Representation of Weak Solutions of Convex Hamilton–Jacobi–Bellman Equations on Infinite Horizon [PDF]
, 2020 Vincenzo Basco
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Worst-Case Investment and Reinsurance Optimization for an Insurer under Model Uncertainty
Discrete Dynamics in Nature and Society, 2016 In this paper, we study optimal investment-reinsurance strategies for an insurer who faces model uncertainty. The insurer is allowed to acquire new business and invest into a financial market which consists of one risk-free asset and one risky asset ...
Xiangbo Meng +3 more
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Hamilton-Jacobi-Bellman Equations for Q-Learning in Continuous Time [PDF]
, 2019 Jeongho Kim, Insoon Yang
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Comparison Principle for Hamilton-Jacobi-Bellman Equations via a Bootstrapping Procedure [PDF]
, 2021 Richard C. Kraaij, Mikola C. Schlottke
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Finite element approximation of Hamilton–Jacobi–Bellman equations with nonlinear mixed boundary conditions [PDF]
, 2023 Bartosz Jaroszkowski, Max Jensen
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Quantum ReportsThe Stueckelberg wave equation is transformed into a quantum telegraph equation and a set of stationary states is obtained as unitary solutions. As it has been shown previously that this PDE relates to the Dirac operator, and on the other hand it is a ...
Jussi Lindgren
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A review from the PDE viewpoint of Hamilton-Jacobi-Bellman Equations Arising in Optimal Control with Vectorial Cost [PDF]
, 2014 Nikos Katzourakis, Tristan Pryer
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Dynamic programming principle for one kind of stochastic recursive optimal control problem and Hamilton-Jacobi-Bellman equations [PDF]
, 2007 Zhen Wu, Zhiyong Yu
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Correction: a comparison principle for semilinear Hamilton–Jacobi–Bellman equations in the Wasserstein space [PDF]
Samuel Daudin, Benjamin Seeger
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