Stochastic Maximum Principle - Articles - Scientific Research Publishing

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
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 4,398 Views Citations
This article belongs to the Special Issue on Actuarial Science and Finance
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 6,307 Downloads 10,610 Views Citations
A Mean-Field Stochastic Maximum Principle for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps via Malliavin Calculus (Articles)

Qing Zhou, Yong Ren

Journal of Applied Mathematics and Physics Vol.6 No.1, January 16, 2018

DOI: 10.4236/jamp.2018.61014 1,091 Downloads 2,602 Views Citations
Temporal Prediction of Aircraft Loss-of-Control: A Dynamic Optimization Approach (Articles)

Chaitanya Poolla, Abraham K. Ishihara

Intelligent Control and Automation Vol.6 No.4, November 13, 2015

DOI: 10.4236/ica.2015.64023 4,779 Downloads 5,950 Views Citations
Application of FRS on Target Recognition (Articles)

Donghua Gu, Zhenyu Han, Qing’e Wu

Open Journal of Applied Sciences Vol.7 No.10, October 10, 2017

DOI: 10.4236/ojapps.2017.710036 1,100 Downloads 2,096 Views Citations
A Model of Spatial Spread of an Infection with Applications to HIV/AIDS in Mali (Articles)

Ouaténi Diallo, Yaya Koné, Jérôme Pousin

Applied Mathematics Vol.3 No.12, December 14, 2012

DOI: 10.4236/am.2012.312256 4,681 Downloads 7,427 Views Citations
Limit of the Solution of a PDE in the Degenerate Case (Articles)

Alassane Diedhiou

Applied Mathematics Vol.4 No.2, February 27, 2013

DOI: 10.4236/am.2013.42051 3,621 Downloads 6,168 Views Citations
Hedging “Sudden Stops” and Emergent Recessions through International Reserves in Egypt—An Application of the Martingale Optimality Principle Approach (Articles)

Ahmed S. Abutaleb, Michael G. Papaioannou

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

DOI: 10.4236/jmf.2021.113024 283 Downloads 1,104 Views Citations
Maximum Principles for Normal Matrices (Articles)

Achiya Dax

Advances in Linear Algebra & Matrix Theory Vol.9 No.3, September 30, 2019

DOI: 10.4236/alamt.2019.93005 2,638 Downloads 4,262 Views Citations
Optimal Campaign in Leptospirosis Epidemic by Multiple Control Variables (Articles)

Muhammad Altaf Khan, Gul Zaman, Saeed Islam, Muhammad Ikhlaq Chohan

Applied Mathematics Vol.3 No.11, November 20, 2012

DOI: 10.4236/am.2012.311229 5,584 Downloads 8,589 Views Citations
Pontryagin’s Maximum Principle for a Advection-Diffusion-Reaction Equation (Articles)

Youjun Xu, Cuie Xiao, Hui Zhu

Applied Mathematics Vol.3 No.12, December 14, 2012

DOI: 10.4236/am.2012.312258 4,117 Downloads 6,932 Views Citations
Non-Linear Semi-Quantum Hamiltonians and Its Associated Lie Algebras (Articles)

Claudia M. Sarris, Angelo Plastino

Applied Mathematics Vol.5 No.20, November 20, 2014

DOI: 10.4236/am.2014.520306 5,283 Downloads 6,854 Views Citations
This article belongs to the Special Issue on Nonlinear Systems
An Optimal Control Approach to HIV Immunology (Articles)

Edilson F. Arruda, Claudia M. Dias, Camila V. de Magalhães, Dayse H. Pastore, Roberto C. A. Thomé, Hyun Mo Yang

Applied Mathematics Vol.6 No.6, June 15, 2015

DOI: 10.4236/am.2015.66102 4,341 Downloads 6,237 Views Citations
Modelling the Optimal Control of Transmission Dynamics of Mycobacterium ulceran Infection (Articles)

Magreth Anga Kimaro, Estomih S. Massawe, Daniel Oluwole Makinde

Open Journal of Epidemiology Vol.5 No.4, November 9, 2015

DOI: 10.4236/ojepi.2015.54027 3,633 Downloads 4,813 Views Citations
Increasing of Resistance and Resilience of an Urban System against Calamities in the Light of the Maximum Ordinality Principle (Articles)

Corrado Giannantoni, Laura Cennini

Journal of Applied Mathematics and Physics Vol.9 No.8, August 19, 2021

DOI: 10.4236/jamp.2021.98126 309 Downloads 1,099 Views Citations
This article belongs to the Special Issue on Application of Mathematical Models in Physics and Engineering
Optimal Control Analysis of Influenza Epidemic Model (Articles)

Faizunnesa Khondaker

Applied Mathematics Vol.13 No.10, October 31, 2022

DOI: 10.4236/am.2022.1310053 368 Downloads 1,584 Views Citations
Solution to the “Three-Body Problem” in the Light of the Maximum Ordinality Principle, as a “Suggestion” for a Ri-Orientation of the Present Scientific Perspective in “Favor” of the “Irreducible Quality” (Articles)

Corrado Giannantoni

Journal of Applied Mathematics and Physics Vol.11 No.1, January 31, 2023

DOI: 10.4236/jamp.2023.111014 248 Downloads 1,473 Views Citations
The Accelerated Expansion of the Universe in the Light of the Maximum Ordinality Principle (Articles)

Corrado Giannantoni

Journal of Applied Mathematics and Physics Vol.12 No.2, February 29, 2024

DOI: 10.4236/jamp.2024.122039 238 Downloads 635 Views Citations
The Absence of “Perfect Induction” in the Science (Articles)

Corrado Giannantoni

Journal of Applied Mathematics and Physics Vol.12 No.5, May 31, 2024

DOI: 10.4236/jamp.2024.125119 192 Downloads 571 Views Citations

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