Results 21 to 30 of about 336 (142)

Key Technical Fields and Future Outlooks of Space Manipulators: A Survey

open access: yesSmartBot, EarlyView.
This paper systematically reviews the technological development of space manipulators, emphasizing the unique challenges posed by space environments. It examines four areas: structural design, modeling, planning, and control, while introducing typical ground test platforms.
Gang Chen   +12 more
wiley   +1 more source

Reinforcement Learning for Jump‐Diffusions, With Financial Applications

open access: yesMathematical 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

Equilibrium Reward for Liquidity Providers in Automated Market Makers

open access: yesMathematical 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

Random Carbon Tax Policy and Investment Into Emission Abatement Technologies

open access: yesMathematical Finance, EarlyView.
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

Hamilton–Jacobi method in non-minimal coupling inflation: metric vs. Palatini

open access: yesEuropean Physical Journal C: Particles and Fields
The Hamilton–Jacobi approach offers a natural framework for analyzing inflationary dynamics, relying on the specified Hubble parameter rather than the potential, particularly in extended gravity theories.
Feng-Yi Zhang, Wenbin Lin
doaj   +1 more source

A Model of Strategic Sustainable Investment

open access: yesMathematical Finance, EarlyView.
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

Robust Mean–Variance Portfolio Optimization: Mean–Variance–Variance Criterion Versus Mean–Variance–Standard Deviation Criterion

open access: yesMathematical 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

Market Making With Fads, Informed, and Uninformed Traders

open access: yesMathematical 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

Higher-dimensional MOG dark compact object: shadow behaviour in the light of EHT observations

open access: yesEuropean Physical Journal C: Particles and Fields
Consideration of extra spatial dimensions is motivated by the unification of gravity with other interactions, the achievement of the ultimate framework of quantum gravity, and fundamental problems in particle physics and cosmology.
Kourosh Nozari   +2 more
doaj   +1 more source

How Can Law Be Robust in the Face of Heightened Societal Turbulence?

open access: yesRegulation &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

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