Results 251 to 260 of about 7,456,500 (294)

REGRET-BASED CONTINUOUS-TIME DYNAMICS

Games and Economic Behavior, 2003
The analysis of the dynamics of the play of a given game when players act in accordance with certain strategies has acquired special relevance in the recent years. This paper provides a continuous-time analysis of the dynamics associated with regret-based strategies. More specifically, the authors show that the main findings of the papers [J.
Hart, Sergiu, Mas-Colell, Andreu
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Box-Jenkins Continuous-Time Modeling

IFAC Proceedings Volumes, 2000
The authors consider continuous-time SISO systems where the parameters of the transfer function are to be identified from samples of input and output respectively. The output is disturbed by noise, the input signal is an arbitrary band-limited excitation.
Pintelon, Rik, Schoukens, Joannes, Rolain, Yves   +2 more
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Continuous-time Stochastic Models

1987
Models in which agents can revise their decisions continuously in time have proved fruitful in the analysis of economic problems involving intertemporal choice under uncertainty (cf. Malliaris and Brock, 1982). These models frequently produce significantly sharper results than can be derived from their discrete-time counterparts.
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Continuous-Time Granovetter Model

Automation and Remote Control, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Continuous-Time Stochastic Processes

1987
Applications of continuous-time stochastic processes to economic modelling are largely focused on the areas of capital theory and financial markets: In these applications as in mathematics generally, the most widely studied continuous time process is a Brownian motion — so named for its early application as a model of the seemingly random movements of ...
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Continuous-time approaches to identification of continuous-time systems

Automatica, 2000
A fundamental continuous-time approach to identification of continuous-time systems is considered. A consequent and coherent continuous-time analysis leads to parameter estimation schemes expressed in the continuous-time domain. For the purpose of digital realization the estimators are discretized, leading to various discrete-time recursive procedures,
Kowalczuk, Zdzisław, Kozłowski, Janusz
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Continuous-time and continuous–discrete-time unscented Rauch–Tung–Striebel smoothers

Signal Processing, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Continuous-time time-varying entropy

Mathematics of Control, Signals, and Systems, 1997
The class of systems considered is of the type \[ (Gw)(t) =\int^t_{-\infty} g(t, \tau) w(\tau) d\tau, \] including systems of the form \(x'= A(t)x +B(t)w\), \(z= C(t)x\), with \(A\) defining an uniformly exponentially stable evolution. The entropy denoted \(E(G,\gamma,t)\) is defined starting from a spectral factorization of \(I-\gamma^{-2} G*G=M*M ...
Peters, Marc A., Iglesias, Pablo A.
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Continuous Time Branching Processes

2014
We introduce continuous time branching processes. The main difference between discrete and continuous branching processes is that births and deaths occur at random times for continuous time processes. Continuous time branching processes have the Markov property if (and only if) birth and death times are exponentially distributed.
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Continuous and Discrete Time Models

1987
Most economists recognize that the use of discrete time is only an approximation, but assume (usually implicitly) that the error of approximation involved is trivially small relative to the other sorts of simplification and approximation inherent in economic theorizing.
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