Results 51 to 60 of about 5,678,356 (168)
IEEE Access, 2020 A sliding mode robust control law based on Hamilton-Jacobi Inequality (HJI) theory and a disturbance observer is proposed for a wire-driven parallel robot (WDPR) used in a wind- tunnel test.
Yuqi Wang +6 more
doaj +1 more source
Mathematical Finance, EarlyView.ABSTRACT We study a dynamic portfolio optimization problem under the mean–variance–variance (M‐V‐V) criterion proposed by Maccheroni et al. It is an analogue of the Arrow–Pratt approximation to the well‐known smooth ambiguity model. Under the standard Black–Scholes framework, we derive fully explicit equilibrium investment strategies in which a DM's ...
David Landriault, Bin Li, Yuanyuan Zhang
wiley +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
Market Making With Fads, Informed, and Uninformed Traders
Mathematical Finance, EarlyView.ABSTRACT We characterize the solution to a continuous‐time optimal liquidity provision problem in a market populated by informed and uninformed traders. In our model, the asset price exhibits fads —these are short‐term deviations from the fundamental value of the asset.
Emilio Barucci +2 more
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
How Can Law Be Robust in the Face of Heightened Societal Turbulence?
Regulation &Governance, EarlyView.ABSTRACT Taking its cue from the growing frequency of disruptive crises, new research argues that crisis‐induced turbulence calls for robust governance based on adaptation and innovation. While law plays a key role in the effort of governments to govern robustly, the robustness of law has received scant regard.
Eva Sørensen +2 more
wiley +1 more source
Numerical Linear Algebra with Applications, Volume 33, Issue 5, October 2026.ABSTRACT Vector extrapolation techniques can be highly effective when used to accelerate the convergence of fixed‐point iterative methods, such as the Picard method. In this study, we investigate the numerical solution of nonlinear problems. Specifically, we address the nonlinear eigenvalue Bratu problem and the Monge–Ampère equation using a multigrid ...
Abdellatif Mouhssine +2 more
wiley +1 more source
Random Carbon Tax Policy and Investment Into Emission Abatement Technologies
Mathematical Finance, Volume 36, Issue 4, Page 804-825, October 2026.ABSTRACT We analyze the problem of a profit‐maximizing electricity producer, subject to carbon taxes, who decides on investments into CO2$\rm CO_2$ abatement technologies. We assume that the carbon tax policy is random and that the investment in the abatement technology is divisible, irreversible, and subject to transaction costs.
Katia Colaneri +2 more
wiley +1 more source
Geometric mechanics and Hamilton-Jacobi theory [PDF]
, 2017 A review of analytical mechanics in the language of differential geometry is given. The classical formulations of Newton, Lagrange and Hamilton are discussed in detail, with special interest in the Hamilton-Jacobi equation. The latter is studied in a new
Urtiaga Erneta, Iñigo
core +2 more sources
A Model of Strategic Sustainable Investment
Mathematical Finance, Volume 36, Issue 4, Page 771-803, October 2026.ABSTRACT We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero‐sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous‐time on an infinite‐time horizon.
Tiziano De Angelis +2 more
wiley +1 more source