Authors: Federico, Salvatore¹ (AUTHOR) salvatore.federico@unige.it, Ferrari, Giorgio² (AUTHOR), Torrente, Maria-Laura¹ (AUTHOR)

Superior Title: Economic Theory. Feb2024, Vol. 77 Issue 1/2, p49-74. 26p.

Subject Terms: HAMILTON-Jacobi-Bellman equation, COST functions, VACCINATION, VISCOSITY solutions, NATURAL numbers

Authors: Calvia, Alessandro¹ (AUTHOR) acalvia@luiss.it, Gozzi, Fausto¹ (AUTHOR), Lippi, Francesco^1,2 (AUTHOR), Zanco, Giovanni³ (AUTHOR)

Superior Title: Economic Theory. Feb2024, Vol. 77 Issue 1/2, p169-196. 28p.

Subject Terms: *DYNAMIC programming, *STAY-at-home orders, *COVID-19, *VALUATION of real property, HAMILTON-Jacobi-Bellman equation

Authors: Xie, Bowen¹ (AUTHOR) xie.b@wustl.edu, Gao, Yijin² (AUTHOR) 2022024@shisu.edu.cn

Superior Title: Journal of Industrial & Management Optimization. May2024, Vol. 20 Issue 5, p1-22. 22p.

Subject Terms: *STOCHASTIC models, HAMILTON-Jacobi-Bellman equation, STOCHASTIC control theory, ORDINARY differential equations

Authors: Huang, Menglei¹ (AUTHOR) 905076155@qq.com, Zhou, Qing¹ (AUTHOR) zqleii@bupt.edu.cn

Superior Title: Journal of Industrial & Management Optimization. May2024, Vol. 20 Issue 5, p1-22. 22p.

Subject Terms: *STOCKS (Finance), *ELASTICITY (Economics), *DYNAMIC programming, HAMILTON-Jacobi-Bellman equation, ANALYTICAL solutions

Authors: Kundu, Sudeep¹ (AUTHOR) sudeep.kundu@uni-graz.at, Kunisch, Karl^1,2 (AUTHOR)

Superior Title: Computational Optimization & Applications. Apr2024, Vol. 87 Issue 3, p785-809. 25p.

Subject Terms: HAMILTON-Jacobi equations, HAMILTON-Jacobi-Bellman equation, LINEAR equations

Authors: Chowdhury, Indranil¹ (AUTHOR), Ersland, Olav² (AUTHOR), Jakobsen, Espen R.² (AUTHOR) espen.jakobsen@ntnu.no

Superior Title: Foundations of Computational Mathematics. Aug2023, Vol. 23 Issue 4, p1381-1431. 51p.

Subject Terms: *HAMILTON-Jacobi-Bellman equation, *GAMES, *FOKKER-Planck equation

Authors: ITSUKI WATANABE¹ itsukiwatanabe@aoni.waseda.jp

Superior Title: SIAM Journal on Control & Optimization. 2024, Vol. 62 Issue 2, p1152-1164. 13p.

Subject Terms: *MARKOV processes, HAMILTON-Jacobi equations, HAMILTON-Jacobi-Bellman equation, VISCOSITY solutions, EQUATIONS, JUMP processes

Authors: Wang, Yike¹ (AUTHOR), Liu, Jingzhen² (AUTHOR) janejz.liu@hotmail.com, Siu, Tak Kuen³ (AUTHOR)

Superior Title: Finance & Stochastics. Jan2024, Vol. 28 Issue 1, p161-214. 54p.

Subject Terms: *UTILITY functions, STOCHASTIC differential equations, HAMILTON-Jacobi-Bellman equation, HABIT, STOCHASTIC systems, CHARITABLE bequests

Authors: KOUHKOUH, HICHAM¹ kouhkouh@eddy.rwth-aachen.de

Superior Title: SIAM Journal on Control & Optimization. 2024, Vol. 62 Issue 1, p415-440. 26p.

Subject Terms: *MATHEMATICAL optimization, HAMILTON-Jacobi equations, HAMILTON-Jacobi-Bellman equation, DUALITY theory (Mathematics), BANACH spaces, EQUATIONS, INVARIANT measures

Authors: Meng, Qingxin¹ (AUTHOR), Dong, Yuchao² (AUTHOR) ycdong@tongji.edu.cn, Shen, Yang³ (AUTHOR), Tang, Shanjian⁴ (AUTHOR)

Superior Title: Applied Mathematics & Optimization. Feb2023, Vol. 87 Issue 1, p1-51. 51p.

Subject Terms: HAMILTON-Jacobi-Bellman equation, STOCHASTIC control theory, STOCHASTIC differential equations, SOBOLEV spaces, STOCHASTIC partial differential equations, BROWNIAN motion

Authors: Brinker, Leonie Violetta¹ (AUTHOR) leonie.brinker@fernuni-hagen.de, Schmidli, Hanspeter² (AUTHOR)

Superior Title: Decisions in Economics & Finance. Dec2023, Vol. 46 Issue 2, p635-665. 31p.

Subject Terms: *REINSURANCE, *INSURANCE companies, *BUSINESS insurance, *DISCOUNT prices, HAMILTON-Jacobi-Bellman equation

Authors: Esteve, Carlos^1,2 (AUTHOR), Kouhkouh, Hicham³ (AUTHOR), Pighin, Dario^1,2 (AUTHOR) dario.pighin@uam.es, Zuazua, Enrique^1,2,4 (AUTHOR)

Superior Title: Mathematics of Control, Signals & Systems. Dec2022, Vol. 34 Issue 4, p819-853. 35p.

Subject Terms: *HAMILTON-Jacobi-Bellman equation, *COST control, *TIME perspective

Authors: Weston, Jerome^1,2 (AUTHOR), Tolić, Domagoj^1,3 (AUTHOR) domagoj.tolic@croatia.rit.edu, Palunko, Ivana^1,2 (AUTHOR)

Superior Title: Journal of Optimization Theory & Applications. Feb2024, Vol. 200 Issue 2, p437-462. 26p.

Subject Terms: *HAMILTON-Jacobi-Bellman equation, *DRONE aircraft, *AUTONOMOUS underwater vehicles, *NONLINEAR equations, *MOBILE robots

Authors: Souza, Max O.¹ (AUTHOR) maxsouza@id.uff.br, Thamsten, Y.¹ (AUTHOR)

Superior Title: Applied Mathematical Finance. Apr2022, Vol. 29 Issue 2, p79-109. 31p.

Subject Terms: *PRICES, *LIQUIDITY (Economics), VISCOSITY solutions, HAMILTON-Jacobi-Bellman equation, POWER law (Mathematics)

Authors: Golui, Subrata¹ (AUTHOR), Pal, Chandan¹ (AUTHOR) cpal@iitg.ac.in

Superior Title: Mathematical Methods of Operations Research. Apr2022, Vol. 95 Issue 2, p219-247. 29p.

Subject Terms: *MARKOV processes, *COST, HAMILTON-Jacobi-Bellman equation, JUMP processes

Authors: XIA HAN¹ xiahan@nankai.edu.cn, RUODU WANG² ruodu.wang@uwaterloo.ca, XUN YU ZHOU³ xz2574@columbia.edu

Superior Title: SIAM Journal on Control & Optimization. 2023, Vol. 61 Issue 5, p2777-2801. 25p.

Subject Terms: *PROBLEM solving, REINFORCEMENT learning, HAMILTON-Jacobi-Bellman equation, DIFFERENTIAL entropy

Authors: Schmidli, Hanspeter¹ schmidli@math.uni-koeln.de

Superior Title: Scandinavian Actuarial Journal. Feb2022, Vol. 2022 Issue 1, p49-63. 15p.

Subject Terms: *FINANCIAL planning, HAMILTON-Jacobi-Bellman equation

Authors: Zhang, Yan¹ (AUTHOR), Zhao, Peibiao² (AUTHOR)

Superior Title: Discrete Dynamics in Nature & Society. 5/18/2022, p1-18. 18p.

Subject Terms: *PARTIAL differential equations, *HAMILTON-Jacobi-Bellman equation, *ELECTRIC utilities, *UTILITY functions, *ANALYTICAL solutions

Authors: Yuan, Yu¹ (AUTHOR), Mi, Hui² (AUTHOR) mihui@njnu.edu.cn

Superior Title: International Journal of Control. Dec2023, Vol. 96 Issue 12, p3083-3099. 17p.

Subject Terms: *ASSET-liability management, *HAMILTON-Jacobi-Bellman equation, *UTILITY functions, *CAPITAL movements, *RICCATI equation, *INVESTMENT policy

Authors: Nanavati, Rohit V.¹ (AUTHOR) rohitnanavati99@gmail.com, Kumar, Shashi Ranjan¹ (AUTHOR), Maity, Arnab¹ (AUTHOR)

Superior Title: International Journal of Control. Dec2023, Vol. 96 Issue 12, p3058-3071. 14p.

Subject Terms: *NONLINEAR systems, *HAMILTON-Jacobi-Bellman equation, *RICCATI equation, *COMPUTER simulation, *SPACE vehicles