Applied Mathematics and Optimization

First and Second Order Necessary Conditions for Stochastic Optimal Control Problems
Interior Estimates for the First-Order Differences for Finite-Difference Approximations for Elliptic Bellman’s Equations
Local Risk-Minimization for Defaultable Claims with Recovery Process
Min-Max Spaces and Complexity Reduction in Min-Max Expansions
Optimality Conditions for Semilinear Hyperbolic Equations with Controls in Coefficients