Results 41 to 50 of about 11,588 (163)
Liouville properties and critical value of fully nonlinear elliptic operators [PDF]
, 2016 We prove some Liouville properties for sub- and supersolutions of fully nonlinear degenerate elliptic equations in the whole space. Our assumptions allow the coefficients of the first order terms to be large at infinity, provided they have an appropriate
Bardi, Martino, Cesaroni, Annalisa
core +2 more sources
Fast Calculation for the Flow and Heat Transfer of Tempered Fractional Maxwell Viscoelastic Fluid
International Journal for Numerical Methods in Fluids, EarlyView.This study develops a tempered fractional Maxwell model to simulate unsteady thermal flow in viscoelastic fluids, capturing key rheological behaviors. A fast SOE‐based algorithm is proposed to improve the computational efficiency of the numerical scheme. Results reveal how key parameters influence fluid motion and heat transfer, demonstrating the model'
Yi Liu, Mochen Jiang, Libo Feng
wiley +1 more source
The Optimal Strategy to Research Pension Funds in China Based on the Loss Function
Data Science Journal, 2007 Based on the theory of actuarial present value, a pension fund investment goal can be formulated as an objective function. The mean-variance model is extended by defining the objective loss function.
Jian-wei Gao +2 more
doaj +1 more source
Free boundary value problems and hjb equations for the stochastic optimal control of elasto-plastic oscillators [PDF]
ESAIM: Proceedings and Surveys, 2019 We consider the optimal stopping and optimal control problems related to stochastic variational inequalities modeling elasto-plastic oscillators subject to random forcing.
Lauriere M. +4 more
doaj +1 more source
Analysis of Hamilton-Jacobi-Bellman equations arising in stochastic singular control [PDF]
, 2011 We study the partial differential equation max{Lu - f, H(Du)}=0 where u is the unknown function, L is a second-order elliptic operator, f is a given smooth function and H is a convex function.
Hynd, Ryan
core +1 more source
International Journal of Robust and Nonlinear Control, EarlyView.ABSTRACT In this paper, we consider the optimal control problem for an unknown continuous‐time nonlinear system, and present a framework that integrates model‐based and model‐free methods to solve it. Each approach offers distinct advantages: model‐based techniques provide offline synthesis and data efficiency, while model‐free procedures excel at ...
Surabhi Athalye +2 more
wiley +1 more source
Path integrals and symmetry breaking for optimal control theory [PDF]
, 2005 This paper considers linear-quadratic control of a non-linear dynamical system subject to arbitrary cost. I show that for this class of stochastic control problems the non-linear Hamilton-Jacobi-Bellman equation can be transformed into a linear equation.
Bellman R +10 more
core +4 more sources
Reinforcement Learning for Jump‐Diffusions, With Financial Applications
Mathematical Finance, EarlyView.ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley +1 more source
On the Hamilton-Jacobi-Bellman Equation by the Homotopy Perturbation Method
Abstract and Applied Analysis, 2014 Our concern in this paper is to use the homotopy decomposition method to solve the Hamilton-Jacobi-Bellman equation (HJB). The approach is obviously extremely well organized and is an influential procedure in obtaining the solutions of the equations.
Abdon Atangana +2 more
doaj +1 more source
Efficient Markets and Contingent Claims Valuation: An Information Theoretic Approach
Entropy, 2020 This research article shows how the pricing of derivative securities can be seen from the context of stochastic optimal control theory and information theory.
Jussi Lindgren
doaj +1 more source