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Found 408 Documents (Results 1–100)

Alternating minimization for simultaneous estimation of a latent variable and identification of a linear continuous-time dynamic system. arXiv:2306.16150

Preprint, arXiv:2306.16150 [math.OC] (2023).
MSC:  49N10 93B30 62F15
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Control in Hilbert space and first-order mean field type problem. (English) Zbl 1502.93005

Yin, George (ed.) et al., Stochastic analysis, filtering, and stochastic optimization. A commemorative volume to honor Mark H. A. Davis’s contributions. Cham: Springer. 1-32 (2022).
MSC:  93C25 49N80
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The reproducing kernel Hilbert spaces underlying linear SDE Estimation, Kalman filtering and their relation to optimal control. arXiv:2208.07030

Preprint, arXiv:2208.07030 [math.OC] (2022).
MSC:  46E22 60G35 62M20
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Optimal investment-consumption decisions with partially observed inflation: a discrete-time formulation. (English) Zbl 1479.91352

Dawid, Herbert (ed.) et al., Dynamic analysis in complex economic environments. Essays in honor of Christophe Deissenberg. Cham: Springer. Dyn. Model. Econom. Econ. Finance 26, 59-80 (2021).
MSC:  91G10 93E20
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Parabolic equations with quadratic growth in \(\mathbb{R}^{n}\). (English) Zbl 1416.35144

Chetverushkin, B. N. (ed.) et al., Contributions to partial differential equations and applications. Invited papers of the conferences ‘Contributions to partial differential equations’, Université Pierre et Marie Curie, Paris, France, August 31 – September 1, 2015 and ‘Applied and computational mathematics’, University of Houston, Texas, USA, February 26–27, 2016. Cham: Springer. Comput. Methods Appl. Sci. 47, 91-110 (2019).
MSC:  35K59 49K45 35K55
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Future perspectives in risk models and finance. (English) Zbl 1304.91010

International Series in Operations Research & Management Science 211. Cham: Springer (ISBN 978-3-319-07523-5/hbk; 978-3-319-07524-2/ebook). xiv, 315 p. (2015).
MSC:  91-06 91B30 91B24 91G40 91G70 00B15
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Control and Nash games with mean field effect. (English) Zbl 1331.49036

Ciarlet, Philippe G. (ed.) et al., Partial differential equations. Theory, control and approximation. In honor of the scientific heritage of Jacques-Louis Lions. Selected papers based on the presentations at the international conference on partial differential equations: theory, control and approximation, Shanghai, China, May 28 – June 1, 2012. Berlin: Springer (ISBN 978-3-642-41400-8/hbk; 978-3-642-41401-5/ebook). 1-39 (2014).
MSC:  49L20 49N70
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Mean-variance pre-commitment policies revisited via a mean-field technique. (English) Zbl 1314.91189

Takahashi, Akihiko (ed.) et al., Recent advances in financial engineering 2012. Proceedings of the international workshop on finance, Tokyo, Japan, October 30–31, 2012. Hackensack, NJ: World Scientific (ISBN 978-981-4571-63-0/hbk; 978-981-4571-65-4/ebook). 177-198 (2014).
MSC:  91G10 93E20
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Feedback Stackelberg solutions of infinite-horizon stochastic differential games. (English) Zbl 1296.91063

El Ouardighi, Fouad (ed.) et al., Models and methods in economics and management science. Essays in honor of Charles S. Tapiero. Cham: Springer (ISBN 978-3-319-00668-0/hbk; 978-3-319-00669-7/ebook). International Series in Operations Research & Management Science 198, 3-15 (2014).
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Real options, ambiguity, risk and insurance. (English) Zbl 1272.91002

Studies in Probability, Optimization and Statistics 5; World Class University Program in Financial Engineering, Ajou University 2. Amsterdam: IOS Press (ISBN 978-1-61499-237-0/hbk; 978-1-61499-238-7/ebook). xiii, 279 p. (2013).
MSC:  91-01 91-02 91G50 91B16 91B30 91G40
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Mean field games and mean field type control theory. (English) Zbl 1287.93002

SpringerBriefs in Mathematics. New York, NY: Springer (ISBN 978-1-4614-8507-0/pbk; 978-1-4614-8508-7/ebook). x, 128 p. (2013).
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