Results 51 to 60 of about 40,007 (203)
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
doaj +1 more source
"Thermodynamique cach\'ee des particules" and the quantum potential [PDF]
, 2012 According to de Broglie, temperature plays a basic role in quantum Hamilton-Jacobi theory. Here we show that a possible dependence on the temperature of the integration constants of the relativistic quantum Hamilton-Jacobi may lead to corrections to the ...
Matone, Marco
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Optimal Homogeneous ℒp$$ {\boldsymbol{\mathcal{L}}}_{\boldsymbol{p}} $$‐Gain Controller
International Journal of Robust and Nonlinear Control, EarlyView.ABSTRACT Nonlinear ℋ∞$$ {\mathscr{H}}_{\infty } $$‐controllers are designed for arbitrarily weighted, continuous homogeneous systems with a focus on systems affine in the control input. Based on the homogeneous ℒp$$ {\mathcal{L}}_p $$‐norm, the input–output behavior is quantified in terms of the homogeneous ℒp$$ {\mathcal{L}}_p $$‐gain as a ...
Daipeng Zhang +3 more
wiley +1 more source
Solution Hamilton-Jacobi equation for oscillator Caldirola-Kanai
Revista Científica, 2016 The method allows Hamilton-Jacobi explicitly determine the generating function from which is possible to derive a transformation that makes soluble Hamilton's equations.
LEONARDO PASTRANA ARTEAGA +1 more
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Mathematical Biosciences and Engineering, 2022 Physics-informed neural networks (PINN) have lately become a research hotspot in the interdisciplinary field of machine learning and computational mathematics thanks to the flexibility in tackling forward and inverse problems.
Youqiong Liu +3 more
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Model Ambiguity versus Model Misspecification in Dynamic Portfolio Choice
The Journal of Finance, EarlyView.ABSTRACT We study aversion to model ambiguity and misspecification in dynamic portfolio choice. Risk‐averse investors (relative risk aversion γ>1$\gamma > 1$) fear return persistence, while risk‐tolerant investors (0<γ<1$0<\gamma <1$) fear mean reversion, when confronting model misspecification concerns of identically and independently distributed (IID)
PASCAL J. MAENHOUT +2 more
wiley +1 more source
Hamiltonian approach to GR – Part 2: covariant theory of quantum gravity
European Physical Journal C: Particles and Fields, 2017 A non-perturbative quantum field theory of General Relativity is presented which leads to a new realization of the theory of covariant quantum gravity (CQG-theory). The treatment is founded on the recently identified Hamiltonian structure associated with
Claudio Cremaschini, Massimo Tessarotto
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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
M5-brane Effective Action as an On-shell Action in Supergravity
, 2004 We show that the covariant effective action for M5-brane is a solution to the Hamilton-Jacobi (H-J) equations of 11-dimensional supergravity. The solution to the H-J equations reproduces the supergravity solution that represents the M2-M5 bound states ...
A. De Castro +11 more
core +4 more sources
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