Stochastic Optimal Control Theory - Articles - Scientific Research Publishing

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 3,000 Downloads 71,887 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 4,682 Downloads 6,897 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 3,883 Downloads 5,707 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 1,077 Downloads 3,058 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 3,828 Downloads 5,512 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 3,033 Downloads 4,747 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 322 Downloads 1,956 Views Citations
This article belongs to the Special Issue on Stochastic and Financial Mathematics
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 5,980 Downloads 9,708 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 4,127 Downloads 7,426 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 4,494 Downloads 6,822 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 4,407 Downloads 7,365 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 5,247 Downloads 6,735 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 4,778 Downloads 9,578 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 4,273 Downloads 7,306 Views Citations
Stochastic Control for Asset Management (Articles)

James J. Kung, Wing-Keung Wong, E-Ching Wu

Journal of Mathematical Finance Vol.3 No.1，February 26, 2013

DOI: 10.4236/jmf.2013.31005 4,714 Downloads 9,584 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 3,061 Downloads 4,251 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 1,625 Downloads 2,763 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 1,466 Downloads 2,562 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 1,604 Downloads 2,647 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 875 Downloads 1,769 Views Citations

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