Results 41 to 50 of about 402 (50)

Minimizing the Probability of Lifetime Ruin Under Ambiguity Aversion

SIAM Journal on Control and Optimization, 2015
Erhan Bayraktar, Yuchong Zhang
exaly  

On Viscosity Solutions of Space-Fractional Diffusion Equations of Caputo Type

SIAM Journal on Mathematical Analysis, 2020
Piotr Rybka, Tokinaga Namba
exaly  

Viscosity Solutions for the Two-Phase Stefan Problem

Communications in Partial Differential Equations, 2011
Inwon C Kim
exaly  

The evolution problem associated with eigenvalues of the Hessian

Journal of the London Mathematical Society, 2020
Pablo Blanc, Julio D Rossi
exaly  

Stochastic Perron's Method for the Probability of Lifetime Ruin Problem Under Transaction Costs

SIAM Journal on Control and Optimization, 2015
Erhan Bayraktar, Yuchong Zhang
exaly  

On the Convergence of Finite Element Methods for Hamilton--Jacobi--Bellman Equations

SIAM Journal on Numerical Analysis, 2013
Max Jensen, Iain Smears
exaly  

Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations

SIAM Journal on Control and Optimization, 2018
Jinniao Qiu
exaly  

Perron’s method for pathwise viscosity solutions

Communications in Partial Differential Equations, 2018
exaly  

Viscosity solutions of general viscous Hamilton–Jacobi equations

Mathematische Annalen, 2014
exaly  

Viscosity Solutions for McKean–Vlasov Control on a Torus

SIAM Journal on Control and Optimization
Halil Mete Soner
exaly