Müller, David; Nesterov, Yurii; Shikhman, Vladimir Discrete choice prox-functions on the simplex. (English) Zbl 07527998 Math. Oper. Res. 47, No. 1, 485-507 (2022). MSC: 90C25 90C90 PDF BibTeX XML Cite \textit{D. Müller} et al., Math. Oper. Res. 47, No. 1, 485--507 (2022; Zbl 07527998) Full Text: DOI OpenURL
Taggart, Robert J. Point forecasting and forecast evaluation with generalized Huber loss. (English) Zbl 07524928 Electron. J. Stat. 16, No. 1, 201-231 (2022). MSC: 62C05 91B06 PDF BibTeX XML Cite \textit{R. J. Taggart}, Electron. J. Stat. 16, No. 1, 201--231 (2022; Zbl 07524928) Full Text: DOI Link OpenURL
Gonzalez, Richard; Wu, George Composition rules in original and cumulative prospect theory. (English) Zbl 07507045 Theory Decis. 92, No. 3-4, 647-675 (2022). MSC: 91B16 PDF BibTeX XML Cite \textit{R. Gonzalez} and \textit{G. Wu}, Theory Decis. 92, No. 3--4, 647--675 (2022; Zbl 07507045) Full Text: DOI OpenURL
Asghariniya, Sedighe; Mehrabian, Saeid; Rezai, Hamed Zhiani Target setting: a generalized concept of centralized resource allocation. (English) Zbl 1482.91103 J. Math. Ext. 16, No. 2, Paper No. 9, 21 p. (2022). MSC: 91B32 90B50 PDF BibTeX XML Cite \textit{S. Asghariniya} et al., J. Math. Ext. 16, No. 2, Paper No. 9, 21 p. (2022; Zbl 1482.91103) Full Text: DOI OpenURL
van den Brink, René; Rusinowska, Agnieszka The degree measure as utility function over positions in graphs and digraphs. (English) Zbl 07487809 Eur. J. Oper. Res. 299, No. 3, 1033-1044 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{R. van den Brink} and \textit{A. Rusinowska}, Eur. J. Oper. Res. 299, No. 3, 1033--1044 (2022; Zbl 07487809) Full Text: DOI OpenURL
Liao, Yu-Hsien Axiomatic results and dynamic processes for two weighted indexes under fuzzy transferable-utility behavior. (English) Zbl 1483.91024 Numer. Algebra Control Optim. 12, No. 1, 1-14 (2022). MSC: 91A12 91A86 PDF BibTeX XML Cite \textit{Y.-H. Liao}, Numer. Algebra Control Optim. 12, No. 1, 1--14 (2022; Zbl 1483.91024) Full Text: DOI OpenURL
Camilo-Garay, Carlos; Cavazos-Cadena, Rolando; Cruz-Suárez, Hugo Contractive approximations in risk-sensitive average semi-Markov decision chains on a finite state space. (English) Zbl 07465215 J. Optim. Theory Appl. 192, No. 1, 271-291 (2022). MSC: 90C40 PDF BibTeX XML Cite \textit{C. Camilo-Garay} et al., J. Optim. Theory Appl. 192, No. 1, 271--291 (2022; Zbl 07465215) Full Text: DOI OpenURL
Kopa, Miloš; Kabašinskas, Audrius; Šutienė, Kristina A stochastic dominance approach to pension-fund selection. (English) Zbl 07427790 IMA J. Manag. Math. 33, No. 1, 139-160 (2022). MSC: 90-XX 91-XX PDF BibTeX XML Cite \textit{M. Kopa} et al., IMA J. Manag. Math. 33, No. 1, 139--160 (2022; Zbl 07427790) Full Text: DOI OpenURL
Li, Jinlu; Stone, Glenn Applications of optimization theory to optimal taxations. (English) Zbl 07486976 J. Nonlinear Convex Anal. 22, No. 12, 2565-2574 (2021). MSC: 91B64 91B16 PDF BibTeX XML Cite \textit{J. Li} and \textit{G. Stone}, J. Nonlinear Convex Anal. 22, No. 12, 2565--2574 (2021; Zbl 07486976) Full Text: Link OpenURL
Mohammadzadeh, Somayeh Specific complete measure in the structure of a utility function. (English) Zbl 07468696 J. Math. Ext. 15, No. 4, Paper No. 4, 8 p. (2021). MSC: 28C15 28A12 PDF BibTeX XML Cite \textit{S. Mohammadzadeh}, J. Math. Ext. 15, No. 4, Paper No. 4, 8 p. (2021; Zbl 07468696) Full Text: DOI Link OpenURL
Lin, Minglian; SenGupta, Indranil Analysis of optimal portfolio on finite and small-time horizons for a stochastic volatility market model. (English) Zbl 1480.91269 SIAM J. Financ. Math. 12, No. 4, 1596-1624 (2021). MSC: 91G10 93E20 60G51 PDF BibTeX XML Cite \textit{M. Lin} and \textit{I. SenGupta}, SIAM J. Financ. Math. 12, No. 4, 1596--1624 (2021; Zbl 1480.91269) Full Text: DOI arXiv OpenURL
Zhang, Qifei; Gui, Chao; Song, Ying; Sun, Baolin; Dai, Zhifeng Routing algorithm in opportunistic networks based on node mobility. (Chinese. English summary) Zbl 07448615 J. Softw. 32, No. 8, 2597-2612 (2021). MSC: 68M10 94A05 PDF BibTeX XML Cite \textit{Q. Zhang} et al., J. Softw. 32, No. 8, 2597--2612 (2021; Zbl 07448615) Full Text: DOI OpenURL
Sylenko, I. V. Nash equilibrium in a special case of symmetric resource extraction games. (English. Ukrainian original) Zbl 1479.91033 Cybern. Syst. Anal. 57, No. 5, 809-819 (2021); translation from Kibern. Sist. Anal. 57, No. 5, 156-167 (2021); corrections Cybern. Syst. Anal. 58, No. 1, 164 (2022). MSC: 91A15 91B32 93E20 PDF BibTeX XML Cite \textit{I. V. Sylenko}, Cybern. Syst. Anal. 57, No. 5, 809--819 (2021; Zbl 1479.91033); translation from Kibern. Sist. Anal. 57, No. 5, 156--167 (2021); corrections Cybern. Syst. Anal. 58, No. 1, 164 (2021) Full Text: DOI OpenURL
Hosoya, Yuhki; Kuwata, Susumu Formula of the overtaking optimal solution for a growth model with AK technology. (English) Zbl 1475.91197 Pure Appl. Funct. Anal. 6, No. 5, 939-947 (2021). MSC: 91B62 49K15 PDF BibTeX XML Cite \textit{Y. Hosoya} and \textit{S. Kuwata}, Pure Appl. Funct. Anal. 6, No. 5, 939--947 (2021; Zbl 1475.91197) Full Text: Link OpenURL
Hosoya, Yuhki Equivalence between Nikliborc’s theorem and Frobenius’ theorem. (English) Zbl 1478.35098 Pure Appl. Funct. Anal. 6, No. 4, 719-741 (2021). MSC: 35F20 58C15 91B16 PDF BibTeX XML Cite \textit{Y. Hosoya}, Pure Appl. Funct. Anal. 6, No. 4, 719--741 (2021; Zbl 1478.35098) Full Text: Link OpenURL
Blavatskyy, Pavlo A simple non-parametric method for eliciting prospect theory’s value function and measuring loss aversion under risk and ambiguity. (English) Zbl 1480.91101 Theory Decis. 91, No. 3, 403-416 (2021). Reviewer: Annibal Parracho Sant’Anna (Rio de Janeiro) MSC: 91B16 PDF BibTeX XML Cite \textit{P. Blavatskyy}, Theory Decis. 91, No. 3, 403--416 (2021; Zbl 1480.91101) Full Text: DOI OpenURL
Briec, Walter; Dumas, Audrey; Mekki, Ayman Directional distance functions and social welfare: some axiomatic and dual properties. (English) Zbl 1475.91090 Math. Soc. Sci. 113, 181-190 (2021). MSC: 91B15 PDF BibTeX XML Cite \textit{W. Briec} et al., Math. Soc. Sci. 113, 181--190 (2021; Zbl 1475.91090) Full Text: DOI OpenURL
Ivanov, V. K.; Palyukh, B. V.; Sotnikov, A. N. Additive criterion to evaluate object innovation. (English) Zbl 07422204 Lobachevskii J. Math. 42, No. 11, 2537-2544 (2021). MSC: 68-XX 90-XX PDF BibTeX XML Cite \textit{V. K. Ivanov} et al., Lobachevskii J. Math. 42, No. 11, 2537--2544 (2021; Zbl 07422204) Full Text: DOI OpenURL
Fan, Yu-lian A belief-dependent utility model. (English) Zbl 1476.91061 Acta Math. Appl. Sin., Engl. Ser. 37, No. 4, 682-696 (2021). MSC: 91B16 60E15 PDF BibTeX XML Cite \textit{Y.-l. Fan}, Acta Math. Appl. Sin., Engl. Ser. 37, No. 4, 682--696 (2021; Zbl 1476.91061) Full Text: DOI OpenURL
Kasri, Ramzi; Bellahcene, Fatima A novel approach for solving stochastic problems with multiple objective functions. (English) Zbl 1479.90146 RAIRO, Oper. Res. 55, No. 4, 2413-2422 (2021). MSC: 90C15 90C26 90C29 90B50 PDF BibTeX XML Cite \textit{R. Kasri} and \textit{F. Bellahcene}, RAIRO, Oper. Res. 55, No. 4, 2413--2422 (2021; Zbl 1479.90146) Full Text: DOI OpenURL
Manesh, Sirous Fathi; Izadi, Muhyiddin; Khaledi, Baha-Eldin Some new results on policy limit allocations. (English) Zbl 1472.60039 J. Iran. Stat. Soc. JIRSS 20, No. 1, 183-196 (2021). MSC: 60E15 62P05 PDF BibTeX XML Cite \textit{S. F. Manesh} et al., J. Iran. Stat. Soc. JIRSS 20, No. 1, 183--196 (2021; Zbl 1472.60039) Full Text: DOI OpenURL
Ouyang, Jia; Xiao, Yinyin; Liu, Shaopeng; Xiao, Zhenghong; Liao, Xiuxiu Set-valued data collection with local differential privacy based on category hierarchy. (English) Zbl 07393674 Math. Biosci. Eng. 18, No. 3, 2733-2763 (2021). MSC: 68-XX PDF BibTeX XML Cite \textit{J. Ouyang} et al., Math. Biosci. Eng. 18, No. 3, 2733--2763 (2021; Zbl 07393674) Full Text: DOI OpenURL
Deelstra, Griselda; Devolder, Pierre; Melis, Roberta Optimal annuitisation in a deterministic financial environment. (English) Zbl 1470.91222 Decis. Econ. Finance 44, No. 1, 161-175 (2021). MSC: 91G05 91B16 PDF BibTeX XML Cite \textit{G. Deelstra} et al., Decis. Econ. Finance 44, No. 1, 161--175 (2021; Zbl 1470.91222) Full Text: DOI OpenURL
Liang, Qizhu; Xiong, Jie Stochastic maximum principle under probability distortion. (English) Zbl 1468.91141 Appl. Math. Optim. 83, No. 3, 2253-2271 (2021); correction ibid. 84, No. 3, 3571-3572 (2021). MSC: 91G10 91B16 93E20 PDF BibTeX XML Cite \textit{Q. Liang} and \textit{J. Xiong}, Appl. Math. Optim. 83, No. 3, 2253--2271 (2021; Zbl 1468.91141) Full Text: DOI arXiv OpenURL
Liang, Qizhu; Xiong, Jie Stochastic maximum principle under probability distortion. (English) Zbl 1468.91140 Appl. Math. Optim. 83, No. 3, 2109-2128 (2021); correction ibid. 84, No. 3, 3571-3572 (2021). MSC: 91G10 91B16 93E20 PDF BibTeX XML Cite \textit{Q. Liang} and \textit{J. Xiong}, Appl. Math. Optim. 83, No. 3, 2109--2128 (2021; Zbl 1468.91140) Full Text: DOI arXiv OpenURL
Jeon, Junkee; Park, Kyunghyun Portfolio selection with drawdown constraint on consumption: a generalization model. (English) Zbl 1468.91136 Math. Methods Oper. Res. 93, No. 2, 243-289 (2021). MSC: 91G10 60G44 91B16 PDF BibTeX XML Cite \textit{J. Jeon} and \textit{K. Park}, Math. Methods Oper. Res. 93, No. 2, 243--289 (2021; Zbl 1468.91136) Full Text: DOI OpenURL
Lin, Xiang; Qian, Yiping; Ren, Yuhao The excess-of-loss reinsurance strategy selection game between an insurer and a reinsurer. (Chinese. English summary) Zbl 1474.91154 Math. Appl. 34, No. 2, 463-476 (2021). MSC: 91G05 91A80 PDF BibTeX XML Cite \textit{X. Lin} et al., Math. Appl. 34, No. 2, 463--476 (2021; Zbl 1474.91154) OpenURL
Timofeeva, Galina Adol’fovna; Ie, Ol’ga Nkolaevna Probabilistic solutions to the problem of rational consumer choice with random income. (English) Zbl 1466.91167 Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat. Model. Program. 14, No. 2, 17-26 (2021). MSC: 91B42 93E20 91B16 PDF BibTeX XML Cite \textit{G. A. Timofeeva} and \textit{O. N. Ie}, Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat. Model. Program. 14, No. 2, 17--26 (2021; Zbl 1466.91167) Full Text: DOI MNR OpenURL
Toda, Alexis Akira Necessity of hyperbolic absolute risk aversion for the concavity of consumption functions. (English) Zbl 1466.91117 J. Math. Econ. 94, Article ID 102460, 5 p. (2021). MSC: 91B16 PDF BibTeX XML Cite \textit{A. A. Toda}, J. Math. Econ. 94, Article ID 102460, 5 p. (2021; Zbl 1466.91117) Full Text: DOI arXiv OpenURL
Lichtenstern, Andreas; Shevchenko, Pavel V.; Zagst, Rudi Optimal life-cycle consumption and investment decisions under age-dependent risk preferences. (English) Zbl 1460.91229 Math. Financ. Econ. 15, No. 2, 275-313 (2021). MSC: 91G05 91B42 91B16 PDF BibTeX XML Cite \textit{A. Lichtenstern} et al., Math. Financ. Econ. 15, No. 2, 275--313 (2021; Zbl 1460.91229) Full Text: DOI arXiv OpenURL
Cipriano, Fernanda; Martins, Nuno F. M.; Pereira, Diogo Optimal portfolio for the \(\alpha\)-hypergeometric stochastic volatility model. (English) Zbl 1461.91270 SIAM J. Financ. Math. 12, No. 1, 226-253 (2021). MSC: 91G10 93E20 60H10 PDF BibTeX XML Cite \textit{F. Cipriano} et al., SIAM J. Financ. Math. 12, No. 1, 226--253 (2021; Zbl 1461.91270) Full Text: DOI OpenURL
Molchanov, Ilya; Mühlemann, Anja Nonlinear expectations of random sets. (English) Zbl 1461.91283 Finance Stoch. 25, No. 1, 5-41 (2021). MSC: 91G10 28B20 91B16 PDF BibTeX XML Cite \textit{I. Molchanov} and \textit{A. Mühlemann}, Finance Stoch. 25, No. 1, 5--41 (2021; Zbl 1461.91283) Full Text: DOI arXiv OpenURL
Kang, Jian-hao; Wang, Ming-hui; Huang, Nan-jing Equilibrium strategy for mean-variance-utility portfolio selection under Heston’s SV model. (English) Zbl 1461.91276 J. Comput. Appl. Math. 392, Article ID 113490, 19 p. (2021). MSC: 91G10 91A80 91G30 PDF BibTeX XML Cite \textit{J.-h. Kang} et al., J. Comput. Appl. Math. 392, Article ID 113490, 19 p. (2021; Zbl 1461.91276) Full Text: DOI OpenURL
Lee, Cheng Few Utility theory, capital asset allocation, and Markowitz portfolio-selection model. (English) Zbl 1454.91222 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2713-2756 (2021). MSC: 91G10 91B16 PDF BibTeX XML Cite \textit{C. F. Lee}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2713--2756 (2021; Zbl 1454.91222) Full Text: DOI OpenURL
Chen, Sheng-Syan; Lee, Cheng Few; Shresth, Keshab Hedge ratio and time series analysis. (English) Zbl 1454.91280 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 431-483 (2021). MSC: 91G20 62P05 62M10 PDF BibTeX XML Cite \textit{S.-S. Chen} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 431--483 (2021; Zbl 1454.91280) Full Text: DOI OpenURL
Lyubchyk, L.; Galuza, A.; Grinberg, G. Semi-supervised learning to rank with nonlinear preference model. (English) Zbl 07442003 Shahbazova, Shahnaz N. (ed.) et al., Recent developments in fuzzy logic and fuzzy sets. Dedicated to Lotfi A. Zadeh. Cham: Springer. Stud. Fuzziness Soft Comput. 391, 81-103 (2020). MSC: 68T05 PDF BibTeX XML Cite \textit{L. Lyubchyk} et al., Stud. Fuzziness Soft Comput. 391, 81--103 (2020; Zbl 07442003) Full Text: DOI OpenURL
Meng, Xin-You; Wu, Yu-Qian Dynamical analysis of a fuzzy phytoplankton-zooplankton model with refuge, fishery protection and harvesting. (English) Zbl 1478.92246 J. Appl. Math. Comput. 63, No. 1-2, 361-389 (2020). MSC: 92D40 92D25 91B76 34D23 49J15 PDF BibTeX XML Cite \textit{X.-Y. Meng} and \textit{Y.-Q. Wu}, J. Appl. Math. Comput. 63, No. 1--2, 361--389 (2020; Zbl 1478.92246) Full Text: DOI OpenURL
Petrov, Lev; Polozhishnikova, Yulia Equity-linked notes portfolio optimization. (English) Zbl 1471.91512 Jaćimović, Milojica (ed.) et al., Optimization and applications. 10th international conference, OPTIMA 2019, Petrovac, Montenegro, September 30 – October 4, 2019. Revised selected papers. Cham: Springer. Commun. Comput. Inf. Sci. 1145, 102-114 (2020). MSC: 91G10 90C39 PDF BibTeX XML Cite \textit{L. Petrov} and \textit{Y. Polozhishnikova}, Commun. Comput. Inf. Sci. 1145, 102--114 (2020; Zbl 1471.91512) Full Text: DOI OpenURL
Liu, Jingzhen; Lin, Liyuan; Meng, Hui Optimal consumption, life insurance and investment decision with habit formation. (Chinese. English summary) Zbl 1474.91089 Acta Math. Appl. Sin. 43, No. 3, 517-534 (2020). MSC: 91B42 91G05 91G10 91B16 PDF BibTeX XML Cite \textit{J. Liu} et al., Acta Math. Appl. Sin. 43, No. 3, 517--534 (2020; Zbl 1474.91089) OpenURL
Escobar-Anel, Marcos; Lichtenstern, Andreas; Zagst, Rudi Behavioral portfolio choice under hyperbolic absolute risk aversion. (English) Zbl 1460.91247 Int. J. Theor. Appl. Finance 23, No. 7, Article ID 2050045, 33 p. (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G10 91B16 PDF BibTeX XML Cite \textit{M. Escobar-Anel} et al., Int. J. Theor. Appl. Finance 23, No. 7, Article ID 2050045, 33 p. (2020; Zbl 1460.91247) Full Text: DOI OpenURL
Ivanov, V. K.; Palyukh, B. V.; Sotnikov, A. N. Additive criteria to evaluate relevance of innovative objects in data warehouse. (English) Zbl 07309052 Lobachevskii J. Math. 41, No. 12, 2535-2541 (2020). MSC: 68-XX 92-XX PDF BibTeX XML Cite \textit{V. K. Ivanov} et al., Lobachevskii J. Math. 41, No. 12, 2535--2541 (2020; Zbl 07309052) Full Text: DOI OpenURL
Kiselev, Yu. N.; Orlov, M. V.; Orlov, S. M. Multidimensional economic-growth models with an integral utility function. (English. Russian original) Zbl 1455.49032 Mosc. Univ. Comput. Math. Cybern. 44, No. 2, 73-86 (2020); translation from Vestn. Mosk. Univ., Ser. XV 2020, No. 2, 50-56 (2020). MSC: 49S05 91B16 49K15 PDF BibTeX XML Cite \textit{Yu. N. Kiselev} et al., Mosc. Univ. Comput. Math. Cybern. 44, No. 2, 73--86 (2020; Zbl 1455.49032); translation from Vestn. Mosk. Univ., Ser. XV 2020, No. 2, 50--56 (2020) Full Text: DOI OpenURL
Guo, Wenjing; Man, Yuan Optimal investment decision for insurer with real estate under different interest rates on deposit and loan. (Chinese. English summary) Zbl 1463.91112 J. Syst. Eng. 35, No. 4, 492-503 (2020). MSC: 91G05 91G30 90C39 PDF BibTeX XML Cite \textit{W. Guo} and \textit{Y. Man}, J. Syst. Eng. 35, No. 4, 492--503 (2020; Zbl 1463.91112) Full Text: DOI OpenURL
Selezneva, I. E. Economic-mathematical model of organization of system research. (English. Russian original) Zbl 1455.91088 Autom. Remote Control 81, No. 6, 1136-1148 (2020); translation from Upravl. Bol’sh. Sist. 2018, No. 76, 94-116 (2018). MSC: 91B16 90B50 91B14 PDF BibTeX XML Cite \textit{I. E. Selezneva}, Autom. Remote Control 81, No. 6, 1136--1148 (2020; Zbl 1455.91088); translation from Upravl. Bol'sh. Sist. 2018, No. 76, 94--116 (2018) Full Text: DOI OpenURL
Kolesnik, G. V. Analysis of equilibria in systems with endogenously formed utility functions. (English. Russian original) Zbl 1454.91086 Autom. Remote Control 81, No. 8, 1531-1544 (2020); translation from Mat. Teor. Igr Prilozh. 10, No. 3, 24-47 (2018). MSC: 91B16 91A30 91A65 91A80 PDF BibTeX XML Cite \textit{G. V. Kolesnik}, Autom. Remote Control 81, No. 8, 1531--1544 (2020; Zbl 1454.91086); translation from Mat. Teor. Igr Prilozh. 10, No. 3, 24--47 (2018) Full Text: DOI OpenURL
Voronin, A. N.; Savchenko, A. S. A systematic approach to multiobjective optimization. (English. Russian original) Zbl 1454.90084 Cybern. Syst. Anal. 56, No. 6, 1000-1011 (2020); translation from Kibern. Sist. Anal. 2020, No. 6, 160-174 (2020). MSC: 90C29 PDF BibTeX XML Cite \textit{A. N. Voronin} and \textit{A. S. Savchenko}, Cybern. Syst. Anal. 56, No. 6, 1000--1011 (2020; Zbl 1454.90084); translation from Kibern. Sist. Anal. 2020, No. 6, 160--174 (2020) Full Text: DOI OpenURL
Bosi, Gianni; Zuanon, Magalì Continuity and continuous multi-utility representations of nontotal preorders: some considerations concerning restrictiveness. (English) Zbl 1452.91140 Bosi, Gianni (ed.) et al., Mathematical topics on representations of ordered structures and utility theory. Essays in honor of Professor Ghanshyam B. Mehta. Cham: Springer. Stud. Syst. Decis. Control 263, 213-236 (2020). MSC: 91B16 91B08 06A99 54A99 PDF BibTeX XML Cite \textit{G. Bosi} and \textit{M. Zuanon}, Stud. Syst. Decis. Control 263, 213--236 (2020; Zbl 1452.91140) Full Text: DOI OpenURL
Zhang, Xingong; Liu, Jiayu; Cui, Tongxin Kalai-Smorodinsky price of fairness in two-agent single-machine scheduling problem to minimize the number of tardy jobs and maximum cost function. (Chinese. English summary) Zbl 1463.90081 J. Chongqing Norm. Univ., Nat. Sci. 37, No. 1, 16-21 (2020). MSC: 90B35 91B16 91B24 PDF BibTeX XML Cite \textit{X. Zhang} et al., J. Chongqing Norm. Univ., Nat. Sci. 37, No. 1, 16--21 (2020; Zbl 1463.90081) Full Text: DOI OpenURL
Zhao, Qian; Zhu, Shaohui Optimal investment strategies for an insurer with SAHARA utility. (English) Zbl 1463.91141 Chin. J. Appl. Probab. Stat. 36, No. 2, 181-196 (2020). MSC: 91G10 91B16 PDF BibTeX XML Cite \textit{Q. Zhao} and \textit{S. Zhu}, Chin. J. Appl. Probab. Stat. 36, No. 2, 181--196 (2020; Zbl 1463.91141) Full Text: DOI OpenURL
Luo, Ma Extended research on the optimal investment problem with rank-dependent utility. (Chinese. English summary) Zbl 1463.91132 Adv. Math., Beijing 49, No. 1, 115-127 (2020). MSC: 91G10 91B16 PDF BibTeX XML Cite \textit{M. Luo}, Adv. Math., Beijing 49, No. 1, 115--127 (2020; Zbl 1463.91132) Full Text: DOI OpenURL
Denœux, Thierry; Shenoy, Prakash P. An interval-valued utility theory for decision making with Dempster-Shafer belief functions. (English) Zbl 07264264 Int. J. Approx. Reasoning 124, 194-216 (2020). MSC: 91B16 91B06 PDF BibTeX XML Cite \textit{T. Denœux} and \textit{P. P. Shenoy}, Int. J. Approx. Reasoning 124, 194--216 (2020; Zbl 07264264) Full Text: DOI arXiv OpenURL
Blavatskyy, Pavlo R.; Maafi, Hela A new test of convexity-concavity of discount function. (English) Zbl 1452.91138 Theory Decis. 89, No. 2, 121-136 (2020). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91B16 PDF BibTeX XML Cite \textit{P. R. Blavatskyy} and \textit{H. Maafi}, Theory Decis. 89, No. 2, 121--136 (2020; Zbl 1452.91138) Full Text: DOI OpenURL
Senarathne, S. G. J.; Drovandi, C. C.; McGree, J. M. Bayesian sequential design for copula models. (English) Zbl 1447.62091 Test 29, No. 2, 454-478 (2020). MSC: 62K05 62L05 62L12 62H05 PDF BibTeX XML Cite \textit{S. G. J. Senarathne} et al., Test 29, No. 2, 454--478 (2020; Zbl 1447.62091) Full Text: DOI Link OpenURL
Norman, Thomas W. L. The evolution of monetary equilibrium. (English) Zbl 1447.91098 Games Econ. Behav. 122, 233-239 (2020). MSC: 91B64 91A22 PDF BibTeX XML Cite \textit{T. W. L. Norman}, Games Econ. Behav. 122, 233--239 (2020; Zbl 1447.91098) Full Text: DOI OpenURL
Zdun, Marek Cezary On a linearization of the recursion \(U(x_0,x_1,x_2,\ldots )=\varphi (x_0, U(x_1,x_2,\ldots ))\) and its application in economics. (English) Zbl 1444.39022 Aequationes Math. 94, No. 4, 777-791 (2020). MSC: 39B12 26A18 39B72 91B08 PDF BibTeX XML Cite \textit{M. C. Zdun}, Aequationes Math. 94, No. 4, 777--791 (2020; Zbl 1444.39022) Full Text: DOI OpenURL
Chudziak, Jacek On a derivation of the Goldstein-Einhorn probability weighting functions. (English) Zbl 1445.39018 Aequationes Math. 94, No. 4, 749-759 (2020). Reviewer: Gerasimos Soldatos (Thessaloniki) MSC: 39B22 91B16 PDF BibTeX XML Cite \textit{J. Chudziak}, Aequationes Math. 94, No. 4, 749--759 (2020; Zbl 1445.39018) Full Text: DOI OpenURL
Zhang, Fangwei; Huang, Weiwei; Li, Qiang; Wang, Shuhong; Tan, Guoqiang Parameterized utility functions on interval-valued intuitionistic fuzzy numbers with two kinds of entropy and their application in multi-criteria decision making. (English) Zbl 1436.03286 Soft Comput. 24, No. 6, 4667-4674 (2020). MSC: 03E72 91B16 94A17 91B06 91B86 PDF BibTeX XML Cite \textit{F. Zhang} et al., Soft Comput. 24, No. 6, 4667--4674 (2020; Zbl 1436.03286) Full Text: DOI OpenURL
Richard, Thibault; Baudin, Valentin Asymmetric noise and systematic biases: a new look at the trade-off method. (English) Zbl 1442.91035 Econ. Lett. 191, Article ID 109132, 2 p. (2020). MSC: 91B16 91B06 PDF BibTeX XML Cite \textit{T. Richard} and \textit{V. Baudin}, Econ. Lett. 191, Article ID 109132, 2 p. (2020; Zbl 1442.91035) Full Text: DOI OpenURL
Crainich, David; Eeckhoudt, Louis; Courtois, Olivier Le Intensity of preferences for bivariate risk apportionment. (English) Zbl 1437.91131 J. Math. Econ. 88, 153-160 (2020). MSC: 91B05 91B08 PDF BibTeX XML Cite \textit{D. Crainich} et al., J. Math. Econ. 88, 153--160 (2020; Zbl 1437.91131) Full Text: DOI OpenURL
Liu, Hai; Wu, Zhenqiang; Peng, Changgen; Tian, Feng; Lu, Laifeng Bounded privacy-utility monotonicity indicating bounded tradeoff of differential privacy mechanisms. (English) Zbl 1432.68135 Theor. Comput. Sci. 816, 195-220 (2020). MSC: 68P27 PDF BibTeX XML Cite \textit{H. Liu} et al., Theor. Comput. Sci. 816, 195--220 (2020; Zbl 1432.68135) Full Text: DOI OpenURL
Matveenko, Andrei Logit, CES, and rational inattention. (English) Zbl 1429.91199 Econ. Lett. 186, Article ID 108537, 5 p. (2020). MSC: 91B42 91B16 PDF BibTeX XML Cite \textit{A. Matveenko}, Econ. Lett. 186, Article ID 108537, 5 p. (2020; Zbl 1429.91199) Full Text: DOI OpenURL
Hosoya, Yuhki Revealed preference theory. (English) Zbl 07526297 Appl. Anal. Optim. 3, No. 2, 179-204 (2019). MSC: 91B16 49N45 PDF BibTeX XML Cite \textit{Y. Hosoya}, Appl. Anal. Optim. 3, No. 2, 179--204 (2019; Zbl 07526297) Full Text: Link OpenURL
Kozko, Artem Ivanovich; Luzhina, Lyubov’ Mikhaĭlovich; Popov, Anton Yur’evich; Chirskiĭ, Vladimir Grigor’evich Optimal exponent in the Ramsey-Kass-Koopmans problem with logarithmic utility function. (Russian. English summary) Zbl 1459.91057 Chebyshevskiĭ Sb. 20, No. 4(72), 197-207 (2019). Reviewer: Karel Zimmermann (Praha) MSC: 91B16 65L05 PDF BibTeX XML Cite \textit{A. I. Kozko} et al., Chebyshevskiĭ Sb. 20, No. 4(72), 197--207 (2019; Zbl 1459.91057) Full Text: DOI MNR OpenURL
Wei, Hui-Chuan; Liu, Pang-Tung; Liou, Jen-Ning; Liao, Yu-Hsien Two optimal allocations under management systems: game-theoretical approaches. (English) Zbl 1455.91089 Int. J. Inf. Manage. Sci. 30, No. 2, 99-112 (2019). MSC: 91B16 91A12 91A80 PDF BibTeX XML Cite \textit{H.-C. Wei} et al., Int. J. Inf. Manage. Sci. 30, No. 2, 99--112 (2019; Zbl 1455.91089) Full Text: DOI OpenURL
Durukan, Kübra; Orkcu, H. Hasan; Kizilok Kara, Emel Risk premium for dependent risks using utility copulas and risk aversion. (English) Zbl 1441.62121 İstatistik 12, No. 1-2, 1-12 (2019). MSC: 62H05 62P05 91B05 PDF BibTeX XML Cite \textit{K. Durukan} et al., İstatistik 12, No. 1--2, 1--12 (2019; Zbl 1441.62121) Full Text: Link OpenURL
Bronshteĭn, E. M. The construction of a production function from the restriction to the simplex. (English. Russian original) Zbl 1437.91243 Russ. Math. 63, No. 11, 1-6 (2019); translation from Izv. Vyssh. Uchebn. Zaved., Mat. 2019, No. 11, 3-9 (2019). MSC: 91B38 91B16 PDF BibTeX XML Cite \textit{E. M. Bronshteĭn}, Russ. Math. 63, No. 11, 1--6 (2019; Zbl 1437.91243); translation from Izv. Vyssh. Uchebn. Zaved., Mat. 2019, No. 11, 3--9 (2019) Full Text: DOI OpenURL
Zuo, Yuting; Chen, Chunfang New algorithm of 2-tuple language term sets considering marginal utility and its application. (Chinese. English summary) Zbl 1449.90244 J. Nanchang Univ., Nat. Sci. 43, No. 2, 103-110 (2019). MSC: 90B50 PDF BibTeX XML Cite \textit{Y. Zuo} and \textit{C. Chen}, J. Nanchang Univ., Nat. Sci. 43, No. 2, 103--110 (2019; Zbl 1449.90244) OpenURL
Rufo, María J.; Martín, Jacinto; Pérez, Carlos J.; Paniagua, Sandra A Bayesian decision analysis approach to assess voice disorder risks by using acoustic features. (English) Zbl 1429.62601 Biom. J. 61, No. 3, 503-513 (2019). MSC: 62P10 PDF BibTeX XML Cite \textit{M. J. Rufo} et al., Biom. J. 61, No. 3, 503--513 (2019; Zbl 1429.62601) Full Text: DOI OpenURL
Wang, Jingyao; Ashour, Mahmoud; Lagoa, Constantino M.; Aybat, Necdet Serhat; Che, Hao A fully distributed traffic allocation algorithm for nonconcave utility maximization in connectionless communication networks. (English) Zbl 1429.93144 Automatica 109, Article ID 108506, 11 p. (2019). MSC: 93B70 93C83 68M10 91B16 PDF BibTeX XML Cite \textit{J. Wang} et al., Automatica 109, Article ID 108506, 11 p. (2019; Zbl 1429.93144) Full Text: DOI OpenURL
Chudziak, J.; Chudziak, M. On some applications of quasideviation means. (English) Zbl 1432.91058 J. Difference Equ. Appl. 25, No. 9-10, 1429-1437 (2019). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91B16 39B99 PDF BibTeX XML Cite \textit{J. Chudziak} and \textit{M. Chudziak}, J. Difference Equ. Appl. 25, No. 9--10, 1429--1437 (2019; Zbl 1432.91058) Full Text: DOI OpenURL
Ibrahim, Rabha W. A quasi-linear utility function of fractional agent-based computational economic systems defined by Palm calculus. (English) Zbl 1435.91087 São Paulo J. Math. Sci. 13, No. 2, 708-720 (2019). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91B16 26A33 PDF BibTeX XML Cite \textit{R. W. Ibrahim}, São Paulo J. Math. Sci. 13, No. 2, 708--720 (2019; Zbl 1435.91087) Full Text: DOI OpenURL
Chen, Lihua; Korn, Ralf Worst-case portfolio optimization in discrete time. (English) Zbl 1431.91356 Math. Methods Oper. Res. 90, No. 2, 197-227 (2019). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G10 91G80 90C39 91B16 PDF BibTeX XML Cite \textit{L. Chen} and \textit{R. Korn}, Math. Methods Oper. Res. 90, No. 2, 197--227 (2019; Zbl 1431.91356) Full Text: DOI OpenURL
Nardon, Martina; Pianca, Paolo Behavioral premium principles. (English) Zbl 1426.91228 Decis. Econ. Finance 42, No. 1, 229-257 (2019). MSC: 91G05 91B16 PDF BibTeX XML Cite \textit{M. Nardon} and \textit{P. Pianca}, Decis. Econ. Finance 42, No. 1, 229--257 (2019; Zbl 1426.91228) Full Text: DOI OpenURL
Gillespie, C. S.; Boys, R. J. Efficient construction of Bayes optimal designs for stochastic process models. (English) Zbl 1430.62175 Stat. Comput. 29, No. 4, 697-706 (2019). MSC: 62K05 65C05 PDF BibTeX XML Cite \textit{C. S. Gillespie} and \textit{R. J. Boys}, Stat. Comput. 29, No. 4, 697--706 (2019; Zbl 1430.62175) Full Text: DOI arXiv OpenURL
Mwanakatwe, Patrick Kandege; Song, Lixin; Hagenimana, Emmanuel; Wang, Xiaoguang Management strategies for a defined contribution pension fund under the hybrid stochastic volatility model. (English) Zbl 1438.91115 Comput. Appl. Math. 38, No. 2, Paper No. 45, 19 p. (2019). MSC: 91G05 91G10 91G80 93E20 PDF BibTeX XML Cite \textit{P. K. Mwanakatwe} et al., Comput. Appl. Math. 38, No. 2, Paper No. 45, 19 p. (2019; Zbl 1438.91115) Full Text: DOI OpenURL
Mourifié, Ismael A marriage matching function with flexible spillover and substitution patterns. (English) Zbl 1422.91556 Econ. Theory 67, No. 2, 421-461 (2019). MSC: 91B68 PDF BibTeX XML Cite \textit{I. Mourifié}, Econ. Theory 67, No. 2, 421--461 (2019; Zbl 1422.91556) Full Text: DOI OpenURL
Ma, Sinong; Safra, Zvi Fairness and utilitarianism without independence. (English) Zbl 1422.91250 Econ. Theory 67, No. 1, 29-52 (2019). MSC: 91B16 91B14 PDF BibTeX XML Cite \textit{S. Ma} and \textit{Z. Safra}, Econ. Theory 67, No. 1, 29--52 (2019; Zbl 1422.91250) Full Text: DOI OpenURL
Liu, Ting; Wang, Jinhuan; Zhang, Xiao; Cheng, Daizhan Game theoretic control of multiagent systems. (English) Zbl 1422.91059 SIAM J. Control Optim. 57, No. 3, 1691-1709 (2019). MSC: 91A10 91A43 91A22 93A14 68T42 49N90 91A30 PDF BibTeX XML Cite \textit{T. Liu} et al., SIAM J. Control Optim. 57, No. 3, 1691--1709 (2019; Zbl 1422.91059) Full Text: DOI arXiv OpenURL
Wójtowicz, Michał A counterexample to the Fortune’s formula investing method. (English) Zbl 1422.91671 Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 113, No. 2, 749-767 (2019). MSC: 91G10 91A05 91A60 PDF BibTeX XML Cite \textit{M. Wójtowicz}, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 113, No. 2, 749--767 (2019; Zbl 1422.91671) Full Text: DOI OpenURL
Li, Shiyong; Zhang, Yue; Wang, Yan; Sun, Wei Utility optimization-based bandwidth allocation for elastic and inelastic services in peer-to-peer networks. (English) Zbl 1418.90071 Int. J. Appl. Math. Comput. Sci. 29, No. 1, 111-123 (2019). MSC: 90B18 68M11 PDF BibTeX XML Cite \textit{S. Li} et al., Int. J. Appl. Math. Comput. Sci. 29, No. 1, 111--123 (2019; Zbl 1418.90071) Full Text: DOI OpenURL
Shananin, A. A.; Tarasov, S. P. Necessary and sufficient conditions for weak separability problem for homogeneous utility functions. (English) Zbl 1422.91252 Lobachevskii J. Math. 40, No. 4, 507-512 (2019). MSC: 91B16 PDF BibTeX XML Cite \textit{A. A. Shananin} and \textit{S. P. Tarasov}, Lobachevskii J. Math. 40, No. 4, 507--512 (2019; Zbl 1422.91252) Full Text: DOI OpenURL
Mostovyi, Oleksii; Sîrbu, Mihai Sensitivity analysis of the utility maximisation problem with respect to model perturbations. (English) Zbl 1465.91100 Finance Stoch. 23, No. 3, 595-640 (2019). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G10 93E20 91B16 60G44 PDF BibTeX XML Cite \textit{O. Mostovyi} and \textit{M. Sîrbu}, Finance Stoch. 23, No. 3, 595--640 (2019; Zbl 1465.91100) Full Text: DOI arXiv OpenURL
Dias, Luis C.; Vetschera, Rudolf On generating utility functions in stochastic multicriteria acceptability analysis. (English) Zbl 1431.91150 Eur. J. Oper. Res. 278, No. 2, 672-685 (2019). MSC: 91B16 91B06 PDF BibTeX XML Cite \textit{L. C. Dias} and \textit{R. Vetschera}, Eur. J. Oper. Res. 278, No. 2, 672--685 (2019; Zbl 1431.91150) Full Text: DOI OpenURL
Pan, Jian; Hu, Shengzhou; Zhou, Xiangying Optimal investment strategy for asset-liability management under the Heston model. (English) Zbl 1422.91667 Optimization 68, No. 5, 895-920 (2019). MSC: 91G10 91B70 93E20 PDF BibTeX XML Cite \textit{J. Pan} et al., Optimization 68, No. 5, 895--920 (2019; Zbl 1422.91667) Full Text: DOI OpenURL
Bosi, Gianni; Zuanon, Magalì Upper semicontinuous representability of maximal elements for nontransitive preferences. (English) Zbl 1419.54038 J. Optim. Theory Appl. 181, No. 3, 758-765 (2019). Reviewer: Collins Agyingi (Port Elizabeth) MSC: 54F05 91B16 PDF BibTeX XML Cite \textit{G. Bosi} and \textit{M. Zuanon}, J. Optim. Theory Appl. 181, No. 3, 758--765 (2019; Zbl 1419.54038) Full Text: DOI OpenURL
Xu, Zuo Quan; Zhou, Xun Yu; Zhuang, Sheng Chao Optimal insurance under rank-dependent utility and incentive compatibility. (English) Zbl 1411.91325 Math. Finance 29, No. 2, 659-692 (2019). MSC: 91B30 91B16 PDF BibTeX XML Cite \textit{Z. Q. Xu} et al., Math. Finance 29, No. 2, 659--692 (2019; Zbl 1411.91325) Full Text: DOI arXiv OpenURL
Bian, Baojun; Chen, Xinfu; Xu, Zuo Quan Utility maximization under trading constraints with discontinuous utility. (English) Zbl 1411.91482 SIAM J. Financ. Math. 10, No. 1, 243-260 (2019). MSC: 91G10 91B16 49L25 93E20 PDF BibTeX XML Cite \textit{B. Bian} et al., SIAM J. Financ. Math. 10, No. 1, 243--260 (2019; Zbl 1411.91482) Full Text: DOI OpenURL
Arai, Takuji; Asano, Takao; Nishide, Katsumasa Optimal initial capital induced by the optimized certainty equivalent. (English) Zbl 1419.91347 Insur. Math. Econ. 85, 115-125 (2019). MSC: 91B30 PDF BibTeX XML Cite \textit{T. Arai} et al., Insur. Math. Econ. 85, 115--125 (2019; Zbl 1419.91347) Full Text: DOI Link OpenURL
Kraft, Holger; Weiss, Farina Consumption-portfolio choice with preferences for cash. (English) Zbl 1411.91367 J. Econ. Dyn. Control 98, 40-59 (2019). MSC: 91B42 91G10 91B08 93E20 91B16 PDF BibTeX XML Cite \textit{H. Kraft} and \textit{F. Weiss}, J. Econ. Dyn. Control 98, 40--59 (2019; Zbl 1411.91367) Full Text: DOI Link OpenURL
Li, L.; Mi, H. Optimal investment and consumption with stochastic factor and delay. (English) Zbl 1409.91289 ANZIAM J. 61, No. 1, 99-117 (2019). MSC: 91G80 91G10 PDF BibTeX XML Cite \textit{L. Li} and \textit{H. Mi}, ANZIAM J. 61, No. 1, 99--117 (2019; Zbl 1409.91289) Full Text: DOI OpenURL
Ranjbar, Mojtaba; Pourghanbar, Somayeh Properties of utility function for Barles and Soner model. (English) Zbl 1424.91133 Comput. Methods Differ. Equ. 7, No. 1, 117-123 (2019). MSC: 91G20 PDF BibTeX XML Cite \textit{M. Ranjbar} and \textit{S. Pourghanbar}, Comput. Methods Differ. Equ. 7, No. 1, 117--123 (2019; Zbl 1424.91133) Full Text: Link OpenURL
Liao, Yu-Hsien Power allocation rules under multicriteria situation. (English) Zbl 1461.91025 Yugosl. J. Oper. Res. 28, No. 2, 171-184 (2018). MSC: 91A12 91B12 PDF BibTeX XML Cite \textit{Y.-H. Liao}, Yugosl. J. Oper. Res. 28, No. 2, 171--184 (2018; Zbl 1461.91025) Full Text: DOI OpenURL
Huong, Vu Thi; Yao, Jen-Chih; Yen, Nguyen Dong Differentiability properties of a parametric consumer problem. (English) Zbl 1454.91123 J. Nonlinear Convex Anal. 19, No. 7, 1217-1245 (2018). MSC: 91B42 91B16 PDF BibTeX XML Cite \textit{V. T. Huong} et al., J. Nonlinear Convex Anal. 19, No. 7, 1217--1245 (2018; Zbl 1454.91123) Full Text: arXiv Link OpenURL
Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion. (English) Zbl 1430.93217 Adv. Appl. Probab. 50, No. 1, 204-230 (2018). MSC: 93E20 60J10 90C40 PDF BibTeX XML Cite \textit{R. Cavazos-Cadena} and \textit{D. Hernández-Hernández}, Adv. Appl. Probab. 50, No. 1, 204--230 (2018; Zbl 1430.93217) Full Text: DOI OpenURL
Aliev, R. A.; Hajiyev, H. G.; Huseynov, O. H. Optimal decision making for well interventions under uncertainty. (English) Zbl 1429.91094 TWMS J. Pure Appl. Math. 9, No. 1, 73-81 (2018). MSC: 91B06 91B16 PDF BibTeX XML Cite \textit{R. A. Aliev} et al., TWMS J. Pure Appl. Math. 9, No. 1, 73--81 (2018; Zbl 1429.91094) Full Text: Link OpenURL
Guo, Wenjing; Man, Yuan Optimal investment decision for insurer with option under different interest rates. (Chinese. English summary) Zbl 1438.91110 J. Lanzhou Univ., Nat. Sci. 54, No. 6, 824-829 (2018). MSC: 91G05 91G20 90C39 PDF BibTeX XML Cite \textit{W. Guo} and \textit{Y. Man}, J. Lanzhou Univ., Nat. Sci. 54, No. 6, 824--829 (2018; Zbl 1438.91110) Full Text: DOI OpenURL
Nishizaki, Ichiro; Hayashida, Tomohiro; Sekizaki, Shinya Aggregation of preference information using neural networks in group multiattribute decision analysis. (English) Zbl 07110046 IMA J. Manag. Math. 29, No. 3, 275-296 (2018). MSC: 90-XX 91-XX PDF BibTeX XML Cite \textit{I. Nishizaki} et al., IMA J. Manag. Math. 29, No. 3, 275--296 (2018; Zbl 07110046) Full Text: DOI OpenURL
Guo, Wenjing; Li, Xiaojun Optimal consumption-investment-insurance purchase strategy under the condition of stochastic interest rate. (Chinese. English summary) Zbl 1438.91109 Oper. Res. Trans. 22, No. 4, 31-44 (2018). MSC: 91G05 91G10 91G30 91B42 PDF BibTeX XML Cite \textit{W. Guo} and \textit{X. Li}, Oper. Res. Trans. 22, No. 4, 31--44 (2018; Zbl 1438.91109) Full Text: DOI OpenURL
He, Xue Dong; Kouwenberg, Roy; Zhou, Xun Yu Inverse S-shaped probability weighting and its impact on investment. (English) Zbl 1418.91475 Math. Control Relat. Fields 8, No. 3-4, 679-706 (2018). MSC: 91G10 91B06 91B16 PDF BibTeX XML Cite \textit{X. D. He} et al., Math. Control Relat. Fields 8, No. 3--4, 679--706 (2018; Zbl 1418.91475) Full Text: DOI OpenURL
Liu, Limin; Zhang, Lin; Fan, Shiqi Optimal investment problem under non-extensive statistical mechanics. (English) Zbl 1417.91465 Comput. Math. Appl. 75, No. 10, 3549-3557 (2018). MSC: 91G10 91G80 93E20 91B16 PDF BibTeX XML Cite \textit{L. Liu} et al., Comput. Math. Appl. 75, No. 10, 3549--3557 (2018; Zbl 1417.91465) Full Text: DOI OpenURL