Results 41 to 50 of about 5,678,356 (168)
Optimal Consumption and Investment Problem under 4/2-CIR Stochastic Hybrid Model
Mathematics, 2023 In this paper, we investigate the optimal consumption and investment problem under the expected utility maximization criterion. It is supposed that the financial market consists of a risky asset and a risk-free asset, and the risky asset prices follow ...
Aiqin Ma, Cuiyun Zhang, Yubing Wang
doaj +1 more source
International Journal of Robust and Nonlinear Control, EarlyView.ABSTRACT The safety verification of neural network (NN) controllers operating in uncertain environments characterized by unmodeled dynamics, nonlinearities, and time delays remains a fundamental challenge in robust control analysis. This article introduces a novel method, termed Keep‐Close, for analyzing the performance and robustness of uncertain ...
Abdelhafid Zenati, Nabil Aouf
wiley +1 more source
Differentiable Randers‐Finsler Eikonal Solvers
Computer Graphics Forum, EarlyView.Abstract Fast and differentiable solvers for anisotropic and asymmetric distance fields are a key primitive in geometry processing, enabling gradient‐based optimization over metrics, drift fields, and downstream objectives that depend on geodesic distances and geodesics.
Barak Gahtan +2 more
wiley +1 more source
The Causal Effect of Parents' Education on Children's Earnings
International Economic Review, EarlyView.ABSTRACT We develop and estimate a model of endogenous schooling and earnings to isolate the causal effect of parents' education on children's outcomes. Identification uses earnings differences among children with equal schooling whose parents have different schooling.
Sang Yoon (Tim) Lee +2 more
wiley +1 more source
Lorentz Invariance Violation and Modified Hawking Fermions Tunneling Radiation
Advances in High Energy Physics, 2016 Recently the modified Dirac equation with Lorentz invariance violation has been proposed, which would be helpful to resolve some issues in quantum gravity theory and high energy physics.
Shu-Zheng Yang +3 more
doaj +1 more source
T-SOLUTIONS OF THE 5D KALUZA-KLEIN MODEL
Odessa Astronomical Publications, 2019 We consider spherically-symmetric solution of the 5D Kaluza-Klein theory, which metric coefficients depend on time only. When we construct the appropriate 4+1 splitting of the five-dimensional space and then perform the conformal transformation we get ...
M, S. Dmytriiev, V. D. Gladush
doaj +1 more source
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
, 2022 S.97-128We consider a semi-Lagrangian approach for the computation of the value function of a Hamilton-Jacobi-Bellman equation. This problem arises when one solves optimal feedback control problems for evolutionary partial differential equations.
Kalmykov, Ilja, Garcke, Jochen
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Equilibrium Reward for Liquidity Providers in Automated Market Makers
Mathematical Finance, EarlyView.ABSTRACT We find the equilibrium contract that an automated market maker (AMM) offers to their strategic liquidity providers (LPs) in order to maximize the order flow that gets processed by the venue. Our model is formulated as a leader–follower stochastic game, where the venue is the leader and a representative LP is the follower.
Alif Aqsha +2 more
wiley +1 more source
Geometric Hamilton-Jacobi theory for higher-order autonomous systems [PDF]
, 2013 The geometric framework for the Hamilton-Jacobi theory is used to study this theory in the ambient of higher-order mechanical systems, both in the Lagrangian and Hamiltonian formalisms.
Prieto Martínez, Pedro Daniel +3 more
core +2 more sources