Results 41 to 50 of about 14,906 (246)
Optimal excess of loss reinsurance-barrier dividend strategies with investment
Shenzhen Daxue xuebao. Ligong ban, 2022 The optimal barrier dividend problem under excess of loss reinsurance strategy has rarely been studied so far. We combine the risk factors such as market friction and terminal residual value with risk investment and risk control strategy, and study the ...
SUN Zongqi +3 more
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Model-Free Gradient-Based Adaptive Learning Controller for an Unmanned Flexible Wing Aircraft
Robotics, 2018 Classical gradient-based approximate dynamic programming approaches provide reliable and fast solution platforms for various optimal control problems. However, their dependence on accurate modeling approaches poses a major concern, where the efficiency ...
Mohammed Abouheaf +2 more
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Nonlinear Optimal Control for Stochastic Dynamical Systems
MathematicsThis paper presents a comprehensive framework addressing optimal nonlinear analysis and feedback control synthesis for nonlinear stochastic dynamical systems.
Manuel Lanchares, Wassim M. Haddad
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Some Results on Bellman Equations of Optimal Production Control in a Stochastic Manufacturing System
Journal of Probability and Statistics, 2009 The paper studies the production inventory problem of minimizing the expected discounted present value of production cost control in a manufacturing system with degenerate stochastic demand. We establish the existence of a unique solution of the Hamilton-
Azizul Baten, Anton Abdulbasah Kamil
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Optimization of Boiler Soot Blowing Based on Hamilton-Jacobi-Bellman Equation
IEEE Access, 2019 In this paper, the optimization of the boiler soot blowing is investigated based on the Hamilton-Jacobi-Bellman (HJB) equation and from the standpoint of the equipment health management.
Jie Wen +4 more
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Adaptive spline interpolation for Hamilton–Jacobi–Bellman equations [PDF]
Applied Numerical Mathematics, 2006 We study the performace of adaptive spline interpolation in semi--Lagrangian discretization schemes for Hamilton--Jacobi--Bellman equations. We investigate the local approximation properties of cubic splines on locally refined grids by a theoretical analysis. Numerical examples show how this method performs in practice.
Bauer, Florian +2 more
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Results in Applied MathematicsThis work aims to achieve optimal harvesting in a random setting with a stochastic price structure. We use a general growth function to model the harvested population, a geometric Brownian motion to model price change, and add fluctuations in the ...
Miguel Reis, Nuno M. Brites
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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
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Mathematics, 2021 The paper deals with a two-person zero-sum differential game for a dynamical system described by differential equations with the Caputo fractional derivatives of an order α∈(0,1) and a Bolza-type cost functional.
Mikhail I. Gomoyunov
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Piecewise constant policy approximations to Hamilton–Jacobi–Bellman equations [PDF]
Applied Numerical Mathematics, 2016 An advantageous feature of piecewise constant policy timestepping for Hamilton-Jacobi-Bellman (HJB) equations is that different linear approximation schemes, and indeed different meshes, can be used for the resulting linear equations for different control parameters. Standard convergence analysis suggests that monotone (i.e., linear) interpolation must
Reisinger, C, Forsyth, P
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