article ID 127403, 39 p. (2023). MSC: 91A15 91A10 60H30 93C27 90C39 PDF BibTeX XML Cite \textit{M. Perninge}, J. Math. Anal. Appl. 527, No. 1, Part 2, Article ID 127403, 39 p. (2023; Zbl 1520.91045) Full Text: DOI arXiv
Hubert, Emma Continuous-time incentives in hierarchies. (English) Zbl 1518.91117 Finance Stoch. 27, No. 3, 605-661 (2023). MSC: 91B41 91B43 91A65 60H30 PDF BibTeX XML Cite \textit{E. Hubert}, Finance Stoch. 27, No. 3, 605--661 (2023; Zbl 1518.91117) Full Text: DOI arXiv
Dong, Huayuan; Guasoni, Paolo; Mayerhofer, Eberhard Rogue traders. (English) Zbl 1520.91386 Finance Stoch. 27, No. 3, 539-603 (2023). MSC: 91G15 91A15 PDF BibTeX XML Cite \textit{H. Dong} et al., Finance Stoch. 27, No. 3, 539--603 (2023; Zbl 1520.91386) Full Text: DOI
Bayraktar, Erhan; Wu, Ruoyu; Zhang, Xin Propagation of chaos of forward-backward stochastic differential equations with graphon interactions. (English) Zbl 1520.91047 Appl. Math. Optim. 88, No. 1, Paper No. 25, 44 p. (2023). MSC: 91A16 60H30 91A06 PDF BibTeX XML Cite \textit{E. Bayraktar} et al., Appl. Math. Optim. 88, No. 1, Paper No. 25, 44 p. (2023; Zbl 1520.91047) Full Text: DOI arXiv
Bao, Xiaofan; Tang, Shanjian Ergodic control of McKean-Vlasov SDEs and associated Bellman equation. (English) Zbl 1520.93606 J. Math. Anal. Appl. 527, No. 1, Part 1, Article ID 127404, 28 p. (2023). MSC: 93E20 60H30 49L25 49L12 PDF BibTeX XML Cite \textit{X. Bao} and \textit{S. Tang}, J. Math. Anal. Appl. 527, No. 1, Part 1, Article ID 127404, 28 p. (2023; Zbl 1520.93606) Full Text: DOI
Aberkane, Samir; Dragan, Vasile An addendum to the problem of zero-sum LQ stochastic mean-field dynamic games. (English) Zbl 1520.91046 Automatica 153, Article ID 111007, 8 p. (2023). MSC: 91A16 91A10 49N80 PDF BibTeX XML Cite \textit{S. Aberkane} and \textit{V. Dragan}, Automatica 153, Article ID 111007, 8 p. (2023; Zbl 1520.91046) Full Text: DOI arXiv