Milz, Johannes; Ulbrich, Michael Sample size estimates for risk-neutral semilinear PDE-constrained optimization. (English) Zbl 07817041 SIAM J. Optim. 34, No. 1, 844-869 (2024). MSC: 90C15 90C30 90C60 49J20 49J55 49K45 49K20 35J61 PDFBibTeX XMLCite \textit{J. Milz} and \textit{M. Ulbrich}, SIAM J. Optim. 34, No. 1, 844--869 (2024; Zbl 07817041) Full Text: DOI arXiv
Liu, Yuanhang Observability inequality from measurable sets and the shape design problem for stochastic parabolic equations. (English) Zbl 07801987 Appl. Math. Optim. 89, No. 2, Paper No. 37, 34 p. (2024). MSC: 35R60 35K05 49J20 90C47 93B07 93C20 PDFBibTeX XMLCite \textit{Y. Liu}, Appl. Math. Optim. 89, No. 2, Paper No. 37, 34 p. (2024; Zbl 07801987) Full Text: DOI
Luu, Hoang Phuc Hau; Le, Hoai Minh; Le Thi, Hoai An Markov chain stochastic DCA and applications in deep learning with PDEs regularization. (English) Zbl 07794066 Neural Netw. 170, 149-166 (2024). MSC: 90C26 90C15 46B99 60F99 PDFBibTeX XMLCite \textit{H. P. H. Luu} et al., Neural Netw. 170, 149--166 (2024; Zbl 07794066) Full Text: DOI
Li, Danlin; Milz, Johannes Criticality measure-based error estimates for infinite dimensional optimization. arXiv:2402.15948 Preprint, arXiv:2402.15948 [math.OC] (2024). MSC: 90C15 90C60 35Q93 35R60 49M25 49N10 65M60 65C05 BibTeX Cite \textit{D. Li} and \textit{J. Milz}, ``Criticality measure-based error estimates for infinite dimensional optimization'', Preprint, arXiv:2402.15948 [math.OC] (2024) Full Text: arXiv OA License
Jauberteau, François; Nachaoui, Mourad; Zaroual, Sara A novel identification scheme of an inverse source problem based on Hilbert reproducing kernels. (English) Zbl 07822837 Laghrib, Amine (ed.) et al., New trends of mathematical inverse problems and applications. ICNTAM 2022. Selected papers based on the presentations at the international conference, Béni Mellal, Morocco, May 19–21, 2022. Cham: Springer. Springer Proc. Math. Stat. 428, 157-175 (2023). MSC: 65M32 65N30 65J20 90C52 49N45 46E22 35R60 35A01 PDFBibTeX XMLCite \textit{F. Jauberteau} et al., Springer Proc. Math. Stat. 428, 157--175 (2023; Zbl 07822837) Full Text: DOI
Milz, Johannes Reliable error estimates for optimal control of linear elliptic PDEs with random inputs. (English) Zbl 07787060 SIAM/ASA J. Uncertain. Quantif. 11, 1139-1163 (2023). MSC: 90C15 90C60 35Q93 35R60 49M25 49N10 65M60 65C05 PDFBibTeX XMLCite \textit{J. Milz}, SIAM/ASA J. Uncertain. Quantif. 11, 1139--1163 (2023; Zbl 07787060) Full Text: DOI arXiv
Antil, Harbir; Dolgov, Sergey; Onwunta, Akwum TTRISK: Tensor train decomposition algorithm for risk averse optimization. (English) Zbl 07729588 Numer. Linear Algebra Appl. 30, No. 3, e2481, 29 p. (2023). MSC: 93E20 49J55 49K20 49K45 90C15 65D15 15A69 15A23 PDFBibTeX XMLCite \textit{H. Antil} et al., Numer. Linear Algebra Appl. 30, No. 3, e2481, 29 p. (2023; Zbl 07729588) Full Text: DOI arXiv
Hanu, Matei; Latz, Jonas; Schillings, Claudia Subsampling in ensemble Kalman inversion. (English) Zbl 07726076 Inverse Probl. 39, No. 9, Article ID 094002, 33 p. (2023). MSC: 62Fxx 65Nxx 90Cxx PDFBibTeX XMLCite \textit{M. Hanu} et al., Inverse Probl. 39, No. 9, Article ID 094002, 33 p. (2023; Zbl 07726076) Full Text: DOI arXiv
Ge, Meibao; Xu, Dinghua Biparametric identification for a free boundary of ductal carcinoma in situ. (English) Zbl 1522.35516 Appl. Anal. 102, No. 10, 2774-2794 (2023). MSC: 35Q92 92C37 92C32 92C50 35R30 35R35 35R60 35A01 35A02 35K05 65K10 90C56 65M32 65M30 65F22 65J20 65M06 PDFBibTeX XMLCite \textit{M. Ge} and \textit{D. Xu}, Appl. Anal. 102, No. 10, 2774--2794 (2023; Zbl 1522.35516) Full Text: DOI
Belliveau, Patrick; Haber, Eldad Parametric level-set inverse problems with stochastic background estimation. (English) Zbl 07691092 Inverse Probl. 39, No. 7, Article ID 075003, 27 p. (2023). MSC: 65Mxx 90Cxx 65Nxx PDFBibTeX XMLCite \textit{P. Belliveau} and \textit{E. Haber}, Inverse Probl. 39, No. 7, Article ID 075003, 27 p. (2023; Zbl 07691092) Full Text: DOI
Milz, Johannes Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization. (English) Zbl 1512.65095 Appl. Math. Optim. 87, No. 3, Paper No. 57, 25 p. (2023). MSC: 65J22 65C05 90C15 35R60 90C48 90C30 60H25 PDFBibTeX XMLCite \textit{J. Milz}, Appl. Math. Optim. 87, No. 3, Paper No. 57, 25 p. (2023; Zbl 1512.65095) Full Text: DOI arXiv
Borghi, Giacomo; Herty, Michael; Pareschi, Lorenzo Constrained consensus-based optimization. (English) Zbl 1517.35227 SIAM J. Optim. 33, No. 1, 211-236 (2023). Reviewer: Dimitar A. Kolev (Sofia) MSC: 35Q84 35Q93 90C26 90C56 49M41 35D30 35A01 35A02 35R60 PDFBibTeX XMLCite \textit{G. Borghi} et al., SIAM J. Optim. 33, No. 1, 211--236 (2023; Zbl 1517.35227) Full Text: DOI arXiv
Bohaienko, Vsevolod; Lytvynenko, Anton Computational aspects of cyclic voltammetry simulation for the case of porous electrodes of fractal structure. (English) Zbl 1509.65087 Comput. Appl. Math. 42, No. 2, Paper No. 100, 19 p. (2023). MSC: 65M32 65M06 65M15 65Y10 78A57 78A46 78M20 90C59 93B30 26A33 35R11 35Q60 35R30 35R60 PDFBibTeX XMLCite \textit{V. Bohaienko} and \textit{A. Lytvynenko}, Comput. Appl. Math. 42, No. 2, Paper No. 100, 19 p. (2023; Zbl 1509.65087) Full Text: DOI
Meng, Qingxin; Dong, Yuchao; Shen, Yang; Tang, Shanjian Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps. (English) Zbl 1501.49018 Appl. Math. Optim. 87, No. 1, Paper No. 3, 51 p. (2023). MSC: 49K45 49K20 90C39 35F21 35R60 60H15 60J65 60J76 PDFBibTeX XMLCite \textit{Q. Meng} et al., Appl. Math. Optim. 87, No. 1, Paper No. 3, 51 p. (2023; Zbl 1501.49018) Full Text: DOI arXiv
Geiersbach, Caroline; Henrion, René; Pérez-Aros, Pedro Numerical solution of an optimal control problem with probabilistic and almost sure state constraints. arXiv:2311.15115 Preprint, arXiv:2311.15115 [math.OC] (2023). MSC: 49K20 49K45 35Q93 49J52 90C15 BibTeX Cite \textit{C. Geiersbach} et al., ``Numerical solution of an optimal control problem with probabilistic and almost sure state constraints'', Preprint, arXiv:2311.15115 [math.OC] (2023) Full Text: arXiv OA License
Milz, Johannes Consistency of sample-based stationary points for infinite-dimensional stochastic optimization. arXiv:2306.17032 Preprint, arXiv:2306.17032 [math.OC] (2023). MSC: 65C05 90C15 35R60 90C48 90C30 60H25 49M41 35Q93 BibTeX Cite \textit{J. Milz}, ``Consistency of sample-based stationary points for infinite-dimensional stochastic optimization'', Preprint, arXiv:2306.17032 [math.OC] (2023) Full Text: arXiv OA License
Geiersbach, Caroline; Henrion, René Optimality conditions in control problems with random state constraints in probabilistic or almost-sure form. arXiv:2306.03965 Preprint, arXiv:2306.03965 [math.OC] (2023). MSC: 49K20 49K45 35Q93 49J52 90C15 BibTeX Cite \textit{C. Geiersbach} and \textit{R. Henrion}, ``Optimality conditions in control problems with random state constraints in probabilistic or almost-sure form'', Preprint, arXiv:2306.03965 [math.OC] (2023) Full Text: arXiv OA License
Göttlich, Simone; Schillinger, Thomas Data-inspired modeling of accidents in traffic flow networks. arXiv:2305.03469 Preprint, arXiv:2305.03469 [math.NA] (2023). MSC: 35R60 90B20 65M06 BibTeX Cite \textit{S. Göttlich} and \textit{T. Schillinger}, ``Data-inspired modeling of accidents in traffic flow networks'', Preprint, arXiv:2305.03469 [math.NA] (2023) Full Text: arXiv OA License
Bartsch, Jan; Knopf, Patrik; Scheurer, Stefania; Weber, Jörg Controlling a Vlasov-Poisson plasma by a Particle-In-Cell method based on a Monte Carlo framework. arXiv:2304.02083 Preprint, arXiv:2304.02083 [math.OC] (2023). MSC: 49J20 35Q83 49M05 62P35 65C05 90C15 BibTeX Cite \textit{J. Bartsch} et al., ``Controlling a Vlasov-Poisson plasma by a Particle-In-Cell method based on a Monte Carlo framework'', Preprint, arXiv:2304.02083 [math.OC] (2023) Full Text: arXiv OA License
Ly, Sidy; Tendeng, Lena; Balde, Mouhamadou A. M. T.; Ngom, Diene; Seck, Diaraf Stochastic reaction network modeling and optimal control for Covid-19. (English) Zbl 07799426 Seck, Diaraf (ed.) et al., Nonlinear analysis, geometry and applications. Proceedings of the second NLAGA-BIRS symposium, Cap Skirring, Senegal, January 25–30, 2022. Cham: Springer. Trends Math., 121-141 (2022). MSC: 35Q92 93D30 92C60 90C15 90C39 35F21 35R60 PDFBibTeX XMLCite \textit{S. Ly} et al., in: Nonlinear analysis, geometry and applications. Proceedings of the second NLAGA-BIRS symposium, Cap Skirring, Senegal, January 25--30, 2022. Cham: Springer. 121--141 (2022; Zbl 07799426) Full Text: DOI
Blömker, Dirk; Schillings, Claudia; Wacker, Philipp; Weissmann, Simon Continuous time limit of the stochastic ensemble Kalman inversion: strong convergence analysis. (English) Zbl 1521.65117 SIAM J. Numer. Anal. 60, No. 6, 3181-3215 (2022). Reviewer: Temur A. Jangveladze (Tbilisi) MSC: 65N21 62F15 65N75 65C30 90C56 65M06 35R60 35R30 PDFBibTeX XMLCite \textit{D. Blömker} et al., SIAM J. Numer. Anal. 60, No. 6, 3181--3215 (2022; Zbl 1521.65117) Full Text: DOI arXiv
Geiersbach, Caroline; Hintermüller, Michael Optimality conditions and Moreau-Yosida regularization for almost sure state constraints. (English) Zbl 1509.49015 ESAIM, Control Optim. Calc. Var. 28, Paper No. 80, 36 p. (2022). Reviewer: Francesco Rossi (Padova) MSC: 49K45 90C15 49N15 49K20 49J20 PDFBibTeX XMLCite \textit{C. Geiersbach} and \textit{M. Hintermüller}, ESAIM, Control Optim. Calc. Var. 28, Paper No. 80, 36 p. (2022; Zbl 1509.49015) Full Text: DOI arXiv
Kouri, Drew P.; Surowiec, Thomas M. Corrigendum to: “Existence and optimality conditions for risk-averse PDE-constrained optimization”. (English) Zbl 1499.49015 SIAM/ASA J. Uncertain. Quantif. 10, 1321-1322 (2022). MSC: 49J20 49J50 49J55 49K20 49K45 90C15 PDFBibTeX XMLCite \textit{D. P. Kouri} and \textit{T. M. Surowiec}, SIAM/ASA J. Uncertain. Quantif. 10, 1321--1322 (2022; Zbl 1499.49015) Full Text: DOI
Hertlein, Lukas; Rauls, Anne-Therese; Ulbrich, Michael; Ulbrich, Stefan An inexact bundle method and subgradient computations for optimal control of deterministic and stochastic obstacle problems. (English) Zbl 1505.49014 Hintermüller, Michael (ed.) et al., Non-smooth and complementarity-based distributed parameter systems. Simulation and hierarchical optimization. Cham: Birkhäuser. ISNM, Int. Ser. Numer. Math. 172, 467-497 (2022). Reviewer: Fabio Vito Difonzo (Bari) MSC: 49J52 26A24 49J40 65K05 49K20 90C56 PDFBibTeX XMLCite \textit{L. Hertlein} et al., ISNM, Int. Ser. Numer. Math. 172, 467--497 (2022; Zbl 1505.49014) Full Text: DOI
Gahururu, Deborah; Hintermüller, Michael; Stengl, Steven-Marian; Surowiec, Thomas M. Generalized Nash equilibrium problems with partial differential operators: theory, algorithms, and risk aversion. (English) Zbl 1507.49003 Hintermüller, Michael (ed.) et al., Non-smooth and complementarity-based distributed parameter systems. Simulation and hierarchical optimization. Cham: Birkhäuser. ISNM, Int. Ser. Numer. Math. 172, 145-181 (2022). MSC: 49J20 49J55 49K20 49K45 49M99 65K10 65K15 90C15 91A10 PDFBibTeX XMLCite \textit{D. Gahururu} et al., ISNM, Int. Ser. Numer. Math. 172, 145--181 (2022; Zbl 1507.49003) Full Text: DOI
Olofsson, Marcus; Önskog, Thomas; Lundström, Niklas L. P. Management strategies for run-of-river hydropower plants: an optimal switching approach. (English) Zbl 1504.35596 Optim. Eng. 23, No. 3, 1707-1731 (2022). MSC: 35Q93 93E20 35K45 35A23 49N90 49L20 90B50 60H30 35R60 PDFBibTeX XMLCite \textit{M. Olofsson} et al., Optim. Eng. 23, No. 3, 1707--1731 (2022; Zbl 1504.35596) Full Text: DOI arXiv
Pagès, Gilles; Pironneau, Olivier Dynamic programming versus supervised learning: optimal fishing quotas. (English) Zbl 1497.90215 Trélat, Emmanuel (ed.) et al., Numerical control. Part A. Amsterdam: Elsevier/North Holland. Handb. Numer. Anal. 23, 467-497 (2022). MSC: 90C39 90C90 68T20 PDFBibTeX XMLCite \textit{G. Pagès} and \textit{O. Pironneau}, Handb. Numer. Anal. 23, 467--497 (2022; Zbl 1497.90215) Full Text: Link
Biccari, Umberto; Warma, Mahamadi; Zuazua, Enrique Control and numerical approximation of fractional diffusion equations. (English) Zbl 1496.65155 Trélat, Emmanuel (ed.) et al., Numerical control. Part A. Amsterdam: Elsevier/North Holland. Handb. Numer. Anal. 23, 1-58 (2022). MSC: 65M60 90C15 49M25 35K05 35R11 26A33 35S05 49M29 49M41 93B05 65M15 PDFBibTeX XMLCite \textit{U. Biccari} et al., Handb. Numer. Anal. 23, 1--58 (2022; Zbl 1496.65155) Full Text: arXiv Link
Herty, Michael; Iacomini, Elisa Uncertainty quantification in hierarchical vehicular flow models. (English) Zbl 1490.35552 Kinet. Relat. Models 15, No. 2, 239-256 (2022). MSC: 35R60 76A30 90B20 35Q20 35Q70 PDFBibTeX XMLCite \textit{M. Herty} and \textit{E. Iacomini}, Kinet. Relat. Models 15, No. 2, 239--256 (2022; Zbl 1490.35552) Full Text: DOI arXiv
Meng, Junying; Wang, Faqiang; Cui, Li; Liu, Jun The lower bound of nonlocal gradient for non-convex and non-smooth image patches based regularization. (English) Zbl 1487.65141 Inverse Probl. 38, No. 3, Article ID 035010, 28 p. (2022). MSC: 65M32 65M30 65K10 35B65 60H40 90C26 35R60 35R30 PDFBibTeX XMLCite \textit{J. Meng} et al., Inverse Probl. 38, No. 3, Article ID 035010, 28 p. (2022; Zbl 1487.65141) Full Text: DOI
Caraballo, Tomás; Boudaoui, Ahmed; Tayeb, Blouhi Transportation inequalities for coupled systems of stochastic delay evolution equations with a fractional Brownian motion. (English) Zbl 1492.60184 Stochastic Anal. Appl. 40, No. 1, 45-62 (2022). Reviewer: Dora Seleši (Novi Sad) MSC: 60H15 60G22 90B06 PDFBibTeX XMLCite \textit{T. Caraballo} et al., Stochastic Anal. Appl. 40, No. 1, 45--62 (2022; Zbl 1492.60184) Full Text: DOI
Lunz, Davin Optimizing noisy complex systems liable to failure. (English) Zbl 1483.35278 SIAM J. Appl. Math. 82, No. 1, 25-48 (2022). MSC: 35Q84 49K20 49N90 90B25 35B40 35B32 49M41 65M06 65K10 65H10 PDFBibTeX XMLCite \textit{D. Lunz}, SIAM J. Appl. Math. 82, No. 1, 25--48 (2022; Zbl 1483.35278) Full Text: DOI
Iacomini, Elisa Overview on uncertainty quantification in traffic models via intrusive method. arXiv:2210.06189 Preprint, arXiv:2210.06189 [math.NA] (2022). MSC: 35R60 90B20 35Q20 35Q70 BibTeX Cite \textit{E. Iacomini}, ``Overview on uncertainty quantification in traffic models via intrusive method'', Preprint, arXiv:2210.06189 [math.NA] (2022) Full Text: arXiv OA License
Mastrolia, Thibaut; Zhang, Jiacheng Agency problem and mean field system of agents with moral hazard, synergistic effects and accidents. arXiv:2207.11087 Preprint, arXiv:2207.11087 [math.OC] (2022). MSC: 60G46 60G51 49K20 90B50 90C15 BibTeX Cite \textit{T. Mastrolia} and \textit{J. Zhang}, ``Agency problem and mean field system of agents with moral hazard, synergistic effects and accidents'', Preprint, arXiv:2207.11087 [math.OC] (2022) Full Text: arXiv OA License
Boso, Francesca; Boskos, Dimitris; Cortés, Jorge; Martínez, Sonia; Tartakovsky, Daniel M. Dynamics of data-driven ambiguity sets for hyperbolic conservation laws with uncertain inputs. (English) Zbl 1467.35366 SIAM J. Sci. Comput. 43, No. 3, A2102-A2129 (2021). MSC: 35R60 35L65 60H15 68T37 90C15 90C90 PDFBibTeX XMLCite \textit{F. Boso} et al., SIAM J. Sci. Comput. 43, No. 3, A2102--A2129 (2021; Zbl 1467.35366) Full Text: DOI arXiv
Yao, Qi; Wang, Linshan; Wang, Yangfan Existence-uniqueness and stability of the mild periodic solutions to a class of delayed stochastic partial differential equations and its applications. (English) Zbl 1466.35011 Discrete Contin. Dyn. Syst., Ser. B 26, No. 9, 4727-4743 (2021). MSC: 35B10 35K51 35K57 35R60 34K20 60H15 90B15 92B20 PDFBibTeX XMLCite \textit{Q. Yao} et al., Discrete Contin. Dyn. Syst., Ser. B 26, No. 9, 4727--4743 (2021; Zbl 1466.35011) Full Text: DOI
Geiersbach, Caroline; Scarinci, Teresa Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces. (English) Zbl 1469.90157 Comput. Optim. Appl. 78, No. 3, 705-740 (2021). MSC: 90C48 90C15 90C26 PDFBibTeX XMLCite \textit{C. Geiersbach} and \textit{T. Scarinci}, Comput. Optim. Appl. 78, No. 3, 705--740 (2021; Zbl 1469.90157) Full Text: DOI arXiv
Huang, Hui A note on the mean-field limit for the particle swarm optimization. (English) Zbl 1475.82015 Appl. Math. Lett. 117, Article ID 107133, 9 p. (2021). MSC: 82C22 82M60 60H30 68W50 90C59 35R60 PDFBibTeX XMLCite \textit{H. Huang}, Appl. Math. Lett. 117, Article ID 107133, 9 p. (2021; Zbl 1475.82015) Full Text: DOI HAL
Baccelli, François; Taillefumier, Thibaud The pair-replica-mean-field limit for intensity-based neural networks. (English) Zbl 1465.37064 SIAM J. Appl. Dyn. Syst. 20, No. 1, 165-207 (2021). MSC: 37H10 37M25 60K15 60K25 90B15 92B20 PDFBibTeX XMLCite \textit{F. Baccelli} and \textit{T. Taillefumier}, SIAM J. Appl. Dyn. Syst. 20, No. 1, 165--207 (2021; Zbl 1465.37064) Full Text: DOI arXiv
Gong, Yuxuan; Li, Peijun; Wang, Xu; Xu, Xiang Numerical solution of an inverse random source problem for the time fractional diffusion equation via PhaseLift. (English) Zbl 1475.35432 Inverse Probl. 37, No. 4, Article ID 045001, 23 p. (2021). Reviewer: Robert Plato (Siegen) MSC: 35R60 26A33 35A01 35A02 35R11 35R30 35R25 49M37 60G60 60H40 60J65 65M30 65M32 65T50 90C25 35K20 PDFBibTeX XMLCite \textit{Y. Gong} et al., Inverse Probl. 37, No. 4, Article ID 045001, 23 p. (2021; Zbl 1475.35432) Full Text: DOI arXiv
Garreis, Sebastian; Surowiec, Thomas M.; Ulbrich, Michael An interior-point approach for solving risk-averse PDE-constrained optimization problems with coherent risk measures. (English) Zbl 1456.49005 SIAM J. Optim. 31, No. 1, 1-29 (2021). MSC: 49J20 49J50 49J55 49K20 49K45 90C15 PDFBibTeX XMLCite \textit{S. Garreis} et al., SIAM J. Optim. 31, No. 1, 1--29 (2021; Zbl 1456.49005) Full Text: DOI
Cardaliaguet, Pierre; Forcadel, Nicolas From heterogeneous microscopic traffic flow models to macroscopic models. (English) Zbl 1461.35100 SIAM J. Math. Anal. 53, No. 1, 309-322 (2021). Reviewer: Giuseppe Maria Coclite (Bari) MSC: 35D40 90B20 35R60 35F20 35F21 35B27 PDFBibTeX XMLCite \textit{P. Cardaliaguet} and \textit{N. Forcadel}, SIAM J. Math. Anal. 53, No. 1, 309--322 (2021; Zbl 1461.35100) Full Text: DOI arXiv
Römisch, Werner; Surowiec, Thomas M. Asymptotic Properties of Monte Carlo Methods in Elliptic PDE-Constrained Optimization under Uncertainty. arXiv:2106.06347 Preprint, arXiv:2106.06347 [math.OC] (2021). MSC: 49J20 49J55 60F17 65C05 90C15 35R60 BibTeX Cite \textit{W. Römisch} and \textit{T. M. Surowiec}, ``Asymptotic Properties of Monte Carlo Methods in Elliptic PDE-Constrained Optimization under Uncertainty'', Preprint, arXiv:2106.06347 [math.OC] (2021) Full Text: arXiv OA License
Gerster, Stephan; Herty, Michael; Iacomini, Elisa Stability analysis of a hyperbolic stochastic Galerkin formulation for the Aw-Rascle-Zhang model with relaxation. arXiv:2102.09359 Preprint, arXiv:2102.09359 [math.NA] (2021). MSC: 35L65 90B20 35R60 BibTeX Cite \textit{S. Gerster} et al., ``Stability analysis of a hyperbolic stochastic Galerkin formulation for the Aw-Rascle-Zhang model with relaxation'', Preprint, arXiv:2102.09359 [math.NA] (2021) Full Text: arXiv OA License
Wang, Yazhen; Wu, Shang Asymptotic analysis via stochastic differential equations of gradient descent algorithms in statistical and computational paradigms. (English) Zbl 07306890 J. Mach. Learn. Res. 21, Paper No. 199, 103 p. (2020). MSC: 65K05 60F05 60H15 62L20 68T05 90C15 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{S. Wu}, J. Mach. Learn. Res. 21, Paper No. 199, 103 p. (2020; Zbl 07306890) Full Text: arXiv Link
Jiao, Chunxi; Kawai, Reiichiro Computable primal and dual bounds for stochastic control. (English) Zbl 1454.93295 SIAM J. Control Optim. 58, No. 6, 3709-3733 (2020). MSC: 93E20 93C20 90C05 PDFBibTeX XMLCite \textit{C. Jiao} and \textit{R. Kawai}, SIAM J. Control Optim. 58, No. 6, 3709--3733 (2020; Zbl 1454.93295) Full Text: DOI
Lleo, Sébastien Book review of: B. Øksendal and A. Sulem, Applied stochastic control of jump diffusions. (English) Zbl 1461.00035 Quant. Finance 20, No. 8, 1237-1238 (2020). MSC: 00A17 93-02 93E20 60-02 60G40 60J60 60J76 60G51 60H15 49L25 49J20 91A15 91A23 91G20 91G80 90C39 PDFBibTeX XMLCite \textit{S. Lleo}, Quant. Finance 20, No. 8, 1237--1238 (2020; Zbl 1461.00035) Full Text: DOI
Kouri, D. P.; Surowiec, T. M. Risk-averse optimal control of semilinear elliptic PDEs. (English) Zbl 1448.49006 ESAIM, Control Optim. Calc. Var. 26, Paper No. 53, 19 p. (2020). MSC: 49J20 49J55 49K20 49K45 90C15 35J61 PDFBibTeX XMLCite \textit{D. P. Kouri} and \textit{T. M. Surowiec}, ESAIM, Control Optim. Calc. Var. 26, Paper No. 53, 19 p. (2020; Zbl 1448.49006) Full Text: DOI Link
Zhuo, Yu; Dong, Yuchao; Pu, Jiangyan Dynamic programming principle and viscosity solutions of Hamilton-Jacobi-Bellman equations for stochastic recursive control problem with non-Lipschitz generator. (English) Zbl 1448.93314 Appl. Math. Optim. 82, No. 2, 851-887 (2020). MSC: 93E03 35F21 90C39 93C20 35D40 PDFBibTeX XMLCite \textit{Y. Zhuo} et al., Appl. Math. Optim. 82, No. 2, 851--887 (2020; Zbl 1448.93314) Full Text: DOI
Abdul-Rahman, Houssam (ed.); Sims, Robert (ed.); Young, Amanda (ed.) Analytic trends in mathematical physics. Arizona school of analysis and mathematical physics, University of Arizona, Tucson, AZ, USA, March 5–9, 2018. (English) Zbl 1435.05002 Contemporary Mathematics 741. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-4841-7/pbk; 978-1-4704-5388-6/ebook). x, 197 p. (2020). MSC: 05-06 05C80 60H15 60J10 81Q10 81Q15 82B20 82B44 82C10 82C20 82C22 90B15 00B25 PDFBibTeX XMLCite \textit{H. Abdul-Rahman} (ed.) et al., Analytic trends in mathematical physics. Arizona school of analysis and mathematical physics, University of Arizona, Tucson, AZ, USA, March 5--9, 2018. Providence, RI: American Mathematical Society (AMS) (2020; Zbl 1435.05002) Full Text: DOI
Yao, Qi; Wang, Linshan; Wang, Yangfan Periodic solutions to impulsive stochastic reaction-diffusion neural networks with delays. (English) Zbl 1476.35349 Commun. Nonlinear Sci. Numer. Simul. 78, Article ID 104865, 11 p. (2019). MSC: 35R60 35B10 35B35 35R02 35R10 35R12 90B15 92B20 PDFBibTeX XMLCite \textit{Q. Yao} et al., Commun. Nonlinear Sci. Numer. Simul. 78, Article ID 104865, 11 p. (2019; Zbl 1476.35349) Full Text: DOI
Ernst, Oliver (ed.); Nobile, Fabio (ed.); Schillings, Claudia (ed.); Sullivan, Tim (ed.) Uncertainty quantification. Abstracts from the workshop held March 10–15, 2019. (English) Zbl 1439.00062 Oberwolfach Rep. 16, No. 1, 695-772 (2019). MSC: 00B05 00B25 60-06 62-06 62F15 35R60 60G35 60-08 90C90 PDFBibTeX XMLCite \textit{O. Ernst} (ed.) et al., Oberwolfach Rep. 16, No. 1, 695--772 (2019; Zbl 1439.00062) Full Text: DOI
Heitsch, Holger; Strogies, Nikolai Consequences of uncertain friction for the transport of natural gas through passive networks of pipelines. (English) Zbl 1442.90036 Hintermüller, Michael (ed.) et al., Topics in applied analysis and optimisation. Partial differential equations, stochastic and numerical analysis. Selected papers from the Joint CIM-WIAS workshop, TAAO’17, Lisbon, Portugal, December 6–8, 2017. Cham: Springer. CIM Ser. Math. Sci, 211-238 (2019). MSC: 90B15 35R60 35L65 76N15 90C15 49J20 PDFBibTeX XMLCite \textit{H. Heitsch} and \textit{N. Strogies}, in: Topics in applied analysis and optimisation. Partial differential equations, stochastic and numerical analysis. Selected papers from the Joint CIM-WIAS workshop, TAAO'17, Lisbon, Portugal, December 6--8, 2017. Cham: Springer. 211--238 (2019; Zbl 1442.90036) Full Text: DOI
Madankan, Ali; Delavarkhalafi, Ali; Karbassi, S. M.; Adibnia, F. Resource allocation in cloud computing via optimal control to queuing systems. (English) Zbl 1439.49049 Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat. Model. Program. 12, No. 4, 67-81 (2019). MSC: 49K45 49J20 93E20 68M20 90B22 68Q85 PDFBibTeX XMLCite \textit{A. Madankan} et al., Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat. Model. Program. 12, No. 4, 67--81 (2019; Zbl 1439.49049) Full Text: DOI MNR
Liu, Yong; Chen, Tianheng; Chen, Yanlai; Shu, Chi-Wang Certified offline-free reduced basis (COFRB) methods for stochastic differential equations driven by arbitrary types of noise. (English) Zbl 1440.65250 J. Sci. Comput. 81, No. 3, 1210-1239 (2019). MSC: 65N35 65M06 65L60 90C59 35R60 PDFBibTeX XMLCite \textit{Y. Liu} et al., J. Sci. Comput. 81, No. 3, 1210--1239 (2019; Zbl 1440.65250) Full Text: DOI
Covei, Dragos-Patru Symmetric solutions for an elliptic partial differential equation that arises in stochastic production planning with production constraints. (English) Zbl 1428.90060 Appl. Math. Comput. 350, 190-197 (2019). MSC: 90B30 35J91 93E20 35J60 PDFBibTeX XMLCite \textit{D.-P. Covei}, Appl. Math. Comput. 350, 190--197 (2019; Zbl 1428.90060) Full Text: DOI
Jensen, Max; Majee, Ananta K.; Prohl, Andreas; Schellnegger, Christian Dynamic programming for finite ensembles of nanomagnetic particles. (English) Zbl 1470.49055 J. Sci. Comput. 80, No. 1, 351-375 (2019). MSC: 49L20 49S05 49L12 90C39 45K05 46S50 82D40 93E20 PDFBibTeX XMLCite \textit{M. Jensen} et al., J. Sci. Comput. 80, No. 1, 351--375 (2019; Zbl 1470.49055) Full Text: DOI arXiv
Blanc, Pablo; Rossi, Julio Daniel Game theory and partial differential equations. (English) Zbl 1430.91001 De Gruyter Series in Nonlinear Analysis and Applications 31. Berlin: De Gruyter (ISBN 978-3-11-061925-6/hbk; 978-3-11-062179-2/ebook). xvii, 215 p. (2019). Reviewer: Samir Kumar Neogy (New Delhi) MSC: 91-01 35-01 91A15 35Q91 35K92 60G50 90C39 49L25 PDFBibTeX XMLCite \textit{P. Blanc} and \textit{J. D. Rossi}, Game theory and partial differential equations. Berlin: De Gruyter (2019; Zbl 1430.91001) Full Text: DOI
Rockafellar, R. Tyrrell; Sun, Jie Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging. (English) Zbl 1421.90100 Math. Program. 174, No. 1-2 (B), 453-471 (2019). MSC: 90C15 49J20 47H05 PDFBibTeX XMLCite \textit{R. T. Rockafellar} and \textit{J. Sun}, Math. Program. 174, No. 1--2 (B), 453--471 (2019; Zbl 1421.90100) Full Text: DOI Link
Aghajani, Reza; Ramanan, Kavita Ergodicity of an SPDE associated with a many-server queue. (English) Zbl 1447.60087 Ann. Appl. Probab. 29, No. 2, 994-1045 (2019). MSC: 60H15 60G10 60K25 90B22 PDFBibTeX XMLCite \textit{R. Aghajani} and \textit{K. Ramanan}, Ann. Appl. Probab. 29, No. 2, 994--1045 (2019; Zbl 1447.60087) Full Text: DOI arXiv Euclid
Syed Ali, M.; Palanisamy, L.; Yogambigai, J.; Wang, Linshan Passivity-based synchronization of Markovian jump complex dynamical networks with time-varying delays, parameter uncertainties, reaction-diffusion terms, and sampled-data control. (English) Zbl 1410.93115 J. Comput. Appl. Math. 352, 79-92 (2019). MSC: 93E03 93A15 93C57 93C20 93D05 60J75 35K57 90B15 PDFBibTeX XMLCite \textit{M. Syed Ali} et al., J. Comput. Appl. Math. 352, 79--92 (2019; Zbl 1410.93115) Full Text: DOI
Zhang, Liangquan Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality. (English) Zbl 1409.93074 J. Differ. Equations 266, No. 10, 6383-6425 (2019). MSC: 93E20 60H15 49L25 90C39 PDFBibTeX XMLCite \textit{L. Zhang}, J. Differ. Equations 266, No. 10, 6383--6425 (2019; Zbl 1409.93074) Full Text: DOI arXiv
Øksendal, Bernt; Sulem, Agnès Applied stochastic control of jump diffusions. 3rd expanded and updated edition. (English) Zbl 1422.93001 Universitext. Cham: Springer (ISBN 978-3-030-02779-7/pbk; 978-3-030-02781-0/ebook). xvi, 436 p. (2019). Reviewer: Lu Qi (Chengdu) MSC: 93-02 93E20 60-02 60G40 60J60 60J76 60G51 60H15 49L25 49J20 91A15 91A23 91G20 91G80 90C39 PDFBibTeX XMLCite \textit{B. Øksendal} and \textit{A. Sulem}, Applied stochastic control of jump diffusions. 3rd expanded and updated edition. Cham: Springer (2019; Zbl 1422.93001) Full Text: DOI
Bandini, Elena; Cosso, Andrea; Fuhrman, Marco; Pham, Huyên Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem. (English) Zbl 1405.93229 Stochastic Processes Appl. 129, No. 2, 674-711 (2019). MSC: 93E20 60G35 60H30 93C20 90C39 49L25 49N10 PDFBibTeX XMLCite \textit{E. Bandini} et al., Stochastic Processes Appl. 129, No. 2, 674--711 (2019; Zbl 1405.93229) Full Text: DOI arXiv
Kouri, Drew P.; Shapiro, Alexander Optimization of PDEs with uncertain inputs. (English) Zbl 1473.49030 Antil, Harbir (ed.) et al., Frontiers in PDE-constrained optimization. Selected papers based on the presentations at the workshop, Minneapolis, MN, USA, June 6–10, 2016. New York, NY: Springer. IMA Vol. Math. Appl. 163, 41-81 (2018). Reviewer: Aygul Manapova (Ufa) MSC: 49K20 90C15 49N05 PDFBibTeX XMLCite \textit{D. P. Kouri} and \textit{A. Shapiro}, IMA Vol. Math. Appl. 163, 41--81 (2018; Zbl 1473.49030) Full Text: DOI
Voropai, N. I.; Tomin, N. V.; Sidorov, D. N.; Kurbatsky, V. G.; Panasetsky, D. A.; Zhukov, A. V.; Efimov, D. N.; Osak, A. B. A suite of intelligent tools for early detection and prevention of blackouts in power interconnections. (English. Russian original) Zbl 1407.93295 Autom. Remote Control 79, No. 10, 1741-1755 (2018); translation from Avtom. Telemekh. 2018, No. 10, 6-25 (2018). MSC: 93C95 68T05 93D05 93C20 90C15 PDFBibTeX XMLCite \textit{N. I. Voropai} et al., Autom. Remote Control 79, No. 10, 1741--1755 (2018; Zbl 1407.93295); translation from Avtom. Telemekh. 2018, No. 10, 6--25 (2018) Full Text: DOI
Sun, Ye; Work, Daniel B. Error bounds for Kalman filters on traffic networks. (English) Zbl 1405.93218 Netw. Heterog. Media 13, No. 2, 261-295 (2018). MSC: 93E11 93E10 93C20 90B20 PDFBibTeX XMLCite \textit{Y. Sun} and \textit{D. B. Work}, Netw. Heterog. Media 13, No. 2, 261--295 (2018; Zbl 1405.93218) Full Text: DOI
Farshbaf-Shaker, M. H.; Henrion, R.; Hömberg, D. Properties of chance constraints in infinite dimensions with an application to PDE constrained optimization. (English) Zbl 1410.90135 Set-Valued Var. Anal. 26, No. 4, 821-841 (2018). MSC: 90C15 49J20 PDFBibTeX XMLCite \textit{M. H. Farshbaf-Shaker} et al., Set-Valued Var. Anal. 26, No. 4, 821--841 (2018; Zbl 1410.90135) Full Text: DOI
Annunziato, Mario; Borzì, Alfio A Fokker-Planck control framework for stochastic systems. (English) Zbl 1406.93383 EMS Surv. Math. Sci. 5, No. 1-2, 65-98 (2018). MSC: 93E20 60K15 49K45 35F21 35K57 35Q84 49J20 49L20 65C20 65H10 60H25 65K15 90C39 PDFBibTeX XMLCite \textit{M. Annunziato} and \textit{A. Borzì}, EMS Surv. Math. Sci. 5, No. 1--2, 65--98 (2018; Zbl 1406.93383) Full Text: DOI
Elamvazhuthi, Karthik; Kuiper, Hendrik; Berman, Spring PDE-based optimization for stochastic mapping and coverage strategies using robotic ensembles. (English) Zbl 1402.93140 Automatica 95, 356-367 (2018). MSC: 93C20 93C85 93A14 93E03 49J20 90C25 35K57 35L99 PDFBibTeX XMLCite \textit{K. Elamvazhuthi} et al., Automatica 95, 356--367 (2018; Zbl 1402.93140) Full Text: DOI arXiv
Cuturi, Marco; Peyré, Gabriel Semidual regularized optimal transport. (English) Zbl 1402.49037 SIAM Rev. 60, No. 4, 941-965 (2018). MSC: 49Q20 93E20 49N60 49J20 65D99 68U10 90C25 PDFBibTeX XMLCite \textit{M. Cuturi} and \textit{G. Peyré}, SIAM Rev. 60, No. 4, 941--965 (2018; Zbl 1402.49037) Full Text: DOI arXiv
Pham, Huyên; Wei, Xiaoli Bellman equation and viscosity solutions for mean-field stochastic control problem. (English) Zbl 1396.93134 ESAIM, Control Optim. Calc. Var. 24, No. 1, 437-461 (2018). MSC: 93E20 35Q83 60K35 49L20 93C20 60H15 90C39 49L25 PDFBibTeX XMLCite \textit{H. Pham} and \textit{X. Wei}, ESAIM, Control Optim. Calc. Var. 24, No. 1, 437--461 (2018; Zbl 1396.93134) Full Text: DOI arXiv
Pu, Jiangyan; Zhang, Qi Dynamic programming principle and associated Hamilton-Jacobi-Bellman equation for stochastic recursive control problem with non-Lipschitz aggregator. (English) Zbl 1396.93135 ESAIM, Control Optim. Calc. Var. 24, No. 1, 355-376 (2018). MSC: 93E20 90C39 35K10 49L20 49L25 60H15 93C25 93C20 PDFBibTeX XMLCite \textit{J. Pu} and \textit{Q. Zhang}, ESAIM, Control Optim. Calc. Var. 24, No. 1, 355--376 (2018; Zbl 1396.93135) Full Text: DOI arXiv
Feng, Xinwei Stochastic differential games with competing Brownian particles and related Isaacs’ equations. (English) Zbl 1393.93141 Optim. Control Appl. Methods 39, No. 2, 519-536 (2018). MSC: 93E20 91A15 49N70 90C39 60H10 PDFBibTeX XMLCite \textit{X. Feng}, Optim. Control Appl. Methods 39, No. 2, 519--536 (2018; Zbl 1393.93141) Full Text: DOI
Kouri, D. P.; Surowiec, T. M. Existence and optimality conditions for risk-averse PDE-constrained optimization. (English) Zbl 1393.49002 SIAM/ASA J. Uncertain. Quantif. 6, 787-815 (2018); corrigendum ibid. 10, 1321-1322 (2022). MSC: 49J20 49J50 49J55 49K20 49K45 90C15 PDFBibTeX XMLCite \textit{D. P. Kouri} and \textit{T. M. Surowiec}, SIAM/ASA J. Uncertain. Quantif. 6, 787--815 (2018; Zbl 1393.49002) Full Text: DOI
Zhang, Ying; Wu, Ai-Guo; Sun, Hui-Jie An implicit iterative algorithm with a tuning parameter for Itô Lyapunov matrix equations. (English) Zbl 1385.93075 Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 49, No. 2, 425-434 (2018). MSC: 93E03 93E25 90B15 60H15 PDFBibTeX XMLCite \textit{Y. Zhang} et al., Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 49, No. 2, 425--434 (2018; Zbl 1385.93075) Full Text: DOI
Göttlich, S.; Teuber, C. Space mapping techniques for the optimal inflow control of transmission lines. (English) Zbl 1393.35256 Optim. Methods Softw. 33, No. 1, 120-139 (2018). MSC: 35Q93 35L65 90C30 35Q60 78M50 90C20 65M06 65D30 65K05 93C25 93E24 93C20 PDFBibTeX XMLCite \textit{S. Göttlich} and \textit{C. Teuber}, Optim. Methods Softw. 33, No. 1, 120--139 (2018; Zbl 1393.35256) Full Text: DOI
Sun, Zhongyang; Guo, Junyi; Zhang, Xin Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming. (English) Zbl 1408.91243 J. Optim. Theory Appl. 176, No. 2, 319-350 (2018). MSC: 91G80 93E20 90C39 60J28 91G10 60H15 PDFBibTeX XMLCite \textit{Z. Sun} et al., J. Optim. Theory Appl. 176, No. 2, 319--350 (2018; Zbl 1408.91243) Full Text: DOI
Li, Qiuqi; Wang, Yuhe; Vasilyeva, Maria Multiscale model reduction for fluid infiltration simulation through dual-continuum porous media with localized uncertainties. (English) Zbl 1524.65568 J. Comput. Appl. Math. 336, 127-146 (2018). MSC: 65M60 65N30 76S05 76M10 65N15 35R60 65M99 65K05 90C59 65M06 PDFBibTeX XMLCite \textit{Q. Li} et al., J. Comput. Appl. Math. 336, 127--146 (2018; Zbl 1524.65568) Full Text: DOI
Klimeš, Lubomír; Popela, Pavel; Mauder, Tomáš; Štětina, Josef; Charvát, Pavel Two-stage stochastic programming approach to a PDE-constrained steel production problem with the moving interface. (English) Zbl 1449.90266 Kybernetika 53, No. 6, 1047-1070 (2017). MSC: 90C15 90C06 80A22 49M27 93C20 PDFBibTeX XMLCite \textit{L. Klimeš} et al., Kybernetika 53, No. 6, 1047--1070 (2017; Zbl 1449.90266) Full Text: DOI Link
Kouri, D. P. A measure approximation for distributionally robust PDE-constrained optimization problems. (English) Zbl 1381.49021 SIAM J. Numer. Anal. 55, No. 6, 3147-3172 (2017). MSC: 49K20 49K35 49J52 49J55 65K05 90C15 PDFBibTeX XMLCite \textit{D. P. Kouri}, SIAM J. Numer. Anal. 55, No. 6, 3147--3172 (2017; Zbl 1381.49021) Full Text: DOI
Barth, Andrea; Fuchs, Franz G. Uncertainty quantification for linear hyperbolic equations with stochastic process or random field coefficients. (English) Zbl 1372.65013 Appl. Numer. Math. 121, 38-51 (2017). MSC: 65C30 65C05 35R60 60H15 60H35 90B20 65M06 65M08 PDFBibTeX XMLCite \textit{A. Barth} and \textit{F. G. Fuchs}, Appl. Numer. Math. 121, 38--51 (2017; Zbl 1372.65013) Full Text: DOI arXiv
Bürger, Raimund; Kröker, Ilja Hybrid stochastic Galerkin finite volumes for the diffusively corrected Lighthill-Whitham-Richards traffic model. (English) Zbl 1368.90045 Cancès, Clément (ed.) et al., Finite volumes for complex applications VIII – hyperbolic, elliptic and parabolic problems. FVCA 8, Lille, France, June 12–16, 2017. Cham: Springer (ISBN 978-3-319-57393-9/hbk; 978-3-319-57394-6/ebook; 978-3-319-58818-6/set). Springer Proceedings in Mathematics & Statistics 200, 189-197 (2017). MSC: 90B20 65M08 35R60 PDFBibTeX XMLCite \textit{R. Bürger} and \textit{I. Kröker}, Springer Proc. Math. Stat. 200, 189--197 (2017; Zbl 1368.90045) Full Text: DOI
Chen, Li; Göttlich, Simone; Yin, Qitao Mean field limit and propagation of chaos for a pedestrian flow model. (English) Zbl 1367.35178 J. Stat. Phys. 166, No. 2, 211-229 (2017). MSC: 35Q83 82C22 90B20 35R60 PDFBibTeX XMLCite \textit{L. Chen} et al., J. Stat. Phys. 166, No. 2, 211--229 (2017; Zbl 1367.35178) Full Text: DOI arXiv
Kelling, Jeffrey; Ódor, Géza; Gemming, Sibylle Local scale-invariance of the \(2+1\) dimensional Kardar-Parisi-Zhang model. (English) Zbl 1366.82033 J. Phys. A, Math. Theor. 50, No. 12, Article ID 12LT01, 9 p. (2017). MSC: 82C20 82C31 60H15 35Q82 90C56 90C30 PDFBibTeX XMLCite \textit{J. Kelling} et al., J. Phys. A, Math. Theor. 50, No. 12, Article ID 12LT01, 9 p. (2017; Zbl 1366.82033) Full Text: DOI arXiv
Cordoni, Francesco; Di Persio, Luca Gaussian estimates on networks with dynamic stochastic boundary conditions. (English) Zbl 1366.35205 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 20, No. 1, Article ID 1750001, 23 p. (2017). MSC: 35R02 35R15 35R60 60H15 60H30 65J08 90B15 93E20 PDFBibTeX XMLCite \textit{F. Cordoni} and \textit{L. Di Persio}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 20, No. 1, Article ID 1750001, 23 p. (2017; Zbl 1366.35205) Full Text: DOI
Goatin, Paola; Rossi, Francesco A traffic flow model with non-smooth metric interaction: well-posedness and micro-macro limit. (English) Zbl 1356.35096 Commun. Math. Sci. 15, No. 1, 261-287 (2017). MSC: 35F25 35L65 65M12 90B20 35R60 PDFBibTeX XMLCite \textit{P. Goatin} and \textit{F. Rossi}, Commun. Math. Sci. 15, No. 1, 261--287 (2017; Zbl 1356.35096) Full Text: DOI arXiv
Fan, Yulian Path-dependent dynamic programming principles and related path-dependent PDEs under \(G\)-expectation. (Chinese. English summary) Zbl 1499.90263 Sci. Sin., Math. 46, No. 11, 1727-1744 (2016). MSC: 90C39 60H15 35D40 PDFBibTeX XMLCite \textit{Y. Fan}, Sci. Sin., Math. 46, No. 11, 1727--1744 (2016; Zbl 1499.90263) Full Text: DOI
Putek, Piotr; Gausling, Kai; Bartel, Andreas; Gawrylczyk, Konstanty M.; ter Maten, E. Jan W.; Pulch, Roland; Günther, Michael Robust topology optimization of a permanent magnet synchronous machine using multi-level set and stochastic collocation methods. (English) Zbl 1383.78055 Bartel, Andreas (ed.) et al., Scientific computing in electrical engineering. SCEE 2014. Proceedings of the 10th international conference, Wuppertal, Germany, July 22–25, 2014. Cham: Springer (ISBN 978-3-319-30398-7/hbk; 978-3-319-30399-4/ebook). Mathematics in Industry 23. The European Consortium for Mathematics in Industry, 233-242 (2016). MSC: 78M50 78A55 90C29 60H15 49Q10 35Q60 PDFBibTeX XMLCite \textit{P. Putek} et al., Math. Ind. 23, 233--242 (2016; Zbl 1383.78055) Full Text: DOI
Bociu, Lorena (ed.); Désidéri, Jean-Antoine (ed.); Habbal, Abderrahmane (ed.) System modeling and optimization. 27th IFIP TC 7 conference, CSMO 2015, Sophia Antipolis, France, June 29 – July 3, 2015. Revised selected papers. (English) Zbl 1372.93002 IFIP Advances in Information and Communication Technology 494. Cham: Springer (ISBN 978-3-319-55794-6/hbk; 978-3-319-55795-3/ebook). xii, 530 p. (2016). MSC: 93-06 93C15 93C20 90C15 90C30 90C29 90C27 00A71 00B25 PDFBibTeX XMLCite \textit{L. Bociu} (ed.) et al., System modeling and optimization. 27th IFIP TC 7 conference, CSMO 2015, Sophia Antipolis, France, June 29 -- July 3, 2015. Revised selected papers. Cham: Springer (2016; Zbl 1372.93002) Full Text: DOI
Leong, Yoke Peng; Horowitz, Matanya B.; Burdick, Joel W. Linearly solvable stochastic control Lyapunov functions. (English) Zbl 1351.93166 SIAM J. Control Optim. 54, No. 6, 3106-3125 (2016). MSC: 93E15 93E20 93C10 93D30 93C20 90C22 PDFBibTeX XMLCite \textit{Y. P. Leong} et al., SIAM J. Control Optim. 54, No. 6, 3106--3125 (2016; Zbl 1351.93166) Full Text: DOI arXiv
Shkolnikov, Mykhaylo; Sircar, Ronnie; Zariphopoulou, Thaleia Asymptotic analysis of forward performance processes in incomplete markets and their ill-posed HJB equations. (English) Zbl 1410.91430 SIAM J. Financ. Math. 7, 588-618 (2016). MSC: 91G10 93E20 60H15 90C39 PDFBibTeX XMLCite \textit{M. Shkolnikov} et al., SIAM J. Financ. Math. 7, 588--618 (2016; Zbl 1410.91430) Full Text: DOI arXiv
Bachouch, Achref; Gobet, Emmanuel; Matoussi, Anis Empirical regression method for backward doubly stochastic differential equations. (English) Zbl 1345.60067 SIAM/ASA J. Uncertain. Quantif. 4, 358-379 (2016). MSC: 60H35 60H10 60H15 62G08 65C30 90C39 PDFBibTeX XMLCite \textit{A. Bachouch} et al., SIAM/ASA J. Uncertain. Quantif. 4, 358--379 (2016; Zbl 1345.60067) Full Text: DOI
Zhang, Panpan; Mahmoud, Hosam M. Distributions in a class of Poissonized urns with an application to Apollonian networks. (English) Zbl 1346.60145 Stat. Probab. Lett. 115, 1-7 (2016). MSC: 60K99 60F05 60J80 60G20 90B15 35A99 PDFBibTeX XMLCite \textit{P. Zhang} and \textit{H. M. Mahmoud}, Stat. Probab. Lett. 115, 1--7 (2016; Zbl 1346.60145) Full Text: DOI
Gobet, Emmanuel Monte-Carlo methods and stochastic processes. From linear to non-linear. (English) Zbl 1359.65012 Boca Raton, FL: CRC Press (ISBN 978-1-4987-4622-9/hbk; 978-1-315-36875-7/ebook). xxv, 309 p. (2016). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 65C30 65C35 82C80 65C60 65C10 65C05 65-02 65C50 90C15 90C27 60H15 35R60 60F05 60H35 60H10 34F05 62J02 62F25 PDFBibTeX XMLCite \textit{E. Gobet}, Monte-Carlo methods and stochastic processes. From linear to non-linear. Boca Raton, FL: CRC Press (2016; Zbl 1359.65012)
Nakano, Yumiharu On quadratic approximations for Hamilton-Jacobi-Bellman equations. (English) Zbl 1335.93144 Automatica 66, 205-217 (2016). MSC: 93E20 90C15 60H15 49L20 PDFBibTeX XMLCite \textit{Y. Nakano}, Automatica 66, 205--217 (2016; Zbl 1335.93144) Full Text: DOI
Aïd, René; Gruet, Pierre; Pham, Huyên An optimal trading problem in intraday electricity markets. (English) Zbl 1332.35363 Math. Financ. Econ. 10, No. 1, 49-85 (2016). MSC: 35Q91 49J20 91B76 93C95 93E20 60H30 91G80 90C20 PDFBibTeX XMLCite \textit{R. Aïd} et al., Math. Financ. Econ. 10, No. 1, 49--85 (2016; Zbl 1332.35363) Full Text: DOI arXiv
Kouri, D. P.; Surowiec, T. M. Risk-averse PDE-constrained optimization using the conditional value-at-risk. (English) Zbl 1337.49049 SIAM J. Optim. 26, No. 1, 365-396 (2016). Reviewer: Igor Bock (Bratislava) MSC: 49M15 49M25 49M29 49J20 49K20 49J55 49K45 65K05 90C15 93E20 PDFBibTeX XMLCite \textit{D. P. Kouri} and \textit{T. M. Surowiec}, SIAM J. Optim. 26, No. 1, 365--396 (2016; Zbl 1337.49049) Full Text: DOI Link
da Silva, Roberto; Hentz, Agenor; Alves, Alexandre Stochastic model of self-driven two-species objects inspired by particular aspects of a pedestrian dynamics. (English) Zbl 1400.82299 Physica A 437, 139-148 (2015). MSC: 82D30 90B20 PDFBibTeX XMLCite \textit{R. da Silva} et al., Physica A 437, 139--148 (2015; Zbl 1400.82299) Full Text: DOI arXiv
Lesser, Kendra; Oishi, Meeko Finite state approximation for verification of partially observable stochastic hybrid systems. (English) Zbl 1364.93382 Proceedings of the 18th ACM international conference on hybrid systems: computation and control, HSCC 2015, Seattle, WA, USA, April 14–16, 2015. New York, NY: Association for Computing Machinery (ACM) (ISBN 978-1-4503-3433-4). 159-168 (2015). MSC: 93C30 93E03 90C40 90C39 68Q60 93B07 PDFBibTeX XMLCite \textit{K. Lesser} and \textit{M. Oishi}, in: Proceedings of the 18th ACM international conference on hybrid systems: computation and control, HSCC 2015, Seattle, WA, USA, April 14--16, 2015. New York, NY: Association for Computing Machinery (ACM). 159--168 (2015; Zbl 1364.93382) Full Text: DOI