Results 71 to 80 of about 82,726 (225)
The Equivalence Postulate of Quantum Mechanics: Main Theorems [PDF]
, 2009 We consider the two main theorems in the derivation of the Quantum Hamilton--Jacobi Equation from the Equivalence Postulate (EP) of quantum mechanics.
Faraggi, Alon E., Matone, Marco
core
Stochastic homogenization of a nonconvex Hamilton–Jacobi equation [PDF]
, 2013 We present a proof of qualitative stochastic homogenization for a nonconvex Hamilton–Jacobi equations. The new idea is to introduce a family of “sub-equations” and to control solutions of the original equation by the maximal subsolutions of the latter ...
S. Armstrong, H. Tran, Yifeng Yu
semanticscholar +1 more source
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
Derivation of the Schrödinger equation from the Hamilton–Jacobi equation in Feynman's path integral formulation of quantum mechanics [PDF]
, 2012 It is shown how the time-dependent Schrödinger equation may be simply derived from the dynamical postulate of Feynman's path integral formulation of quantum mechanics and the Hamilton–Jacobi equation of classical mechanics.
J. Field
semanticscholar +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
Large deviation for diffusions and Hamilton–Jacobi equation in Hilbert spaces [PDF]
, 2006 Large deviation for Markov processes can be studied by Hamilton-Jacobi equation techniques. The method of proof involves three steps: First, we apply a nonlinear transform to generators of the Markov processes, and verify that limit of the transformed ...
Jin Feng
semanticscholar +1 more source
Resurgence in a Hamilton-Jacobi equation [PDF]
Annales de l'Institut Fourier, 2003 We study the resurgent structure associated with a Hamilton-Jacobi equation. This equation is obtained as the inner equation when studying the separatrix splitting problem for a perturbed pendulum via complex matching. We derive the Bridge equation, which encompasses infinitely many resurgent relations satisfied by the formal ...
Olivé, Carme +2 more
openaire +2 more sources
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
Advances in Mechanical Engineering, 2019 A novel framework of rapid exponential stability and optimal feedback control is investigated and analyzed for a class of nonlinear systems through a variant of continuous Lyapunov functions and Hamilton–Jacobi–Bellman equation.
Yan Li, Yuanchun Li
doaj +1 more source
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