Results 241 to 250 of about 7,456,500 (294)

A Bayesian functional approach to test models of life course epidemiology over continuous time. [PDF]

open access: yesInt J Epidemiol
Bodelet J   +8 more
europepmc   +1 more source

Continuous-Time Random Matching

SSRN Electronic Journal, 2023
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Duffie, Darrell, Qiao, Lei, Sun, Yeneng
openaire   +1 more source

When is time continuous?

Journal of Financial Economics, 1998
Continuous-time stochastic processes are approximations to physically realizable phenomena. We quantify one aspect of the approximation errors by characterizing the asymptotic distribution of the replication errors that arise from delta-hedging derivative securities in discrete time, and introducing the notion of temporal granularity which measures the
Dimitris Bertsimas   +2 more
openaire   +1 more source

Continuous Time Repeated Games

International Economic Review, 1993
Summary: We develop a model of strategic behaviour in continuous time games of complete information, which includes conventional repeated games in discrete time as a special case. The model developed here admits a very large class of strategies, that allows one to extend the repeated game model to continuous time. The set of equilibria in this game may
Bergin, James, MacLeod, W Bentley
openaire   +1 more source

Continuous-Time Time-Varying Policy Iteration

IEEE Transactions on Cybernetics, 2020
A novel policy iteration algorithm, called the continuous-time time-varying (CTTV) policy iteration algorithm, is presented in this paper to obtain the optimal control laws for infinite horizon CTTV nonlinear systems. The adaptive dynamic programming (ADP) technique is utilized to obtain the iterative control laws for the optimization of the ...
Qinglai Wei   +4 more
openaire   +2 more sources

Continuous-time stochastic games [PDF]

open access: possibleGames and Economic Behavior, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +1 more source

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