Applied Mathematics & Optimization
This journal is devoted to Applied Mathematics with an emphasis on the analysis and optimization of systems governed by various classes of dynamical systems in discrete or continuous time, both deterministic and stochastic. Of great interests are models with potential applications to physics, biology, economics and finance, engineering. Optimization includes mathematical control theory, dynamic games and optimal transport. Contributions to numerical methods supporting the modelling and analysis of optimization problems are welcome but some novel and significant development of underlying mathematics are expected.
Mathematical methods and techniques of interest encompass calculus of variations, stochastic control, partial differential equations (PDEs), homogenization, weak convergence, numerical approximation, and regularization, along with modern methods of linear and non-linear analysis as pertinent to the study of PDEs and control theory.
Linear Quadratic Mean Field Type Control and Mean Field Games with Common Noise, with Application to Production of an Exhaustible Resource
P. Jameson Graber (December 2016)
- Journal Title
- Applied Mathematics & Optimization
- Volume 1 / 1974 - Volume 74 / 2016
- Print ISSN
- Online ISSN
- Springer US
- Additional Links
To view the rest of this content please follow the download PDF link above.