Results 31 to 40 of about 8,699 (152)
Optimal Surplus-Dependent Reinsurance under Regime-Switching in a Brownian Risk Model
Risks, 2021 In this paper, we consider a company that wishes to determine the optimal reinsurance strategy minimising the total expected discounted amount of capital injections needed to prevent the ruin. The company’s surplus process is assumed to follow a Brownian
Julia Eisenberg +2 more
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Angewandte Chemie, EarlyView.Titanium silicalite‐1 (TS‐1), used in industrial selective oxidation processes, depends on specific, yet still unresolved Ti sites, dispersed within the framework of an MFI‐zeolite. Applying high field (28.2 T) 47/49Ti NMR and 17O NMR spectroscopy for an array of TS‐1 catalysts enables the development of an NMR crystallography protocol and the ...
Christoph J. Kaul +14 more
wiley +2 more sources
Triangle Inequality for Inverse Optimal Control
IEEE Access, 2023 Inverse optimal control (IOC) is a problem of estimating a cost function based on the behaviors of an expert that behaves optimally with respect to the cost function.
Sho Mitsuhashi, Shin Ishii
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Angewandte Chemie, EarlyView.Radiofrequency amplification by stimulated emission of radiation (RASER) of solutes was achieved via parahydrogen‐induced polarization (PHIP) and polarization transfer from the produced hyperpolarization donors to solutes via the intermolecular nuclear Overhauser effect (NOE).
Ivan A. Trofimov +8 more
wiley +2 more sources
Optimal feedback control for undamped wave equations by solving a HJB equation [PDF]
ESAIM: Control, Optimisation and Calculus of Variations, 2015 In this paper, optimal feedback control for one-dimensional semi-linear wave equations is considered. The feedback law based on the dynamic programming principle requires to solve the evolutionary Hamilton-Jacobi-Bellman (HJB) equation. To avoid the so--called ``curse of dimensionality'', instead of classical discretization methods based on finite ...
Kröner, Axel +2 more
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A new domain decomposition method for an HJB equation
Journal of Computational and Applied Mathematics, 2003 This note is concerned with a second-order Hamilton-Jacobi-Bellman (HJB) equation. First, the authors explain that this kind of problems can be regarded as a quasivaritional inequality problem. Further, they proceed by a domain decomposition to establish the solution.
Zhou, Shuzi, Zhan, Wuping
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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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Numerical Solution of the Dynamic Programming Equation for the Optimal Control of Quantum Spin Systems [PDF]
, 2010 The purpose of this paper is to describe the numerical solution of the Hamilton-Jacobi-Bellman (HJB) for an optimal control problem for quantum spin systems.
Azagra +24 more
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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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