Results 81 to 90 of about 1,288 (181)

The Optimal Robust Investment Problem in the Foreign Stock Market of an Ambiguity-Averse Insurer

Axioms
To address the need for robust investment strategies in an increasingly uncertain global market, this study focuses on an ambiguity-averse insurer facing exchange rate uncertainty while investing in a foreign stock market.
Linlin Tian, Yixuan Tian, Xiaoyi Zhang
doaj   +1 more source

Application of maximal monotone operator method for solving\n Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection\n problem [PDF]

, 2021
Daniel Ševčovič, Cyril Izuchukwu Udeani   +1 more
openalex   +1 more source

Hamilton–Jacobi–Bellman Equations on Multi-domains

, 2013
Zhiping Rao, Hasnaa Zidani
openalex   +2 more sources

Periodic homogenization for weakly elliptic Hamilton-Jacobi-Bellman equations with critical fractional diffusion [PDF]

, 2021
Adina Ciomaga, Daria Ghilli, Erwin Topp
openalex   +1 more source

The Brenier-Schrödinger problem with respect to Feller semimartingales and non-local Hamilton-Jacobi-Bellman equations [PDF]

Ronan Herry, Baptiste Huguet
openalex   +1 more source

Transformation Method for Solving Hamilton-Jacobi-Bellman Equation for\n Constrained Dynamic Stochastic Optimal Allocation Problem [PDF]

, 2013
Soňa Kilianová, Daniel Ševčovič
openalex   +1 more source

Optimal control by deep learning techniques and its applications on epidemic models. [PDF]

J Math Biol, 2023
Yin S, Wu J, Song P.
europepmc   +1 more source

Ergodic problem for the Hamilton–Jacobi–Bellman equation. II

, 1998
Mariko Arisawa
openalex   +2 more sources

Hamilton-Jacobi-Bellman equation of nonlinear optimal control problems with fractional discount rate [PDF]

, 2022
Gou Nishida, Takamatsu Takahiro, Noboru Sakamoto   +2 more
openalex   +1 more source

Ergodic problem for the Hamilton–Jacobi–Bellman equation. I. Existence of the ergodic attractor

, 1997
Mariko Arisawa
openalex   +2 more sources