Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty

I Baltas, L Dopierala, K Kolodziejczyk… - European Journal of …, 2022 - Elsevier
In the present work, we study the problem of optimal management of defined contribution
pension funds, during the distribution phase, under the effect of inflation, mortality and model …

Optimal control in space and time and the management of environmental resources

WA Brock, A Xepapadeas… - Annu. Rev. Resour …, 2014 - annualreviews.org
We present methods and tools that can be used to study dynamic environmental resource
management in a spatial setting, to explore spatially dependent regulation, and to …

On the coevolution of economic and ecological systems

S Levin, A Xepapadeas - Annual Review of Resource …, 2021 - annualreviews.org
This review provides a description of common and distinct characteristics of economic and
ecological systems; examples of the ways in which these characteristics can be incorporated …

[PDF][PDF] Robust portfolio decisions for financial institutions

I Baltas, A Xepapadeas… - Journal of Dynamics …, 2018 - pdfs.semanticscholar.org
The present paper aims to study a robust-entropic optimal control problem arising in the
management of financial institutions. More precisely, we consider an economic agent who …

Robust control of parabolic stochastic partial differential equations under model uncertainty

I Baltas, A Xepapadeas, AN Yannacopoulos - European Journal of Control, 2019 - Elsevier
The present paper is devoted to the study of robust control problems of parabolic stochastic
partial differential equations under model uncertainty. To be more precise, the robust control …

Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge

H Yoshioka, M Tsujimura, T Tanaka, Y Yoshioka… - … & Mathematics with …, 2022 - Elsevier
We propose a linear-quadratic (LQ) control problem of streamflow discharge by optimizing
an infinite-dimensional jump-driven stochastic differential equation (SDE). Our SDE is a …

Stochastic bridges over ensemble of linear systems

DO Adu, Y Chen - 2023 62nd IEEE Conference on Decision …, 2023 - ieeexplore.ieee.org
We consider particles that are conditioned to initial and final states. The trajectory of these
particles is uniquely shaped by the intricate interplay of internal and external sources of …

Modeling coupled climate, ecosystems, and economic systems

WA Brock, A Xepapadeas - Handbook of environmental economics, 2018 - Elsevier
Human economies and ecosystems form a coupled system coevolving in time and space,
since human economies use ecosystems services and at the same time affect ecosystems …

Robust policy selection and harvest risk quantification for natural resources management under model uncertainty

GI Papayiannis - arXiv preprint arXiv:2202.05326, 2022 - arxiv.org
In this work the problem of optimal harvesting policy selection for natural resources
management under model uncertainty is investigated. Under the framework of the …

Optimal control approaches to sustainability under uncertainty

P Koundouri, GI Papayiannis… - SDGs in the European …, 2023 - Springer
Optimal sustainable management of natural resources has been one of the major lines of
research in environmental economics at least for the last two decades. Several attempts …