Results 21 to 30 of about 638 (186)
Fractional Order Version of the HJB Equation
, 2018 This is a preprint of a paper whose final and definite form is with 'Journal of Computational and Nonlinear Dynamics', ISSN 1555-1415, eISSN 1555-1423, CODEN: JCNDDM.
Razminia, Abolhassan +2 more
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A Review of Tipping Points and Precaution using HJB equations
Dynamic Games and Applications, 2023 AbstractThis paper analyzes three models in environmental economics with the property that tipping can occur in the ecological part of the model: the pollution control model where tipping suddenly shifts up the damage, the fishery model where tipping suddenly lowers the carrying capacity, and the Ramsey growth model where tipping suddenly decreases the
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Abstract and Applied Analysis, 2014 This paper investigates the excess-of-loss reinsurance and investment problem for a compound Poisson jump-diffusion risk process, with the risk asset price modeled by a constant elasticity of variance (CEV) model.
De-Lei Sheng, Ximin Rong, Hui Zhao
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Optimal Feedback Control of Cancer Chemotherapy Using Hamilton–Jacobi–Bellman Equation
Complexity, 2022 Cancer chemotherapy has been the most common cancer treatment. However, it has side effects that kill both tumor cells and immune cells, which can ravage the patient’s immune system. Chemotherapy should be administered depending on the patient’s immunity
Yong Dam Jeong +5 more
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Optimal Portfolio Selection of Mean-Variance Utility with Stochastic Interest Rate
Journal of Function Spaces, 2020 In order to tackle the problem of how investors in financial markets allocate wealth to stochastic interest rate governed by a nested stochastic differential equations (SDEs), this paper employs the Nash equilibrium theory of the subgame perfect ...
Shuang Li +4 more
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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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Micromachines, 2021 This paper focuses on the flow and thermal characteristics of the lubricant film in the micro clearance of a hydrodynamic journal bearing (HJB) at high rotating speed.
Yulong Jiang +4 more
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Journal of Biological Dynamics, 2019 A simplified stochastic control model for optimization of logistic dynamics with the control-dependent carrying capacity, which is motivated by a recent algae population management problem in the river environment, is presented.
Hidekazu Yoshioka
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Journal of Applied Mathematics, 2013 This paper studies a continuous-time dynamic mean-variance portfolio selection problem with the constraint of a higher borrowing rate, in which stock price is governed by a constant elasticity of variance (CEV) process. Firstly, we apply Lagrange duality
Hao Chang, Xi-min Rong
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Resolving Heterogeneity of Targeted Lipid Nanoparticles Through Solution‐Based Biophysical Analyses
Advanced Materials, EarlyView.AF4‐UV‐DLS‐MALS‐SAXS resolves previously inaccessible targeted lipid nanoparticle (tLNP) subpopulations that differ in size, shape, and composition. Correlation of subpopulation‐resolved biophysical properties with in vivo RNA delivery reveals that targeted placental transfection is associated with distinct tLNP subpopulations rather than ensemble ...
Hannah C. Geisler +14 more
wiley +1 more source