Results 91 to 100 of about 702 (187)
Abstract This paper presents a global statistical investigation into the topside ionosphere electron density response to X‐class solar flares during geomagnetically quiet conditions (Kp ≤ $\mathit{\le }$ 2) using Swarm satellites (462–511 km) data from 2014 to 2024.
Kenny Palo Monontsi +3 more
wiley +1 more source
The Optimal Strategy to Research Pension Funds in China Based on the Loss Function
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
doaj +1 more source
Finite dimensional projections of HJB equations in the Wasserstein space
This paper continues the study of controlled interacting particle systems with common noise started in [W. Gangbo, S. Mayorga and A. Święch, SIAM J. Math. Anal. 53 (2021), no. 2, 1320--1356] and [S. Mayorga and A. Święch, SIAM J. Control Optim. 61 (2023), no. 2, 820--851].
Święch, Andrzej, Wessels, Lukas
openaire +2 more sources
The need for dried plasma—Still a national issue: Where are we and recommendations
Transfusion, EarlyView.
Anthony E. Pusateri +24 more
wiley +1 more source
This paper proposes a deep learning algorithm for solving the infinite-horizon optimal feedback control problem of a quadrotor unmanned aerial vehicle (UAV).
Yuhuan Yue
doaj +1 more source
Traditional credit scoring treats lending as static classification and lacks the ability to adjust risk preferences dynamically. This paper develops a dynamic credit decision framework based on the entropy-regularized Hamilton–Jacobi–Bellman (ER-HJB ...
Lei Jin, Runchi Zhang
doaj +1 more source
On the Hamilton-Jacobi-Bellman Equation by the Homotopy Perturbation Method
Our concern in this paper is to use the homotopy decomposition method to solve the Hamilton-Jacobi-Bellman equation (HJB). The approach is obviously extremely well organized and is an influential procedure in obtaining the solutions of the equations.
Abdon Atangana +2 more
doaj +1 more source
We solve the problem of an insurer who decides to optimally allocate a proportion (1—a(t)) of premiums to a re-insurance company (thereby retaining a proportion a(t) of premiums) and who also has to optimally pay dividends c(t) at any time t to ...
Sure Mataramvura
doaj +1 more source
To better simulate the prices of underlying assets and improve the accuracy of pricing financial derivatives, an increasing number of new models are being proposed.
Xu Chen +3 more
doaj +1 more source

