Results 101 to 110 of about 1,525 (223)
Admissible strategies in semimartingale portfolio selection [PDF]
The choice of admissible trading strategies in mathematical modelling of financial markets is a delicate issue, going back to Harrison and Kreps [HK79].
Sara Biagini, Ales Cerny
core
This paper establishes existence of a stationary Markov perfect equilibrium in general stochastic games with noise a component of the state that is nonatomically distributed and not directly affected by the previous periods state and actions.
John Duggan
core +2 more sources
The role of identification in data‐driven policy iteration: A system theoretic study
International Journal of Robust and Nonlinear Control, EarlyView.Abstract The goal of this article is to study fundamental mechanisms behind so‐called indirect and direct data‐driven control for unknown systems. Specifically, we consider policy iteration applied to the linear quadratic regulator problem. Two iterative procedures, where data collected from the system are repeatedly used to compute new estimates of ...
Bowen Song, Andrea Iannelli
wiley +1 more source
Group actions and ergodic theory on Banach function spaces
, 2014 PhD (Mathematics), North-West University, Potchefstroom Campus, 2014This thesis is an account of our study of two branches of dynamical systems theory, namely the mean and pointwise ergodic theory.
De Beer, Richard John
core
Redefining Optimal Coverage Path Planning for FLS‐Equipped AUVs With Deep Reinforcement Learning
Journal of Field Robotics, EarlyView.ABSTRACT Autonomous Underwater Vehicles (AUVs) have emerged as indispensable tools for a variety of subsea tasks, from habitat monitoring and seabed mapping to infrastructure inspection and mine countermeasures. A fundamental challenge in this field is Coverage Path Planning (CPP), the problem of ensuring complete and efficient area coverage.
Lorenzo Cecchi +3 more
wiley +1 more source
Small, EarlyView.Polyion complex micelles composed of blends of ABA and AB block copolymers can form coacervates with a hexagonally packed cylinder nanostructure after heating. The resulting coacervates can release the micelles under physiological conditions in a zero‐order kinetics, possessing cargo proteins.
Takumi Egashira +9 more
wiley +1 more source
Local Eviction Moratoria and the Spread of COVID‐19
Southern Economic Journal, EarlyView.ABSTRACT At different stages during the initial onset of the COVID‐19 pandemic, various US states and local municipalities enacted eviction moratoria. One of the main aims of these moratoria was to slow the spread of COVID‐19 infections. We deploy a semiparametric difference‐in‐differences approach with an event study specification to examine whether ...
Julia Hatamyar, Christopher F. Parmeter
wiley +1 more source
UK Clinical Guideline for Best Practice in the Use of Vaginal Pessaries for Pelvic Organ Prolapse
Neurourology and Urodynamics, EarlyView.
Claire Brown +11 more
wiley +1 more source
Reverse engineering strut‐and‐tie models for assessing reinforced concrete structures
Structural Concrete, EarlyView.Abstract Strut‐and‐tie models enable the design of reinforced concrete structures with static or geometrical discontinuities, providing interpretability and control over the load path. These models are valuable for designing discontinuity regions of new structures and for validating nonlinear finite‐element analysis results. However, developing a strut‐
Karin Yu, Walter Kaufmann
wiley +1 more source
A Quantised Push‐Sum Distributed Adaptive Momentum Algorithm for Optimisation Over Directed Networks
CAAI Transactions on Intelligence Technology, EarlyView.ABSTRACT In this paper, we investigate a distributed constrained optimisation problem over directed networks. The agents in the networks conduct local computations and communications, endeavouring to collaboratively minimise the aggregation of all locally known convex cost functions subject to a global constraint set.
Qingguo Lü +6 more
wiley +1 more source