Stochastic Systems; Differential Games; Markovian Jumps; Stochastic H∞ Control - Articles

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
Modelling and Simulating Dynamics Efficiency of Rural-Community Banks (RCBs) in Ghana (Articles)

Pascal Gidigah, Joseph Acquah, Akyene Tetteh

Open Journal of Modelling and Simulation Vol.10 No.4，August 25, 2022

DOI: 10.4236/ojmsi.2022.104019 188 Downloads 659 Views Citations
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 6,129 Downloads 10,007 Views Citations
On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks (Articles)

Mario Annunziato, Alfio Borzì, Fabio Nobile, Raul Tempone

Applied Mathematics Vol.5 No.16，September 2, 2014

DOI: 10.4236/am.2014.516239 5,082 Downloads 7,401 Views Citations
Controllability of Stochastic Integro-Differential Systems with Time Delay in Control Input (Articles)

Murugesan Sathya, Shanmugasundaran Karthikeyan, Emmanuel Hagenimana

Journal of Applied Mathematics and Physics Vol.13 No.4，April 8, 2025

DOI: 10.4236/jamp.2025.134057 28 Downloads 128 Views Citations
A Clustering Method to Solve Backward Stochastic Differential Equations with Jumps (Articles)

Liangliang Zhang

Journal of Mathematical Finance Vol.10 No.1，December 13, 2019

DOI: 10.4236/jmf.2020.101001 720 Downloads 1,743 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
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
Stabilization of Functional System with Markovian Switching (Articles)

Lizhu Feng, Qiong Cai

Applied Mathematics Vol.4 No.11A，November 27, 2013

DOI: 10.4236/am.2013.411A1006 4,223 Downloads 5,677 Views Citations
This article belongs to the Special Issue on Functional Analysis
Semantic model and optimization of creative processes at mathematical knowledge formation (Articles)

Victor Egorovitch Firstov

Natural Science Vol.2 No.8，August 25, 2010

DOI: 10.4236/ns.2010.28113 6,016 Downloads 10,023 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
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 4,580 Views Citations
The Relative Biologic Effectiveness versus Linear Energy Transfer Curve as a Cell Trait (Articles)

Quoc T. Luu, Paul DuChateau

Applied Mathematics Vol.4 No.11C，October 29, 2013

DOI: 10.4236/am.2013.411A3004 3,949 Downloads 5,804 Views Citations
This article belongs to the Special Issue on Harmonic Analysis and Wavelets
Stochastic Viscosity Solutions for SPDEs with Discontinuous Coefficients (Articles)

Yidong Zhang

Applied Mathematics Vol.11 No.11，November 30, 2020

DOI: 10.4236/am.2020.1111083 614 Downloads 1,254 Views Citations
Three Important Applications of Mathematics in Financial Mathematics (Articles)

Xiaogang Yang

American Journal of Industrial and Business Management Vol.7 No.9，September 25, 2017

DOI: 10.4236/ajibm.2017.79077 3,361 Downloads 79,629 Views Citations
Two Implicit Runge-Kutta Methods for Stochastic Differential Equation (Articles)

Fuwen Lu, Zhiyong Wang

Applied Mathematics Vol.3 No.10，October 12, 2012

DOI: 10.4236/am.2012.310162 5,484 Downloads 9,076 Views Citations
Brownian Motion & the Stochastic Behavior of Stocks (Articles)

Pantelis Tassopoulos, Yorgos Protonotarios

Journal of Mathematical Finance Vol.12 No.1，February 15, 2022

DOI: 10.4236/jmf.2022.121009 362 Downloads 2,880 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
Mean Square Solutions of Second-Order Random Differential Equations by Using the Differential Transformation Method (Articles)

Ayad R. Khudair, S. A. M. Haddad, Sanaa L. Khalaf

Open Journal of Applied Sciences Vol.6 No.4，April 28, 2016

DOI: 10.4236/ojapps.2016.64028 2,607 Downloads 3,944 Views Citations
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

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