Works matching DE "STOCHASTIC control theory"
Results: 1127
Equilibrium strategies for collective DC pension plans with a delayed retirement under 4/2 stochastic volatility model: Equilibrium strategies for collective DC pension plans...: L. Zhang et al.
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- Computational & Applied Mathematics, 2025, v. 44, n. 3, p. 1, doi. 10.1007/s40314-025-03133-x
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Portfolio and reinsurance optimization under unknown market price of risk.
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- Quantitative Finance, 2025, v. 25, n. 2, p. 217, doi. 10.1080/14697688.2024.2384392
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Time-consistent robust investment-reinsurance strategy with common shock dependence under CEV model.
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- PLoS ONE, 2025, v. 20, n. 2, p. 1, doi. 10.1371/journal.pone.0316649
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Analysis and Optimal Control of Propagation Model for Malware in Multi-Cloud Environments with Impact of Brownian Motion Process.
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- Mathematical & Computational Applications, 2025, v. 30, n. 1, p. 8, doi. 10.3390/mca30010008
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An Optimal Investment Decision Problem Under the HARA Utility Framework.
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- Symmetry (20738994), 2025, v. 17, n. 2, p. 311, doi. 10.3390/sym17020311
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STOCHASTIC OPTIMAL CONTROL BY PSEUDO-INVERSE.
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- Review of Economics & Statistics, 1983, v. 65, n. 2, p. 347, doi. 10.2307/1924504
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Robust Optimal Excess-of-Loss Reinsurance and Investment Problem with more General Dependent Claim Risks and Defaultable Risk.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 4, p. 2743, doi. 10.1007/s11009-022-09927-4
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Portfolio Optimization With a Guaranteed Minimum Maturity Benefit and Risk-Adjusted Fees.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 2, p. 1021, doi. 10.1007/s11009-022-09942-5
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Discrete-type Approximations for Non-Markovian Optimal Stopping Problems: Part II.
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- Methodology & Computing in Applied Probability, 2020, v. 22, n. 3, p. 1221, doi. 10.1007/s11009-019-09764-y
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Market Viability and Martingale Measures under Partial Information.
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- Methodology & Computing in Applied Probability, 2015, v. 17, n. 1, p. 15, doi. 10.1007/s11009-014-9397-4
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Filtering and Control with Information Increasing.
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- Methodology & Computing in Applied Probability, 2000, v. 2, n. 2, p. 123, doi. 10.1023/A:1010063405344
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A Non-stationary Model of Dividend Distribution in a Stochastic Interest-Rate Setting.
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- Computational Economics, 2016, v. 47, n. 3, p. 447, doi. 10.1007/s10614-015-9502-y
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Quarterly Fiscal Policy Experiments with a Multiplier-Accelerator Model.
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- Computational Economics, 2014, v. 44, n. 3, p. 269, doi. 10.1007/s10614-013-9389-4
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Utility-Based Pricing, Timing and Hedging of an American Call Option Under an Incomplete Market with Partial Information.
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- Computational Economics, 2014, v. 44, n. 1, p. 1, doi. 10.1007/s10614-013-9382-y
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Expected Optimal Feedback with Time-Varying Parameters.
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- Computational Economics, 2013, v. 42, n. 3, p. 351, doi. 10.1007/s10614-012-9340-0
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Stochastic Control of Linear and Nonlinear Econometric Models: Some Computational Aspects.
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- Computational Economics, 2013, v. 42, n. 1, p. 107, doi. 10.1007/s10614-012-9351-x
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Hiring, Firing and Infighting: A Tale of Two Companies.
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- Computational Economics, 2012, v. 40, n. 2, p. 131, doi. 10.1007/s10614-011-9306-7
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A Numerical Method for Solving Stochastic Optimal Control Problems with Linear Control.
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- Computational Economics, 2012, v. 39, n. 4, p. 429, doi. 10.1007/s10614-011-9263-1
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Consumption Utility-Based Pricing and Timing of the Option to Invest with Partial Information.
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- Computational Economics, 2012, v. 39, n. 2, p. 195, doi. 10.1007/s10614-011-9289-4
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Optimal Deterministic and Stochastic Macroeconomic Policies for Slovenia: An Application of the OPTCON Algorithm.
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- Computational Economics, 2010, v. 36, n. 1, p. 37, doi. 10.1007/s10614-010-9211-5
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A Classification System for Economic Stochastic Control Models.
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- Computational Economics, 2006, v. 27, n. 4, p. 453, doi. 10.1007/s10614-005-9000-8
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The Timing of Uncertainty and the Intensity of Policy.
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- Computational Economics, 2004, v. 23, n. 4, p. 303, doi. 10.1023/B:CSEM.0000026788.19107.15
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Stochastic control of Indian megadroughts and megafloods.
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- Climate Dynamics, 2012, v. 39, n. 7/8, p. 1801, doi. 10.1007/s00382-012-1392-2
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A FEEDBACK CONTROL STRATEGY FOR AIRFOIL FLUTTER UNDER RANDOM EXCITATION.
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- Fluctuation & Noise Letters, 2013, v. 12, n. 3, p. -1, doi. 10.1142/S0219477513500132
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Accelerating reinforcement learning with a Directional-Gaussian-Smoothing evolution strategy.
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- Electronic Research Archive, 2021, v. 29, n. 6, p. 1, doi. 10.3934/era.2021075
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Stochastic optimal and time-optimal control studies for additional food provided prey–predator systems involving Holling type III functional response.
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- Computational & Mathematical Biophysics, 2023, v. 11, n. 1, p. 1, doi. 10.1515/cmb-2022-0144
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Optimal investment–consumption–insurance strategy with inflation risk and stochastic income in an Itô–Lévy setting.
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- International Journal of Financial Engineering, 2024, v. 11, n. 2, p. 1, doi. 10.1142/S2424786323500548
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Optimal trading: The importance of being adaptive.
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- International Journal of Financial Engineering, 2021, v. 8, n. 4, p. 1, doi. 10.1142/S242478632050022X
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SYNTHESIS AND ANALYSIS OF ARC FURNACE ELECTRICAL MODE CONTROL SYSTEM ON THE BASIS OF THREE-DIMENSIONAL PHASE CURRENTS VECTOR DISTRIBUTION.
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- Electrical Engineering & Electromechanics, 2019, n. 4, p. 26, doi. 10.20998/2074-272X.2019.4.04
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On the Gradient Method in One Portfolio Management Problem.
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- Mathematics (2227-7390), 2024, v. 12, n. 19, p. 3086, doi. 10.3390/math12193086
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Convergence Analysis for an Online Data-Driven Feedback Control Algorithm.
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- Mathematics (2227-7390), 2024, v. 12, n. 16, p. 2584, doi. 10.3390/math12162584
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Controlled Reflected McKean–Vlasov SDEs and Neumann Problem for Backward SPDEs.
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- Mathematics (2227-7390), 2024, v. 12, n. 7, p. 1050, doi. 10.3390/math12071050
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Nonlinear Optimal Control for Stochastic Dynamical Systems.
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- Mathematics (2227-7390), 2024, v. 12, n. 5, p. 647, doi. 10.3390/math12050647
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Finite-Time Contraction Stability and Optimal Control for Mosquito Population Suppression Model.
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- Mathematics (2227-7390), 2024, v. 12, n. 1, p. 22, doi. 10.3390/math12010022
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A Simplified Controller Design for Fixed/Preassigned-Time Synchronization of Stochastic Discontinuous Neural Networks.
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- Mathematics (2227-7390), 2023, v. 11, n. 21, p. 4414, doi. 10.3390/math11214414
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Malliavin Calculus and Its Application to Robust Optimal Investment for an Insider.
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- Mathematics (2227-7390), 2023, v. 11, n. 20, p. 4378, doi. 10.3390/math11204378
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Optimal Investment–Consumption–Insurance Problem of a Family with Stochastic Income under the Exponential O-U Model.
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- Mathematics (2227-7390), 2023, v. 11, n. 19, p. 4148, doi. 10.3390/math11194148
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The Optimal Consumption, Investment and Life Insurance for Wage Earners under Inside Information and Inflation.
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- Mathematics (2227-7390), 2023, v. 11, n. 15, p. 3415, doi. 10.3390/math11153415
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A Stochastic Control Approach for Constrained Stochastic Differential Games with Jumps and Regimes.
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- Mathematics (2227-7390), 2023, v. 11, n. 14, p. 3043, doi. 10.3390/math11143043
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A Generalized Finite Difference Method for Solving Hamilton–Jacobi–Bellman Equations in Optimal Investment.
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- Mathematics (2227-7390), 2023, v. 11, n. 10, p. 2346, doi. 10.3390/math11102346
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Optimal Strategy of the Dynamic Mean-Variance Problem for Pairs Trading under a Fast Mean-Reverting Stochastic Volatility Model.
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- Mathematics (2227-7390), 2023, v. 11, n. 9, p. 2191, doi. 10.3390/math11092191
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Preface to the Special Issue on "Identification, Knowledge Engineering and Digital Modeling for Adaptive and Intelligent Control"—Special Issue Book.
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- Mathematics (2227-7390), 2023, v. 11, n. 8, p. 1906, doi. 10.3390/math11081906
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Robust Optimal Investment Strategies with Exchange Rate Risk and Default Risk.
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- Mathematics (2227-7390), 2023, v. 11, n. 6, p. 1550, doi. 10.3390/math11061550
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Stabilization of Stochastic Dynamical Systems of a Random Structure with Markov Switches and Poisson Perturbations.
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- Mathematics (2227-7390), 2023, v. 11, n. 3, p. 582, doi. 10.3390/math11030582
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Optimal Per-Loss Reinsurance for a Risk Model with a Thinning-Dependence Structure.
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- Mathematics (2227-7390), 2022, v. 10, n. 23, p. 4621, doi. 10.3390/math10234621
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Closed-Loop Solvability of Stochastic Linear-Quadratic Optimal Control Problems with Poisson Jumps.
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- Mathematics (2227-7390), 2022, v. 10, n. 21, p. 4062, doi. 10.3390/math10214062
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Linear Quadratic Optimal Control Problem for Linear Stochastic Generalized System in Hilbert Spaces.
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- Mathematics (2227-7390), 2022, v. 10, n. 17, p. 3118, doi. 10.3390/math10173118
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Optimal Harvesting of Stochastically Fluctuating Populations Driven by a Generalized Logistic SDE Growth Model.
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- Mathematics (2227-7390), 2022, v. 10, n. 17, p. 3098, doi. 10.3390/math10173098
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Optimal Timing Fault Tolerant Control for Switched Stochastic Systems with Switched Drift Fault.
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- Mathematics (2227-7390), 2022, v. 10, n. 11, p. 1880, doi. 10.3390/math10111880
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A New Intelligent Dynamic Control Method for a Class of Stochastic Nonlinear Systems.
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- Mathematics (2227-7390), 2022, v. 10, n. 9, p. 1406, doi. 10.3390/math10091406
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