Mathematical Control and Related Fields: latest papers
http://www.aimsciences.org/test_aims/journals/rss.jsp?journalID=23
Latest articles for selected journalhttp://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=14527
Necessary conditions for a weak minimum in a general optimal control problem with integral equations
on a variable time interval
http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=14527
Andrei V. Dmitruk and Nikolai P. OsmolovskiiFri, 1 Dec 2017 08:00:00 GMThttp://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=14533
Controllability of fractional dynamical systems: A functional analytic approach
http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=14533
Venkatesan Govindaraj and Raju K. GeorgeFri, 1 Dec 2017 08:00:00 GMThttp://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=14536
A stochastic control problem and related free boundaries in finance
http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=14536
nonsmooth and nonconcave over a finite time horizon. The paper aims to develop a new methodology, which is significantly different from those of mixed dynamic optimal control and stopping problems in the existing literature, so as to figure out the manager's best strategies. The problem is first reformulated into a free boundary problem with a fully nonlinear operator. Then, by means of a dual transformation, it is further converted into a free boundary problem with a linear operator, which can be consequently tackled by the classical method. Finally, using the inverse transformation, we obtain the properties of the optimal trading strategy and the optimal stopping time for the original problem.
]]>
Chonghu Guan, Xun Li, Zuo Quan Xu and Fahuai YiFri, 1 Dec 2017 08:00:00 GMThttp://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=14537
Time-inconsistent optimal control problems with regime-switching
http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=14537
Jiaqin WeiFri, 1 Dec 2017 08:00:00 GMThttp://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=14538
Addendum to "A sparse Markov chain approximation of LQ-type stochastic control problems"
http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=14538
Ralf Banisch and Carsten HartmannFri, 1 Dec 2017 08:00:00 GMT