Results 41 to 50 of about 3,173,574 (293)
Mean Field Game with Delay: A Toy Model
We study a toy model of linear-quadratic mean field game with delay. We “lift” the delayed dynamic into an infinite dimensional space, and recast the mean field game system which is made of a forward Kolmogorov equation and a backward ...
Jean-Pierre Fouque, Zhaoyu Zhang
doaj +1 more source
Legged robots have advanced in environmental interaction through contact, but most works rely on fixed contact sequences. This work presents a new method based on an indirect optimization method for legged robots to automatically generate contact sequences for complex movements.
Yaowei Chen, Jie Zhang, Ming Lyu
wiley +1 more source
Continual decision‐making dynamics across biological organisms
ABSTRACT Decision‐making is a central function of adaptive behaviour in biological agents. However, strategies for adaptive decision‐making can vary substantially across species. Here, we aim to extend the comparative scope of decision‐making analyses to phylogenetically diverse organisms.
Liberty Severs, Qiuran Wang
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Optimal dividends for a NatCat insurer in the presence of a climate tipping point
Abstract We study optimal dividend strategies for an insurance company facing natural catastrophe claims, anticipating the arrival of a climate tipping point after which the claim intensity and/or the claim size distribution of the underlying risks deteriorates irreversibly.
Hansjörg Albrecher +2 more
wiley +1 more source
The aim of this short note is: $(i)$ to report an error in [1]; $(ii)$ to explain why the comparison result of [1] lacks an hypothesis in the definition of subsolutions if we allow them to be discontinuous; $(iii)$ to describe a simple counter ...
Guy Barles, Emmanuel Chasseigne
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Optimal Feedback Control of Cancer Chemotherapy Using Hamilton–Jacobi–Bellman Equation
Cancer chemotherapy has been the most common cancer treatment. However, it has side effects that kill both tumor cells and immune cells, which can ravage the patient’s immune system. Chemotherapy should be administered depending on the patient’s immunity
Yong Dam Jeong +5 more
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Abstract We analyze the effect of regulatory capital constraints on financial stability in a large homogeneous banking system using a mean‐field game (MFG) model. Each bank holds cash and a tradable risky asset. Banks choose absolutely continuous trading rates in order to maximize expected terminal equity, with trades subject to transaction costs ...
Rüdiger Frey, Theresa Traxler
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Reinforcement Learning With Non-Cumulative Objective
In reinforcement learning, the objective is almost always defined as a cumulative function over the rewards along the process. However, there are many optimal control and reinforcement learning problems in various application fields, especially in ...
Wei Cui, Wei Yu
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The problem of synthesis of the optimal control for a stochastic dynamic system of a random structure with Poisson perturbations and Markov switching is solved.
Svitlana V. Antonyuk +4 more
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ABSTRACT Traditional numerical methods, such as finite difference methods (FDM), finite element methods (FEM), and spectral methods, often face meshing challenges and high computational cost for solving nonlinear coupled differential equations. Machine learning techniques, specifically Physics‐informed machine learning, address these obstacles by ...
Ahmad, Feroz Soomro, Husna Zafar
wiley +1 more source

