Optimal Reinsurance–Investment Strategy Based on Stochastic Volatility and the Stochastic Interest Rate Model by Honghan Bei, Qian Wang, Yajie Wang, Wenyang Wang, Roberto Murcio

“…This paper studies insurance companies’ optimal reinsurance–investment strategy under the stochastic interest rate and stochastic volatility model, taking the HARA utility function as the optimal criterion. …”
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On a class of stochastic differential equations driven by the generalized stochastic mixed variational inequalities by Zeng Qiaofeng, Min Chao, Fan Feifei

Subjects: “…stochastic variational inequalities…”
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Orthogonal polynomial expansions for the valuation of options under the stochastic volatility models with stochastic correlation by Kevin Z. Tong

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Stochastic stability of solutions for a fourth-order stochastic differential equation with constant delay by Ayman M. Mahmoud, Adebayo O. Adewumi, Adeleke T. Ademola

Subjects: “…Stochastic asymptotic stability…”
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Two-stage stochastic programming for the inventory routing problem with stochastic demands in fuel delivery by Zhenping Li, Pengbo Jiao

“…This paper studies the multi-vehicle multi-compartment inventory routing problem with stochastic demands (MCIRPSD) in the context of fuel delivery. …”
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Stochastic Runge–Kutta methods for multi-dimensional Itô stochastic differential algebraic equations by Priya Nair, Anandaraman Rathinasamy

Subjects: “…Stochastic differential algebraic equations…”
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Generalized stochastic Frank–Wolfe algorithm with stochastic “substitute” gradient for structured convex optimization by Lu, Haihao, Freund, Robert M

“…Abstract The stochastic Frank–Wolfe method has recently attracted much general interest in the context of optimization for statistical and machine learning due to its ability to work with a more general feasible region. …”
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Simulation−based verification of hybrid automata stochastic logic formulas for stochastic symmetric nets by Amparore, E, Barbot, B, Beccuti, M, Donatelli, S, Franceschinis, G

Discrete-time nonlinear stochastic optimal control problem based on stochastic approximation approach by Kek, Sie Long, Sim, Sy Yi, Leong, Wah June, Teo, Kok Lay

“…Then, this output error is minimized by applying the stochastic approximation approach. During the computation procedure, the stochastic gradient is established, so as the optimal solution of the model used can be updated iteratively. …”
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Linear estimation and stochastic control/ by 341056 Davis, M. H. A.

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Deterministic and stochastic optimal control/ by Fleming, Wendell Helms, 1928-, Rishel, Raymond W.

Nonlinear stochastic control systems/ by Fuller, A. T.

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Stochastic control for economic models / by 170296 Kendrick, David

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Stochasticity and symmetry of the standard map/ by Ichikawa, Yoshi H

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Stochastic processes in chemical physics / by Shuler, Kurt Egon, 1922-

Subjects: “…Stochastic processes…”

Stochastic modeling and the theory queues / by 223133 Wolff, Ronald W.

Subjects: “…Stochastic processes…”

Probability and stochastic processes for engineers / by 422863 Helstrom, Carl W.

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Stochastic water resources technology / by 309508 Kottegoda, Nathabandu T.

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Stochastic models in operations research / by 263624 Heyman, Daniel P., Sobel, Matthew J.

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Stochastic methods in the dynamics of satellites by 401324 Sagirow, Peter

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