Optimal resource allocation for maintaining system solvency

MaRDI QIDQ7225107arXivFDO

Authors Gaoyue Guo, Wenpin Tang, Nizar Touzi

Publication date 2026

Published in arXiv

Mathematics Subject Classification ID

Nonlinear elliptic equations (35J60) PDEs in connection with control and optimization (35Q93) Dynamic programming in optimal control and differential games (49L20) Diffusion processes (60J60) Optimal stochastic control (93E20)

arXiv classification

math.OC

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