Results 61 to 70 of about 48,662 (223)
A Regime Switching Model of Schooling Choice as a Job Search Process
Advances in Mathematical Physics, 2015 We propose a regime switching model of schooling choice as a job search process. We adopt a two-state Markov process and the derived coupled Bellman equations are solved by seeking the root of an auxiliary algebraic equation.
Yong Hyun Shin, Ho-Seok Lee
doaj +1 more source
Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE
, 2015 We aim to provide a Feynman-Kac type representation for Hamilton-Jacobi-Bellman equation, in terms of forward backward stochastic differential equation (FBSDE) with a simulatable forward process.
Kharroubi, Idris, Pham, Huyên
core +2 more sources
Journal of Field Robotics, EarlyView.ABSTRACT Personal autonomous vehicles can sense their surrounding environment, plan their route, and drive with little or no involvement of human drivers. Despite the latest technological advancements and the hopeful announcements made by leading entrepreneurs, to date no personal vehicle is approved for road circulation in a “fully” or “semi ...
Xingshuai Dong +13 more
wiley +1 more source
Hamilton-Jacobi-Bellman Equation Arising from Optimal Portfolio Selection Problem [PDF]
, 2023 Daniel Ševčovič +1 more
openalex +1 more source
Path‐Based Deep Reinforcement Learning for On‐Board Routing in Satellite Constellation Networks
International Journal of Satellite Communications and Networking, EarlyView.ABSTRACT Efficient usage of available network resources is a crucial factor for broadband services in interconnected satellite constellations. To meet required quality of service standards under heavy network loads, it is essential to optimize traffic distribution among the intersatellite links. To address this challenge, we propose an adaptive traffic
Manuel M. H. Roth +4 more
wiley +1 more source
Optimal execution strategy in liquidity framework
Cogent Economics & Finance, 2017 A trader wishes to execute a given number of shares of an illiquid asset. Since the asset price also depends on the trading behaviour, the trader main aim is to find the execution strategy that minimizes the related expected costs.
Chiara Benazzoli, Luca Di Persio
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"Ito's Lemma" and the Bellman equation for Poisson processes: An applied view [PDF]
Rare and randomly occurring events are important features of the economic world. In continuous time they can easily be modeled by Poisson processes. Analyzing optimal behavior in such a setup requires the appropriate version of the change of variables ...
Sennewald, Ken, Wälde, Klaus
core
H\^older continuity of solutions of second-order non-linear elliptic integro-differential equations
, 2010 This paper is concerned with H\"older regularity of viscosity solutions of second-order, fully non-linear elliptic integro-differential equations. Our results rely on two key ingredients: first we assume that, at each point of the domain, either the ...
Barles, Guy +2 more
core +3 more sources
AGT: Efficient Offline Reinforcement Learning With Advantage‐Guided Transformer
CAAI Transactions on Intelligence Technology, EarlyView.ABSTRACT Offline reinforcement learning (RL) is a paradigm that seeks to train policies directly based on fixed datasets derived from previous interactions with the environment. However, offline RL faces critical challenges in environments characterised by sparse rewards and datasets dominated by suboptimal trajectories.
Jiaye Wei +4 more
wiley +1 more source
Кібернетика та комп'ютерні технології, 2020 Introduction. The spatial protein structure folding is an important and actual problem in computational biology. Considering the mathematical model of the task, it can be easily concluded that finding an optimal protein conformation in a three ...
S. Chornozhuk
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