Pages that link to "Item:Q162704"

The following pages link to Applied Mathematics and Optimization (Q162704):

Displaying 50 items.

• Convergence of the approximation scheme to American option pricing via the discrete Morse semiflow (Q434251) (← links)
• On shape optimization for an evolution coupled system (Q434252) (← links)
• Spectral solutions of self-adjoint elliptic problems with immersed interfaces (Q434254) (← links)
• A general optimality conditions for stochastic control problems of jump diffusions (Q434355) (← links)
• \(L ^{\infty }\) variational problems with running costs and constraints (Q434357) (← links)
• About an optimal visiting problem (Q434359) (← links)
• Control improvement for jump-diffusion processes with applications to finance (Q434360) (← links)
• Principal eigenvalue minimization for an elliptic problem with indefinite weight and Robin boundary conditions (Q434361) (← links)
• Subdifferential of optimal value functions in nonlinear infinite programming (Q434364) (← links)
• \(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space (Q434367) (← links)
• Decay of solutions to damped Korteweg-de Vries type equation (Q434369) (← links)
• \(n\)-person dynamic strategic market games (Q434371) (← links)
• Numerical schemes for rough parabolic equations (Q434372) (← links)
• First and second order necessary conditions for stochastic optimal control problems (Q442561) (← links)
• Optimality conditions for semilinear hyperbolic equations with controls in coefficients (Q442562) (← links)
• Local risk-minimization for defaultable claims with recovery process (Q442563) (← links)
• min-max spaces and complexity reduction in min-max expansions (Q442564) (← links)
• Interior estimates for the first-order differences for finite-difference approximations for elliptic Bellman's equations (Q442565) (← links)
• Viscoelastic Timoshenko beams with occasionally constant relaxation functions (Q442566) (← links)
• Controlled nonlinear stochastic delay equations: Part I: Modeling and approximations (Q442568) (← links)
• Existence and asymptotic behavior of the wave equation with dynamic boundary conditions (Q442569) (← links)
• Controlled nonlinear stochastic delay equations: Part II: Approximations and pipe-flow representations (Q442570) (← links)
• Subsolutions that are close in the uniform norm are close in the Sobolev norm as well (Q442572) (← links)
• On the approximate controllability of Stackelberg-Nash strategies for linearized micropolar fluids (Q480992) (← links)
• Filtering for non-Markovian SDEs involving nonlinear SPDEs and backward parabolic equations (Q480995) (← links)
• Second order sufficient conditions for optimal control problems with non-unique minimizers: an abstract framework (Q480997) (← links)
• The 2D Kawahara equation on a half-strip (Q480999) (← links)
• A reduced complexity MIN-plus solution method to the optimal control of closed quantum systems (Q481002) (← links)
• On mean-variance hedging of bond options with stochastic risk premium factor (Q481005) (← links)
• Optimal control and controllability of a phase field system with one control force (Q481008) (← links)
• Erratum to: ``Decay rates to equilibrium for nonlinear plate equations with degenerate, geometrically-constrained damping'' (Q481009) (← links)
• Optimal control of first-order Hamilton-Jacobi equations with linearly bounded Hamiltonian (Q486237) (← links)
• Sufficient stochastic maximum principle for discounted control problem (Q486238) (← links)
• A stochastic recursive optimal control problem under the G-expectation framework (Q486239) (← links)
• Inviscid incompressible limits under mild stratification: a rigorous derivation of the Euler-Boussinesq system (Q486240) (← links)
• Recovering a constant in the two-dimensional Navier-Stokes system with no initial condition (Q486241) (← links)
• Time optimal controls of the Lengyel-Epstein model with internal control (Q486242) (← links)
• A semi-linear backward parabolic Cauchy problem with unbounded coefficients of Hamilton-Jacobi-Bellman type and applications to optimal control (Q496116) (← links)
• Weak convergence of a mass-structured individual-based model (Q496117) (← links)
• Finite difference schemes for stochastic partial differential equations in Sobolev spaces (Q496118) (← links)
• Domain optimization for an acoustic waveguide scattering problem (Q496120) (← links)
• Contraction options and optimal multiple-stopping in spectrally negative Lévy models (Q496121) (← links)
• Erratum to: ``Weak convergence of a mass-structured individual-based model'' (Q496122) (← links)
• Global existence and uniqueness of weak and regular solutions of shallow shells with thermal effects (Q517919) (← links)
• Stochastic games for continuous-time jump processes under finite-horizon payoff criterion (Q517921) (← links)
• Incremental projection approach of regularization for inverse problems (Q517924) (← links)
• On the optimal transport of semiclassical measures (Q517925) (← links)
• A probabilistic approach to large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions (Q517927) (← links)
• A piecewise deterministic Markov toy model for traffic/maintenance and associated Hamilton-Jacobi integrodifferential systems on networks (Q517928) (← links)
• On classical and restricted impulse stochastic control for the exchange rate (Q517931) (← links)