The study of evolutionary dynamics has increasingly drawn upon sophisticated mathematical frameworks to model the adaptive processes of populations. In recent decades, Hamilton-Jacobi equations have ...

When considering classical solutions of boundary value problems for nonlinear first-order scalar partial differential equations, one knows that there are parts of the boundary of the region under ...

This is a preview. Log in through your library . Abstract We construct a finite element like scheme for fully nonlinear integro-partial differential equations arising in optimal control of ...

Without resorting to dynamic programming, we determine the decumulation strategy for the holder of a defined contribution pension plan. We formulate this as a constrained stochastic optimal control ...

The study of impulse control and stochastic differential games represents a vibrant intersection of applied mathematics and decision theory, where strategic agents operate in settings marked by ...