Results 21 to 30 of about 787,654 (231)
Superreplication under Model Uncertainty in Discrete Time [PDF]
, 2014 We study the superreplication of contingent claims under model uncertainty in discrete time. We show that optimal superreplicating strategies exist in a general measure-theoretic setting; moreover, we characterize the minimal superreplication price as ...
Nutz, Marcel
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A discrete-time risk-structured model of cholera infections in Cameroon
Journal of Biological Dynamics, 2021 In a recent paper, Che et al. [5] used a continuous-time Ordinary Differential Equation (ODE) model with risk structure to study cholera infections in Cameroon.
Eric Che, Abdul-Aziz Yakubu
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Bell's Jump Process in Discrete Time [PDF]
, 2005 The jump process introduced by J. S. Bell in 1986, for defining a quantum field theory without observers, presupposes that space is discrete whereas time is continuous. In this letter, our interest is to find an analogous process in discrete time.
Aaronson S. +12 more
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Mathematics, 2021 In this paper, we consider a discrete-time multiserver queueing system with correlation in the arrival process and in the server availability. Specifically, we are interested in the delay characteristics.
Freek Verdonck +2 more
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Adaptive Fuzzy Observer-Based Command Filtered Discrete-Time Control for PMSMs With Input Constraint
IEEE Access, 2021 This paper proposes an adaptive fuzzy observer-based command filtered discrete-time control method for permanent magnet synchronous motors (PMSMs) with input constraint.
Yumeng Xu +4 more
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Dynamic Limit Growth Indices in Discrete Time [PDF]
, 2014 We propose a new class of mappings, called Dynamic Limit Growth Indices, that are designed to measure the long-run performance of a financial portfolio in discrete time setup.
Bielecki, Tomasz R. +2 more
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Discrete-time thermodynamic uncertainty relation
, 2017 We generalize the thermodynamic uncertainty relation, providing an entropic upper bound for average fluxes in time-continuous steady-state systems (Gingrich et al., Phys. Rev. Lett. 116, 120601 (2016)), to time-discrete Markov chains and to systems under
Broeck, Christian Van den +1 more
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Finite-Time Weighted Average Consensus and Generalized Consensus Over a Subset
IEEE Access, 2016 In this paper, the finite-time consensus for arbitrary undirected graphs is discussed. We develop a parametric distributed algorithm as a function of a linear operator defined on the underlying graph and provide a necessary and sufficient condition ...
Yilun Shang
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Frontiers in Energy Research, 2022 This study proposes a polymorphic cooperative control system for microgrid consisting of a service layer, a control layer, a data layer, and a power layer to apply a resilient-distributed secondary control strategy to distributed generators (DGs) from ...
Fuzhi Wang +3 more
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Discrete Lorentz symmetry and discrete time translational symmetry
New Journal of Physics, 2018 The Lorentz symmetry and the space and time translational symmetry are fundamental symmetries of nature. Crystals are the manifestation of the continuous space translational symmetry being spontaneously broken into a discrete one.
Pei Wang
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