Stochastic Optimal Control Theory - Articles - Scientific Research Publishing

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 774 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 3,584 Downloads 81,857 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 5,341 Downloads 8,208 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 4,329 Downloads 6,601 Views Citations
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 563 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 644 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 4,397 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 4,215 Downloads 6,332 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 3,351 Downloads 5,542 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 662 Downloads 2,898 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 393 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 6,307 Downloads 10,610 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 4,451 Downloads 8,271 Views Citations
Maximizing of Asymptomatic Stage of Fast Progressive HIV Infected Patient Using Embedding Method (Articles)

Hassan Zarei, Ali Vahidian Kamyad, Sohrab Effati

Intelligent Control and Automation Vol.1 No.1, August 27, 2010

DOI: 10.4236/ica.2010.11006 4,889 Downloads 7,721 Views Citations
A Measure Theoretical Approach for Path Planning Problem of Nonlinear Control Systems (Articles)

Amin Jajarmi, Hamidreza Ramezanpour, Mohammad Dehghan Nayyeri, Ali Vahidian Kamyad

Intelligent Control and Automation Vol.2 No.2, June 3, 2011

DOI: 10.4236/ica.2011.22017 4,812 Downloads 8,137 Views Citations
Analytic Solutions to Optimal Control Problems with Constraints (Articles)

Dan Wu

Applied Mathematics Vol.6 No.14, December 31, 2015

DOI: 10.4236/am.2015.614205 5,506 Downloads 7,527 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 4,642 Downloads 8,093 Views Citations
Embedding-Based Sliding Mode Control for Linear Time Varying Systems (Articles)

Mohammad Reza Zarrabi, Mohammad Hadi Farahi, Ali Jafar Koshkouei, Sohrab Effati, Keith Burnham

Applied Mathematics Vol.2 No.4, March 31, 2011

DOI: 10.4236/am.2011.24063 5,220 Downloads 10,625 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 3,398 Downloads 5,104 Views Citations

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