Manuscript Topics

Recently, topics related to stochastic optimization/control problems in financial mathematics have become very important, and related research is actively being conducted. Particularly, stochastic optimization/control theories are being applied not only in financial mathematics but also in finance, economics, insurance, and machine learning.

A significant characteristic of financial mathematics is that it must consider the decision-making of economic agents under uncertainty. In other words, since it is necessary to find the optimal decisions of each economic agent under uncertainty, many problems in financial mathematics are closely related to stochastic optimization/control problems.

The aim of this special issue of AIMS Mathematics is to showcase the latest trends and high-quality papers on topics related to stochastic optimization problems or stochastic control problems within the field of financial mathematics.

Potential topics include but are not limited to:

Optimal stopping problems in mathematical finance
Stochastic control problems in mathematical finance
Free boundary problems in mathematical finance
Reinforcement learning in mathematical finance
Continuous time finance
Derivative pricing
Portfolio selection

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