Stochastic control and mathematical modeling. Applications in economics.
dynamic programmingstochastic differential equationoptimal stoppingstochastic controlviscosity solutionproduction planningHamilton--Jacobi--Bellman equationoptimal consumption/investment modeloptimal pollution control
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Stochastic models in economics (91B70) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02)
- Invariant relations for affine loops
- A stochastic model of economic growth in time-space
- Book Review: Optimal stochastic control, stochastic target problems, and backward SDE
- Stability conditions of an ODE arising in human motion and its numerical simulation
- Stochastic optimization and economic models
- Optimal dividend and risk control in diffusion models with linear costs
- Stochastic control theory and operational research
- scientific article; zbMATH DE number 5480935 (Why is no real title available?)
- Column-wise extendible vector expressions and the relational computation of sets of sets
- scientific article; zbMATH DE number 3535794 (Why is no real title available?)
- Optimal consumption in the stochastic Ramsey problem without boundedness constraints
- Discrete-time control with non-constant discount factor
- Stochastic modeling in economics and finance.
- Stochastic linear-quadratic optimal control theory: differential games and mean-field problems
- Modern trends in controlled stochastic processes: theory and applications, V.III. Selected papers based on the presentations at the traditional Liverpool workshop on controlled stochastic processes, Liverpool, UK, July 2021
- Optimal consumption of the stochastic Ramsey problem for non-Lipschitz diffusion
- Controlled Markov processes and viscosity solutions
- Dynamic programming principle for classical and singular stochastic control with discretionary stopping
- Large deviation principle for spatial economic growth model on networks
- scientific article; zbMATH DE number 970034 (Why is no real title available?)
- Optimal stopping problem associated with jump-diffusion processes
- Solving discrete first-order matrix linear control problems with general parametric uncertainties: a probability-density-based approach
- Contract Theory: Discrete- and Continuous-Time Models
- Fifty years of mathematical growth theory: classical topics and new trends
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