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)
- Optimal consumption of the stochastic Ramsey problem for non-Lipschitz diffusion
- Stability conditions of an ODE arising in human motion and its numerical simulation
- Large deviation principle for spatial economic growth model on networks
- scientific article; zbMATH DE number 3535794 (Why is no real title available?)
- scientific article; zbMATH DE number 970034 (Why is no real title available?)
- Dynamic programming principle for classical and singular stochastic control with discretionary stopping
- Column-wise extendible vector expressions and the relational computation of sets of sets
- scientific article; zbMATH DE number 5480935 (Why is no real title available?)
- Optimal dividend and risk control in diffusion models with linear costs
- Invariant relations for affine loops
- Stochastic modeling in economics and finance.
- Optimal consumption in the stochastic Ramsey problem without boundedness constraints
- A stochastic model of economic growth in time-space
- Controlled Markov processes and viscosity solutions
- Book Review: Optimal stochastic control, stochastic target problems, and backward SDE
- Optimal stopping problem associated with jump-diffusion processes
- Stochastic control theory and operational research
- Discrete-time control with non-constant discount factor
- Stochastic optimization and economic models
- Stochastic linear-quadratic optimal control theory: differential games and mean-field problems
- Solving discrete first-order matrix linear control problems with general parametric uncertainties: a probability-density-based approach
- 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
- Contract Theory: Discrete- and Continuous-Time Models
- Fifty years of mathematical growth theory: classical topics and new trends
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