OOIR: Observatory of International Research

Papers

(The TQCC of Applied Mathematics and Optimization is 3. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-06-01 to 2025-06-01.)

Article	Citations
Almost Sectorial Operators in Fractional Superdiffusion Equations	23
Sensitivity Analysis and Optimal Control for a Friction Problem in the Linear Elastic Model	22
Local Turnpike Analysis Using Local Dissipativity for Discrete Time Discounted Optimal Control	21
Porous-elastic Plates: Fourier Versus Type III	17
Optimal Control of a Nonlinear PDE Governed by Fractional Laplacian	16
Numerical Solution to a Free Boundary Problem for the Stokes Equation Using the Coupled Complex Boundary Method in Shape Optimization Setting	15
Differential Stability of Discrete Optimal Control Problems with Possibly Nondifferentiable Costs	15
Path-Dependent Hamilton–Jacobi Equations: The Minimax Solutions Revised	14
Analysis of Subdifferentials of Marginal and Performance Functions	14
Local and Global Existence and Uniqueness of Solution and Local Well-Posednesss for Abstract Fractional Differential Equations with State-Dependent Delay	13
The Sticky Particle Dynamics of the 1D Pressureless Euler-Alignment System as a Gradient Flow	13
Bilevel Optimization of the Kantorovich Problem and Its Quadratic Regularization	13
Viscosity Solutions of the Eikonal Equation on the Wasserstein Space	13
Policy Iteration for Exploratory Hamilton–Jacobi–Bellman Equations	12
Improved Description of Blaschke–Santaló Diagrams via Numerical Shape Optimization	12
Exponential Characterization in Linear Viscoelasticity Under Delay Perturbations	11
Optimal Control of a Quasilinear Parabolic Equation and its Time Discretization	11
Infinite Horizon Optimal Control for a General Class of Semilinear Parabolic Equations	11
Carleman Estimates and Simultaneous Boundary Controllability of Uncoupled Wave Equations	10
Optimal Dividend Strategies in a Renewal Risk Model with Phase-Type Distributed Interclaim Times	10
Pontryagin’s Principle for Some Probabilistic Control Problems	9
Correction to: Stochastic Maximum Principle Under Probability Distortion	9
Identification of Cavities and Inclusions in Linear Elasticity with a Phase-Field Approach	9
Determination of Singular Control in the Optimal Management of Natural Resources	8
Existence and Uniqueness of Solutions for a Class of Discrete-Time Fractional Equations of order $$2<\alpha \le 3$$	8

Machine Learning Architectures for Price Formation Models	8
Lipschitz Multivalued Perturbations of Integro-differential Prox-Regular Sweeping Processes	8
Convexification Numerical Method for the Retrospective Problem of Mean Field Games	8
Statistical Arbitrage for Multiple Co-integrated Stocks	8
Entropic Mean-Field Min–Max Problems via Best Response Flow	8
Lévy Driven Stochastic Heat Equation with Logarithmic Nonlinearity: Well-Posedness and Large Deviation Principle	8
Zero-Sum Stochastic Linear-Quadratic Stackelberg Differential Games with Jumps	8
Well-Posedness and Dynamical Properties for Extensible Beams with Nonlocal Frictional Damping and Polynomial Nonlinearity	8
Before and After Default: Information and Optimal Portfolio via Anticipating Calculus	8
Biorthogonal Functions for Complex Exponentials and an Application to the Controllability of the Kawahara Equation Via a Moment Approach	7
Non-Markovian Mean-Variance Portfolio Selection Problems via Closed-Loop Equilibrium Strategies	7
Homogenization of Semi-linear Optimal Control Problems on Oscillating Domains with Matrix Coefficients	7
What if We Knew What the Future Brings? Optimal Investment for a Frontrunner with Price Impact	7
Large-Time Asymptotic Behaviors for Linear Blackstock’s Model of Thermoviscous Flow	7
Optimal Investment with a Noisy Signal of Future Stock Prices	7
Binary Interaction Methods for High Dimensional Global Optimization and Machine Learning	7
Chambolle–Pock’s Primal-Dual Method with Mismatched Adjoint	7
Stochastic Collocation Method for Stochastic Optimal Boundary Control of the Navier–Stokes Equations	7
Optimality Conditions for Sparse Optimal Control of Viscous Cahn–Hilliard Systems with Logarithmic Potential	7
Semidiscrete Shocks for the Full Velocity Difference Model	6
Publisher Correction: Differentiation with Respect to Domains of Boundary Integral Functionals Involving Support Functions	6
Finite Horizon Optimal Dividend and Reinsurance Problem Driven by a Jump-Diffusion Process with Controlled Jumps	6
Multi–component Cahn–Hilliard Systems with Singular Potentials: Theoretical Results	6
Fast Convergence of Inertial Dynamics with Hessian-Driven Damping Under Geometry Assumptions	6
Robust Time-Inconsistent Stochastic Linear-Quadratic Control with Drift Disturbance	6
Asymptotics of Impulse Control Problem with Multiplicative Reward	6
Numerical Shape Optimization Among Convex Sets	6
A Non Linear Optimal Control Problem Related to a Road De-icing Device: Analysis and Numerical Experiments	6
A McKean–Vlasov Game of Commodity Production, Consumption and Trading	6
On the Existence of Global Weak Solutions to the 3D Electrically Conductive Rosensweig System and Their Convergence Towards Quasi-Equilibrium	6
Optimal Control for Optical Solitons in Nematic Liquid Crystals	6
Optimal Control of a New Class of Parabolic Quasi Variational–Hemivariational Inequality	6
$$L_p$$–$$L_q$$-Theory for a Quasilinear Non-isothermal Westervelt Equation	6
Functional Central Limit Theorem and Strong Law of Large Numbers for Stochastic Gradient Langevin Dynamics	5
Parameter Sensitivity Analysis for Mean Field Games of Production	5
Infinite Horizon Mean-Field Linear Quadratic Optimal Control Problems with Jumps and the Related Hamiltonian Systems	5
Linear Quadratic Mean Field Social Optimization: Asymptotic Solvability and Decentralized Control	5
Error Estimates for Fractional Semilinear Optimal Control on Lipschitz Polytopes	5
A Class of Multivalued Quasi-Variational Inequalities with Applications	5
Adjoint-Based Calibration of Nonlinear Stochastic Differential Equations	5
Segmentation in Measure Spaces	5
Asymptotic Behavior of Rao–Nakra Sandwich Beam with Nonlinear Localized Damping and Source Terms	5
Zero-Sum Non-stationary Stochastic Games with the Long-Run Average Criterion	5
Large Deviations For Synchronized System	5
Moderate Deviations for Two-Time Scale Systems with Mixed Fractional Brownian Motion	5
Global Well-Posedness of Stochastic Nematic Liquid Crystals with Random Initial and Boundary Conditions Driven by Multiplicative Noise	5
An Optimal Control Problem Related to a Parabolic–Elliptic Chemo-repulsion System in 2D Domains	5
Non-asymptotic Convergence Rates for Mean-Field Games: Weak Formulation and McKean–Vlasov BSDEs	5
Global Existence and Decay Property for the Cauchy Problem of the Nonlinear MGT Plate Equation	5
On a Class of Distribution Dependent Stochastic Differential Equations Driven by Time-Changed Brownian Motions	5

Projective Splitting as a Warped Proximal Algorithm	4
Continuous Time q-Learning for Mean-Field Control Problems	4
Optimal Boundary Control of the Isothermal Semilinear Euler Equation for Gas Dynamics on a Network	4
Functional Law of Large Numbers and PDEs for Epidemic Models with Infection-Age Dependent Infectivity	4
Theory of Solutions for an Inextensible Cantilever	4
Long Run Stochastic Control Problems with General Discounting	4
On Forward–Backward Stochastic Differential Equations in a Domination-Monotonicity Framework	4
State-Constrained Optimal Control of a Coupled Quasilinear Parabolic System Modeling Economic Growth in the Presence of Technological Progress	4
Infinite Time Blow-Up of Solutions for A Class of Logarithmic Wave Equations with Arbitrary High Initial Energy	4
Actor-Critic Reinforcement Learning Algorithms for Mean Field Games in Continuous Time, State and Action Spaces	4
Optimal Control of Stochastic Differential Equations via Fokker–Planck Equations	4
Exploiting Characteristics in Stationary Action Problems	4
Higher Regularity and Finite Time Blow-up to Nonlocal Pseudo-parabolic Equation with Conical Degeneration	4
A Double Phase Problem Involving Hardy Potentials	4
Optimal Control for Suppression of Singularity in Chemotaxis via Flow Advection	4
Orlicz Space Regularization of Continuous Optimal Transport Problems	4
Shape-Programming in Hyperelasticity Through Differential Growth	4
Null Controllability for a Degenerate Population Equation with Memory	4
The Stochastic Gierer–Meinhardt System	4
On the Structure of Optimal Transportation Plans between Discrete Measures	4
Pullback Measure Attractors for Non-autonomous Fractional Stochastic Reaction-Diffusion Equations on Unbounded Domains	4
A Selection Procedure for Extracting the Unique Feller Weak Solution of Degenerate Diffusions	4
A Nonlocal Cahn–Hilliard–Darcy System with Singular Potential, Degenerate Mobility, and Sources	4
Nash Equilibria for Total Expected Reward Absorbing Markov Games: The Constrained and Unconstrained Cases	4
Global Attractor for a Coupled Wave and Plate Equation with Nonlocal Weak Damping on Riemannian Manifolds	4
Wong–Zakai Approximation for Landau–Lifshitz–Gilbert Equation Driven by Geometric Rough Paths	4
Systems of Fully Nonlinear Parabolic Obstacle Problems with Neumann Boundary Conditions	4
A Second Order Primal–Dual Dynamical System for a Convex–Concave Bilinear Saddle Point Problem	4
The Analysis of Approximate Controllability for Distributed Order Fractional Diffusion Problems	3
Multilevel Selective Harmonic Modulation via Optimal Control	3
Convergence of Non-autonomous Attractors for Subquintic Weakly Damped Wave Equation	3
A Zero-Sum Deterministic Impulse Controls Game in Infinite Horizon with a New HJBI-QVI	3
Labor Supply Flexibility and Portfolio Selection with Early Retirement Option	3
Fractional (p, q)-Schrödinger Equations with Critical and Supercritical Growth	3
Analysis of a Mathematical Model Arising in Plant Disease Epidemiology	3
Approximate Optimal Control of Fractional Impulsive Partial Stochastic Differential Inclusions Driven by Rosenblatt Process	3
Online Adjoint Methods for Optimization of PDEs	3
Uniform Large Deviation Principle for the Solutions of Two-Dimensional Stochastic Navier–Stokes Equations in Vorticity Form	3
Dissipativity in Infinite Horizon Optimal Control and Dynamic Programming	3
Averaging Principle for Two Time-Scales Stochastic Partial Differential Equations with Reflection	3
Shape Sensitivity of Eigenvalue Functionals for Scalar Problems: Computing the Semi-derivative of a Minimum	3
Transport Type Metrics on the Space of Probability Measures Involving Singular Base Measures	3
Convergence of Random Attractors for Stochastic Delay p-Laplacian Equation Driven by Nonlinear Colored Noise on Unbounded Thin Domains	3
Exact Controllability of the Wave Equation on Graphs	3
An Isoperimetric Sloshing Problem in a Shallow Container with Surface Tension	3
Optimal Convergence Rates for Damped Inertial Gradient Dynamics with Flat Geometries	3
Regularity and Stabilization of Magneto-Elastic Systems	3
Fractional, Semilinear, and Sparse Optimal Control: A Priori Error Bounds	3
Importance Sampling for the Empirical Measure of Weakly Interacting Diffusions	3
Control in Probability for SDE Models of Growth Population	3
The Maximization of the First Eigenvalue for a Two-Phase Material	3
Accelerated Proximal Algorithms with a Correction Term for Monotone Inclusions	3
Learning-Informed Parameter Identification in Nonlinear Time-Dependent PDEs	3
On the Strong Subregularity of the Optimality Mapping in an Optimal Control Problem with Pointwise Inequality Control Constraints	3
Minimization of the Buckling Load of a Clamped Plate with Perimeter Constraint	3
Distributionally Robust Chance-Constrained Markov Decision Processes with Random Payoff	3
Fenchel Conjugate via Busemann Function on Hadamard Manifolds	3
Viscosity Solutions of a Class of Second Order Hamilton–Jacobi–Bellman Equations in the Wasserstein Space	3
Constraint Qualification with Schauder Basis for Infinite Programming Problems	3
Determination of the Space-Dependent Source Term in a Fourth-Order Parabolic Problem	3
A Class of Variational–Hemivariational Inequalities for Bingham Type Fluids	3
Limiting Behavior of Random Attractors of Stochastic Supercritical Wave Equations Driven by Multiplicative Noise	3
Polyak–Łojasiewicz inequality on the space of measures and convergence of mean-field birth-death processes	3
Global Zero-Relaxation Limit for a Two-Fluid Euler–Poisson System	3
A Stochastic Maximum Principle for Control Problems Constrained by the Stochastic Navier–Stokes Equations	3
Constrained Discounted Stochastic Games	3
On the Well-Posedness and Long Time Dynamics for a Coupled Nonlinear Bridge System with Past History	3
Boundedness and Unboundedness in Total Variation Regularization	3
An Improvement to Prandtl’s 1933 Model for Minimizing Induced Drag	3