Results 71 to 80 of about 42,732 (137)
Numerical Construction of Viable Sets for Autonomous Conflict Control Systems
Mathematics, 2014 A conflict control system with state constraints is under consideration. A method for finding viability kernels (the largest subsets of state constraints where the system can be confined) is proposed.
Nikolai Botkin, Varvara Turova
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An Integral Equation Approach to the Irreversible Investment Problem with a Finite Horizon
Mathematics, 2020 This paper studies an irreversible investment problem under a finite horizon. The firm expands its production capacity in irreversible investments by purchasing capital to increase productivity.
Junkee Jeon, Geonwoo Kim
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Multiloitering Munition Cooperative Surrounding and Attack Method Based on Wolf Pack Algorithm
International Journal of Aerospace Engineering, Volume 2026, Issue 1, 2026.Aiming at the optimization problem of multiloitering munitions cooperatively surrounding moving targets, this paper proposes a cooperative surrounding and attack method based on the wolf pack algorithm (WPA). Firstly, the relative kinematics model between the munitions and the target is established, and the cooperative surrounding task flow is analyzed
Zetian Zhang +4 more
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Journal of Mathematics, Volume 2026, Issue 1, 2026.This study examines optimal investment and reinsurance strategies for two competing insurers who are concerned with their relative performance. Each insurer can purchase reinsurance and invest in a financial market consisting of one risk‐free asset and one risky asset, with the risky asset’s price modeled using the Heston local‐stochastic volatility ...
Winfrida Felix Mwigilwa, Nian-Sheng Tang
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Representation Formula for Solutions of Eikonal Type Equations
Nonlinear Analysis, 2001 Equations of an eikonal type ones arise in many areas of applications, including optics, fluid mechanics, material sciences, and control theory. This article investigates the representation formula for semiconcave solutions of the boundary problem for ...
Gintautas Gudynas
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Strategic exits in stochastic partnerships: The curse of profitability
Theoretical Economics, Volume 21, Issue 1, Page 167-203, January 2026.We study dynamic partnerships where the output evolves stochastically, each player can exit at any time, and players who have exited continue to accrue some benefits if the remaining players keep contributing to the partnership. Players can strategically exit to free‐ride on their partners' contributions, knowing that it may trigger subsequent exits of
Boli Xu
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Dynamic Programming and Hamilton–Jacobi–Bellman Equations on Time Scales
Complexity, 2020 Bellman optimality principle for the stochastic dynamic system on time scales is derived, which includes the continuous time and discrete time as special cases.
Yingjun Zhu, Guangyan Jia
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Mean Field Game with Delay: A Toy Model
Risks, 2018 We study a toy model of linear-quadratic mean field game with delay. We “lift” the delayed dynamic into an infinite dimensional space, and recast the mean field game system which is made of a forward Kolmogorov equation and a backward ...
Jean-Pierre Fouque, Zhaoyu Zhang
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Symmetry, Integrability and Geometry: Methods and Applications, 2008 In a previous work the concept of quantum potential is generalized into extended phase space (EPS) for a particle in linear and harmonic potentials.
Sadolah Nasiri, Samira Bahrami
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"Ito's Lemma" and the Bellman equation for Poisson processes: An applied view [PDF]
Rare and randomly occurring events are important features of the economic world. In continuous time they can easily be modeled by Poisson processes. Analyzing optimal behavior in such a setup requires the appropriate version of the change of variables ...
Sennewald, Ken, Wälde, Klaus
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