Tian, Weidong; Zhu, Zimu A portfolio choice problem under risk capacity constraint. (English) Zbl 1498.91407 Ann. Finance 18, No. 3, 285-326 (2022). MSC: 91G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Yoshioka, Hidekazu; Yaegashi, Yuta Stochastic impulse control of nonsmooth dynamics with partial observation and execution delay: application to an environmental restoration problem. (English) Zbl 1476.93165 Optim. Control Appl. Methods 42, No. 5, 1226-1252 (2021). MSC: 93E20 93C27 35Q84 93C20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv