Stochastic Optimal Control - Articles - Scientific Research Publishing

Application of Stochastic Control Technique in Production and Inventory Model for a Fixed or Constant Demand Rate (Articles)

Nathaniel Kayode Oladejo

Open Journal of Optimization Vol.14 No.2, June 13, 2025

DOI: 10.4236/ojop.2025.142003 140 Downloads 565 Views Citations
Stochastic Maximum Principle for Optimal Advertising Models with Delay and Non-Convex Control Spaces (Articles)

Giuseppina Guatteri, Federica Masiero

Advances in Pure Mathematics Vol.14 No.6, June 18, 2024

DOI: 10.4236/apm.2024.146025 165 Downloads 646 Views Citations
Optimal Strategies for COVID-19 Control in a Stochastic Process (Articles)

Bongor Danhree, Koina Rodoumta

Applied Mathematics Vol.16 No.10, October 28, 2025

DOI: 10.4236/am.2025.1610037 80 Downloads 576 Views Citations
Numerical Methods in Financial and Actuarial Applications: A Stochastic Maximum Principle Approach (Articles)

Marina Di Giacinto

Journal of Mathematical Finance Vol.8 No.2, April 4, 2018

DOI: 10.4236/jmf.2018.82019 1,408 Downloads 4,400 Views Citations
This article belongs to the Special Issue on Actuarial Science and Finance
Production Planning of a Failure-Prone Manufacturing/Remanufacturing System with Production-Dependent Failure Rates (Articles)

Annie Francie Kouedeu, Jean-Pierre Kenné, Pierre Dejax, Victor Songmene, Vladimir Polotski

Applied Mathematics Vol.5 No.10, June 6, 2014

DOI: 10.4236/am.2014.510149 4,217 Downloads 6,335 Views Citations
Continuous-Time Mean-Variance Portfolio Selection with Inflation in an Incomplete Market (Articles)

Yingying Xu, Zhuwu Wu

Journal of Financial Risk Management Vol.3 No.2, June 12, 2014

DOI: 10.4236/jfrm.2014.32003 3,356 Downloads 5,548 Views Citations
The Investors’ Behavior towards the Relationship between Bitcoin, Litcoin, Dash Coins, and Gold: A Portfolio Modeling Approach (Articles)

Asma Maghrebi, Fathi Abid

Journal of Mathematical Finance Vol.11 No.3, August 19, 2021

DOI: 10.4236/jmf.2021.113028 663 Downloads 2,902 Views Citations
This article belongs to the Special Issue on Stochastic and Financial Mathematics
Stackelberg Differential Game for Target Benefit Pension Plans (Articles)

Jiachen Chen, Jianting Qie

Modern Economy Vol.16 No.11, November 12, 2025

DOI: 10.4236/me.2025.1611082 84 Downloads 395 Views Citations
Relationship between Maximum Principle and Dynamic Programming in Stochastic Differential Games and Applications (Articles)

Jingtao Shi

American Journal of Operations Research Vol.3 No.6, October 24, 2013

DOI: 10.4236/ajor.2013.36043 6,310 Downloads 10,615 Views Citations
Optimal Investment in Advertising and Quality to Mitigate a Possible Product-Harm Crisis (Articles)

Francesco Moresino

Open Journal of Business and Management Vol.12 No.3, April 22, 2024

DOI: 10.4236/ojbm.2024.123074 150 Downloads 776 Views Citations
Optimal Investment and Proportional Reinsurance with Risk Constraint (Articles)

Jingzhen Liu, Ka Fai Cedric Yiu, Ryan C. Loxton, Kok Lay Teo

Journal of Mathematical Finance Vol.3 No.4, October 17, 2013

DOI: 10.4236/jmf.2013.34046 4,452 Downloads 8,279 Views Citations
Optimal Investment Problem with Multiple Risky Assets under the Constant Elasticity of Variance (CEV) Model (Articles)

Hui Zhao, Ximin Rong, Weiqin Ma, Bo Gao

Modern Economy Vol.3 No.6, October 31, 2012

DOI: 10.4236/me.2012.36092 4,643 Downloads 8,095 Views Citations
A Stochastic Optimal Control Theory to Model Spontaneous Breathing (Articles)

Kyongyob Min

Applied Mathematics Vol.4 No.11, November 5, 2013

DOI: 10.4236/am.2013.411208 4,331 Downloads 6,605 Views Citations
Optimal Dividend Problem for a Compound Poisson Risk Model (Articles)

Ying Shen, Chuancun Yin

Applied Mathematics Vol.5 No.10, June 3, 2014

DOI: 10.4236/am.2014.510142 3,399 Downloads 5,110 Views Citations
On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks (Articles)

Mario Annunziato, Alfio Borzì, Fabio Nobile, Raul Tempone

Applied Mathematics Vol.5 No.16, September 2, 2014

DOI: 10.4236/am.2014.516239 5,344 Downloads 8,215 Views Citations
On Steady Dividend Payment under Functional Mean Reversion Speed (Articles)

Adeline Peter Mtunya, Philip Ngare, Yaw Nkansah-Gyekye

Journal of Mathematical Finance Vol.6 No.3, August 2, 2016

DOI: 10.4236/jmf.2016.63030 1,941 Downloads 3,773 Views Citations
Least Squares Solution for Discrete Time Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences (Articles)

Sie Long Kek, Jiao Li, Kok Lay Teo

Applied Mathematics Vol.8 No.1, January 11, 2017

DOI: 10.4236/am.2017.81001 1,704 Downloads 3,288 Views Citations
This article belongs to the Special Issue on Fixed Point Theory and Optimization
Optimal Investment Strategy under Stochastic Interest Rates (Articles)

Adeline Peter Mtunya, Philip Ngare, Yaw Nkansah-Gyekye

Journal of Mathematical Finance Vol.7 No.2, May 19, 2017

DOI: 10.4236/jmf.2017.72017 1,885 Downloads 3,501 Views Citations
Three Important Applications of Mathematics in Financial Mathematics (Articles)

Xiaogang Yang

American Journal of Industrial and Business Management Vol.7 No.9, September 25, 2017

DOI: 10.4236/ajibm.2017.79077 3,585 Downloads 81,865 Views Citations
Effect of Extra Contribution on Stochastic Optimal Investment Strategies for DC Pension with Stochastic Salary under the Affine Interest Rate Model (Articles)

K. N. C. Njoku, Bright O. Osu, Edikan E. Akpanibah, Rosemary N. Ujumadu

Journal of Mathematical Finance Vol.7 No.4, October 25, 2017

DOI: 10.4236/jmf.2017.74043 1,110 Downloads 2,571 Views Citations

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