المؤلفون: Lin, Liyuan¹ (AUTHOR), Liu, Fangda² (AUTHOR), Liu, Jingzhen³ (AUTHOR) janejz.liu@hotmail.com, Yu, Luyang⁴ (AUTHOR)

المصدر: Scandinavian Actuarial Journal. Feb2025, Vol. 2025 Issue 1, p51-78. 28p.

مصطلحات موضوعية: *REINSURANCE, *INTEREST rates, *MARKET leaders, *PRICES, HAMILTON-Jacobi-Bellman equation, COST functions

المؤلفون: Chen, Wanjin¹ (AUTHOR), Peng, Xingchun¹ (AUTHOR) pxch@whut.edu.cn

المصدر: Communications in Statistics: Theory & Methods. 2024, Vol. 53 Issue 24, p8764-8786. 23p.

مصطلحات موضوعية: *MONTE Carlo method, *ASSET allocation, *INVESTMENT information, *DYNAMIC programming, HAMILTON-Jacobi-Bellman equation

المؤلفون: Capponi, Agostino¹ (AUTHOR) ac3827@columbia.edu, Zhang, Yuchong² (AUTHOR) yuchong.zhang@utoronto.ca

المصدر: Management Science. Nov2024, Vol. 70 Issue 11, p7664-7691. 28p.

مصطلحات موضوعية: *DYNAMIC programming, *WEALTH management services, *STOCHASTIC processes, HAMILTON-Jacobi-Bellman equation, VISCOSITY solutions

المؤلفون: Wang, Tao^1,2 (AUTHOR), Chen, Zhiping^2,3 (AUTHOR) zchen@mail.xjtu.edu.cn, Yang, Peng⁴ (AUTHOR)

المصدر: IMA Journal of Management Mathematics. Oct2024, Vol. 35 Issue 4, p651-692. 42p.

مصطلحات موضوعية: *INVESTMENT policy, *PRICES, *REINSURANCE, *INSURANCE companies, HAMILTON-Jacobi-Bellman equation

المؤلفون: Kunisch, Karl^1,2 (AUTHOR) karl.kunisch@uni-graz.at, Vásquez-Varas, Donato¹ (AUTHOR) donato.vasquez-varas@ricam.oeaw.ac.at

المصدر: Journal of Differential Equations. Dec2024, Vol. 411, p438-477. 40p.

مصطلحات موضوعية: *HOLDER spaces, *HAMILTON-Jacobi-Bellman equation, *VISCOSITY solutions, *SMOOTHNESS of functions, *LYAPUNOV functions

المؤلفون: Ouaknin, Gaddiel Y.¹ (AUTHOR) gaddyouaknin18@gmail.com

المصدر: Quantitative Finance. Jul2024, Vol. 24 Issue 7, p875-888. 14p.

مصطلحات موضوعية: *YIELD curve (Finance), *BONDS (Finance), HAMILTON-Jacobi-Bellman equation, PARAMETRIC equations, STOCHASTIC differential equations

المؤلفون: Conforti, Giovanni¹ (AUTHOR) giovanni.conforti@polytechnique.edu

المصدر: Probability Theory & Related Fields. Aug2024, Vol. 189 Issue 3/4, p1045-1071. 27p.

مصطلحات موضوعية: HAMILTON-Jacobi-Bellman equation

المؤلفون: Zhang, Liangquan¹ (AUTHOR) xiaoquan51011@163.com

المصدر: Journal of Differential Equations. Nov2024, Vol. 409, p334-394. 61p.

مصطلحات موضوعية: *LINEAR differential equations, *HAMILTON-Jacobi-Bellman equation, *STOCHASTIC control theory, *QUADRATIC differentials, *RICCATI equation, *MATHEMATICAL decoupling, *HAMILTON-Jacobi equations

المؤلفون: Ormeci Matoglu, Melda¹ (AUTHOR) meldaormeci@gmail.com, Vande Vate, John H.² (AUTHOR)

المصدر: Stochastics: An International Journal of Probability & Stochastic Processes. Sep2024, Vol. 96 Issue 6, p1700-1734. 35p.

مصطلحات موضوعية: *INVENTORY control, *HAMILTON-Jacobi-Bellman equation, *INDUSTRIAL costs, *BACK orders, *INDUSTRIAL capacity

المؤلفون: Hartono, Hartono¹ (AUTHOR) yghartono@usd.ac.id

المصدر: AIP Conference Proceedings. 2024, Vol. 3077 Issue 1, p1-7. 7p.

مصطلحات موضوعية: *HAMILTON-Jacobi-Bellman equation, *NONLINEAR differential equations, *PARTIAL differential equations, *NONLINEAR equations

المؤلفون: ITSUKI WATANABE¹ itsukiwatanabe@aoni.waseda.jp

المصدر: SIAM Journal on Control & Optimization. 2024, Vol. 62 Issue 2, p1152-1164. 13p.

مصطلحات موضوعية: *MARKOV processes, HAMILTON-Jacobi equations, HAMILTON-Jacobi-Bellman equation, VISCOSITY solutions, EQUATIONS, JUMP processes

المؤلفون: Huang, Menglei¹ (AUTHOR) 905076155@qq.com, Zhou, Qing¹ (AUTHOR) zqleii@bupt.edu.cn

المصدر: Journal of Industrial & Management Optimization. May2024, Vol. 20 Issue 5, p1-22. 22p.

مصطلحات موضوعية: *STOCKS (Finance), *ELASTICITY (Economics), *DYNAMIC programming, HAMILTON-Jacobi-Bellman equation, ANALYTICAL solutions

المؤلفون: Xie, Bowen¹ (AUTHOR) xie.b@wustl.edu, Gao, Yijin² (AUTHOR) 2022024@shisu.edu.cn

المصدر: Journal of Industrial & Management Optimization. May2024, Vol. 20 Issue 5, p1-22. 22p.

مصطلحات موضوعية: *STOCHASTIC models, HAMILTON-Jacobi-Bellman equation, STOCHASTIC control theory, ORDINARY differential equations

المؤلفون: Kundu, Sudeep¹ (AUTHOR) sudeep.kundu@uni-graz.at, Kunisch, Karl^1,2 (AUTHOR)

المصدر: Computational Optimization & Applications. Apr2024, Vol. 87 Issue 3, p785-809. 25p.

مصطلحات موضوعية: HAMILTON-Jacobi equations, HAMILTON-Jacobi-Bellman equation, LINEAR equations

المؤلفون: Cacace, Simone¹ (AUTHOR) simone.cacace@uniroma1.it, Oliviero, Alessio¹ (AUTHOR) alessio.oliviero@uniroma1.it

المصدر: Mathematics & Computers in Simulation. Sep2024, Vol. 223, p523-542. 20p.

مصطلحات موضوعية: *PONTRYAGIN'S minimum principle, *HAMILTON-Jacobi-Bellman equation, *ORDINARY differential equations, *PARTIAL differential equations, *DYNAMIC programming, *EPIDEMIOLOGY

المؤلفون: Alibaud, Nathaël^1,2 (AUTHOR) nathael.alibaud@ens2m.fr, Endal, Jørgen^1,3 (AUTHOR) jorgen.endal@ntnu.no, Jakobsen, Espen R.^1,3 (AUTHOR) espen.jakobsen@ntnu.no

المصدر: Journal de Mathematiques Pures et Appliquees. Aug2024, Vol. 188, p26-72. 47p.

مصطلحات موضوعية: *VISCOSITY solutions, *HAMILTON-Jacobi-Bellman equation, *DEGENERATE parabolic equations, *PARABOLIC operators, *YANG-Baxter equation

المؤلفون: KOUHKOUH, HICHAM¹ kouhkouh@eddy.rwth-aachen.de

المصدر: SIAM Journal on Control & Optimization. 2024, Vol. 62 Issue 1, p415-440. 26p.

مصطلحات موضوعية: *MATHEMATICAL optimization, HAMILTON-Jacobi equations, HAMILTON-Jacobi-Bellman equation, DUALITY theory (Mathematics), BANACH spaces, EQUATIONS, INVARIANT measures

المؤلفون: Calvia, Alessandro¹ (AUTHOR) acalvia@luiss.it, Gozzi, Fausto¹ (AUTHOR), Lippi, Francesco^1,2 (AUTHOR), Zanco, Giovanni³ (AUTHOR)

المصدر: Economic Theory. Feb2024, Vol. 77 Issue 1/2, p169-196. 28p.

مصطلحات موضوعية: *DYNAMIC programming, *STAY-at-home orders, *COVID-19, *VALUATION of real property, HAMILTON-Jacobi-Bellman equation

المؤلفون: Federico, Salvatore¹ (AUTHOR) salvatore.federico@unige.it, Ferrari, Giorgio² (AUTHOR), Torrente, Maria-Laura¹ (AUTHOR)

المصدر: Economic Theory. Feb2024, Vol. 77 Issue 1/2, p49-74. 26p.

مصطلحات موضوعية: HAMILTON-Jacobi-Bellman equation, COST functions, VACCINATION, VISCOSITY solutions, NATURAL numbers

المؤلفون: Brinker, Leonie Violetta¹ (AUTHOR) leonie.brinker@fernuni-hagen.de, Schmidli, Hanspeter² (AUTHOR)

المصدر: Decisions in Economics & Finance. Dec2023, Vol. 46 Issue 2, p635-665. 31p.

مصطلحات موضوعية: *REINSURANCE, *INSURANCE companies, *BUSINESS insurance, *DISCOUNT prices, HAMILTON-Jacobi-Bellman equation