Results 51 to 60 of about 11,373 (144)
Threshold dynamics and optimal control on an age-structured SIRS epidemic model with vaccination
Mathematical Biosciences and Engineering, 2021 We consider a vaccination control into a age-structured susceptible-infective-recovered-susceptible (SIRS) model and study the global stability of the endemic equilibrium by the iterative method. The basic reproduction number $ R_0 $ is obtained.
Han Ma, Qimin Zhang
doaj +1 more source
Uniqueness Results for Second Order Bellman-Isaacs Equations under Quadratic Growth Assumptions and Applications [PDF]
, 2006 In this paper, we prove a comparison result between semicontinuous viscosity sub and supersolutions growing at most quadratically of second-order degenerate parabolic Hamilton-Jacobi-Bellman and Isaacs equations.
Alvarez Olivier +10 more
core +8 more sources
Agents' Behavior and Interest Rate Model Optimization in DeFi Lending
Mathematical Finance, EarlyView.ABSTRACT Contrasting sharply with traditional money, bond, and bond futures markets, where interest rates emerge organically from participant interactions, DeFi lending platforms employ rule‐based interest rates that are algorithmically set. Thus, the selection of an effective interest rate model (IRM) is paramount for the success of a lending protocol.
Charles Bertucci +4 more
wiley +1 more source
Macroscopic Market Making Games
Mathematical Finance, EarlyView.ABSTRACT Building on the macroscopic market making framework as a control problem, this paper investigates its extension to stochastic games. In the context of price competition, each agent is benchmarked against the best quote offered by the others. We begin with the linear case.
Ivan Guo, Shijia Jin
wiley +1 more source
Discrete Dynamics in Nature and Society, 2013 We study the optimal investment strategies of DC pension, with the stochastic interest rate (including the CIR model and the Vasicek model) and stochastic salary. In our model, the plan member is allowed to invest in a risk-free asset, a zero-coupon bond,
Chubing Zhang, Ximing Rong
doaj +1 more source
A General Dynamic Programming Approach to the Optimal Water Storage Management for Irrigation
Mathematical Methods in the Applied Sciences, Volume 49, Issue 3, Page 1987-1997, February 2026.ABSTRACT This paper proposes a dynamic programming approach targeted to solve a natural resource problem of water storage management for irrigation in an environmentally and socially sustainable way. The problem we address in our formulation, focusing on the control of water storage in tanks, is based on assumptions that are less restrictive than those
Abdelkader Belhenniche +3 more
wiley +1 more source
A Semi-Linear Backward Parabolic cauchy Problem with Unbounded Coefficients of Hamilton-Jacobi-Bellman Type and Applications to optimal control [PDF]
, 2014 We obtain weighted uniform estimates for the gradient of the solutions to a class of linear parabolic Cauchy problems with unbounded coefficients. Such estimates are then used to prove existence and uniqueness of the mild solution to a semi-linear ...
Addona, Davide
core +2 more sources
Portfolio Optimization for Pension Purposes: Literature Review
Journal of Economic Surveys, Volume 40, Issue 1, Page 45-72, February 2026.ABSTRACT This systematic review identifies persistent challenges and gaps in the literature on pension portfolio optimization models. We searched, selected, and critically analyzed 82 articles from three major academic databases published over the past decade to investigate the barriers to the effective implementation of these models.
Leonardo Moreira +2 more
wiley +1 more source
Ural Mathematical Journal, 2016 The properties of a minimax piecewise smooth solution of the Hamilton–Jacobi–Bellman equation are studied. It is known the Rankine–Hugoniot conditions are necessary and sufficient conditions for the points of nondifferentiability (singularity) of the ...
Aleksei S. Rodin
doaj +1 more source
On the Provision of International Public Goods in Dynamic Open Economies
Review of International Economics, Volume 34, Issue 1, Page 198-218, February 2026.ABSTRACT This study develops a dynamic two‐country model with an international public good, the stock of which positively affects the productivity of the private‐goods sectors in each country, and the evolution of the stock is determined by each country's voluntary contribution in the form of public investment. Two scenarios are examined: A cooperative
Akihiko Yanase
wiley +1 more source