Stochastic Control - Articles - Scientific Research Publishing

Stochastic Maximum Principle for Optimal Advertising Models with Delay and Non-Convex Control Spaces (Articles)

Giuseppina Guatteri, Federica Masiero

Advances in Pure Mathematics Vol.14 No.6，June 18, 2024

DOI: 10.4236/apm.2024.146025 66 Downloads 289 Views Citations
Hedging “Sudden Stops” and Emergent Recessions through International Reserves in Egypt—An Application of the Martingale Optimality Principle Approach (Articles)

Ahmed S. Abutaleb, Michael G. Papaioannou

Journal of Mathematical Finance Vol.11 No.3，August 3, 2021

DOI: 10.4236/jmf.2021.113024 171 Downloads 696 Views Citations
Numerical Methods in Financial and Actuarial Applications: A Stochastic Maximum Principle Approach (Articles)

Marina Di Giacinto

Journal of Mathematical Finance Vol.8 No.2，April 4, 2018

DOI: 10.4236/jmf.2018.82019 1,237 Downloads 3,748 Views Citations
This article belongs to the Special Issue on Actuarial Science and Finance
Infinite Horizon LQ Zero-Sum Stochastic Differential Games with Markovian Jumps (Articles)

Huai-Nian Zhu, Cheng-Ke Zhang, Ning Bin

Applied Mathematics Vol.3 No.10A，November 1, 2012

DOI: 10.4236/am.2012.330188 3,838 Downloads 6,534 Views Citations
This article belongs to the Special Issue on Optimization
Relationship between Maximum Principle and Dynamic Programming in Stochastic Differential Games and Applications (Articles)

Jingtao Shi

American Journal of Operations Research Vol.3 No.6，October 24, 2013

DOI: 10.4236/ajor.2013.36043 6,128 Downloads 10,004 Views Citations
Optimal Production Control of Hybrid Manufacturing/Remanufacturing Failure-Prone Systems under Diffusion-Type Demand (Articles)

Samir Ouaret, Vladimir Polotski, Jean-Pierre Kenné, Ali Gharbi

Applied Mathematics Vol.4 No.3，March 27, 2013

DOI: 10.4236/am.2013.43079 4,978 Downloads 8,888 Views Citations
Production Planning of a Failure-Prone Manufacturing/Remanufacturing System with Production-Dependent Failure Rates (Articles)

Annie Francie Kouedeu, Jean-Pierre Kenné, Pierre Dejax, Victor Songmene, Vladimir Polotski

Applied Mathematics Vol.5 No.10，June 6, 2014

DOI: 10.4236/am.2014.510149 4,012 Downloads 5,769 Views Citations
Continuous-Time Mean-Variance Portfolio Selection with Inflation in an Incomplete Market (Articles)

Yingying Xu, Zhuwu Wu

Journal of Financial Risk Management Vol.3 No.2，June 12, 2014

DOI: 10.4236/jfrm.2014.32003 3,180 Downloads 5,022 Views Citations
The Investors’ Behavior towards the Relationship between Bitcoin, Litcoin, Dash Coins, and Gold: A Portfolio Modeling Approach (Articles)

Asma Maghrebi, Fathi Abid

Journal of Mathematical Finance Vol.11 No.3，August 19, 2021

DOI: 10.4236/jmf.2021.113028 471 Downloads 2,263 Views Citations
This article belongs to the Special Issue on Stochastic and Financial Mathematics
Impulsive Synchronization of Nonlinear Stochastic Dynamical Networks with Time-Varying Delays (Articles)

Li Li

Applied Mathematics Vol.12 No.12，December 9, 2021

DOI: 10.4236/am.2021.1212073 216 Downloads 827 Views Citations
Adaptive Stochastic Synchronization of Uncertain Delayed Neural Networks (Articles)

Enli Wu, Yao Wang, Fei Luo

Journal of Applied Mathematics and Physics Vol.11 No.9，September 4, 2023

DOI: 10.4236/jamp.2023.119164 125 Downloads 418 Views Citations
Adaptation in Stochastic Dynamic Systems—Survey and New Results II (Articles)

Innokentiy V. Semushin

Int'l J. of Communications, Network and System Sciences Vol.4 No.4，April 15, 2011

DOI: 10.4236/ijcns.2011.44032 3,987 Downloads 8,299 Views Citations
Optimal Investment and Proportional Reinsurance with Risk Constraint (Articles)

Jingzhen Liu, Ka Fai Cedric Yiu, Ryan C. Loxton, Kok Lay Teo

Journal of Mathematical Finance Vol.3 No.4，October 17, 2013

DOI: 10.4236/jmf.2013.34046 4,284 Downloads 7,794 Views Citations
Adaptation in Stochastic Dynamic Systems—Survey and New Results IV: Seeking Minimum of API in Parameters of Data (Articles)

Innokentiy V. Semushin, Julia V. Tsyganova

Int'l J. of Communications, Network and System Sciences Vol.6 No.12，December 23, 2013

DOI: 10.4236/ijcns.2013.612055 3,103 Downloads 4,579 Views Citations
Optimal Investment Problem with Multiple Risky Assets under the Constant Elasticity of Variance (CEV) Model (Articles)

Hui Zhao, Ximin Rong, Weiqin Ma, Bo Gao

Modern Economy Vol.3 No.6，October 31, 2012

DOI: 10.4236/me.2012.36092 4,398 Downloads 7,551 Views Citations
A Stochastic Optimal Control Theory to Model Spontaneous Breathing (Articles)

Kyongyob Min

Applied Mathematics Vol.4 No.11，November 5, 2013

DOI: 10.4236/am.2013.411208 4,074 Downloads 6,038 Views Citations
A Liability Tracking Approach to Long Term Management of Pension Funds (Articles)

Masashi Ieda, Takashi Yamashita, Yumiharu Nakano

Journal of Mathematical Finance Vol.3 No.3，August 22, 2013

DOI: 10.4236/jmf.2013.33040 4,564 Downloads 7,032 Views Citations
Unified Performance and Availability Model for Call Admission Control in Heterogeneous Wireless Networks (Articles)

Ramesh Babu H. Siddamallaiah, Gowrishankar Subramanian, Piriyapatna S. Satyanarayana

Int'l J. of Communications, Network and System Sciences Vol.3 No.4，April 30, 2010

DOI: 10.4236/ijcns.2010.34052 4,931 Downloads 8,852 Views Citations
A Novel Stochastic Algorithm Using Pythagorean Means for Minimization (Articles)

Mona Subramaniam, Manju Senthil, Madhav Nigam

Intelligent Control and Automation Vol.1 No.2，November 26, 2010

DOI: 10.4236/ica.2010.12009 5,348 Downloads 7,839 Views Citations
Adaptation in Stochastic Dynamic Systems—Survey and New Results I (Articles)

Innokentiy V. Semushin

Int'l J. of Communications, Network and System Sciences Vol.4 No.1，January 28, 2011

DOI: 10.4236/ijcns.2011.41002 4,156 Downloads 8,315 Views Citations

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