Search Results - subject:"verification theorem"

Optimal vaccination in a SIRS epedemic model

Federico, Salvatore; Ferrari, Giorgio; Torrente, Maria-Laura - 2022

We propose and solve an optimal vaccination problem within a deterministic compartmental model of SIRS type: the immunized population can become susceptible again, e.g. because of a not complete immunization power of the vaccine. A social planner thus aims at reducing the number of susceptible...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014304793

Optimal vaccination in a SIRS epedemic model

Federico, Salvatore; Ferrari, Giorgio; Torrente, Maria-Laura - 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013252713

Study of a warfare differential game via dynamic programming approach

Bouremani, Touffik; Slimani, Yacine - In: Dynamic games and applications : DGA 14 (2024) 4, pp. 733-750

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015191127

Stackelberg stochastic differential games in feedback information pattern with applications

Huang, Qi; Shi, Jingtao - In: Dynamic games and applications : DGA 14 (2024) 5, pp. 1191-1224

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015191159

Optimal vaccination in a SIRS epidemic model

Federico, Salvatore; Ferrari, Giorgio; Torrente, Maria-Laura - In: Economic theory 77 (2024) 1/2, pp. 49-74

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014552677

Verification results for agestructured models of economic-epidemics dynamics

Fabbri, Giorgio; Gozzi, Fausto; Zanco, Giovanni - 2021

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012505935

A multivariate 4/2 stochastic covariance model : properties and applications to portfolio decisions

Cheng, Yuyang; Escobar, Marcos - In: Quantitative finance 23 (2023) 3, pp. 497-519

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014232681

Pandemic portfolio choice

Kraft, Holger; Weiss, Farina - In: European journal of operational research : EJOR 305 (2023) 1, pp. 451-462

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013479223

An optimal portfolio and consumption problem with a benchmark and partial information

Bellalah, Mondher; Zhang, Detao; Zhang, Panpan - In: Mathematics and financial economics 17 (2023) 1, pp. 127-152

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014226256

Optimal consumption with reference to past spending maximum

Deng, Shuoqing; Li, Xun; Pham, Huyên; Yu, Xiang - In: Finance and stochastics 26 (2022) 2, pp. 217-266

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013197576

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