Results 41 to 50 of about 638 (186)

Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance

Journal of Inequalities and Applications, 2018
This paper investigates optimal investment and reinsurance policies for an insurance company under a correlated risk model with common Poisson shocks. The goal of the insurance company is to minimize the ultimate ruin probability.
Lin Xu, Minghan Wang, Bin Zhang
doaj   +1 more source

Collision Avoidance Problem of Ellipsoid Motion

Mathematics, 2022
This paper studies the problem of target control and how a virtual ellipsoid can avoid the static obstacle. During the motion to the target set, the virtual ellipsoid can achieve a motion under collision avoidance by keeping the distance between the ...
Shujun Guo, Lujing Jing, Zhaopeng Dai, Yang Yu, Zhiqing Dang, Zhihang You, Ang Su, Hongwei Gao, Jinqiu Guan, Yujun Song   +9 more
doaj   +1 more source

Multi‐Frequency Electrocochleography Results in Fewer Drop Alarms During Cochlear Implant Insertion

The Laryngoscope, EarlyView.
A novel multi‐frequency electrocochleography (ECochG) algorithm used during cochlear implant electrode insertion is associated with fewer drop alarms and an increase in optimal insertion track patterns. Multi‐frequency ECochG may provide a more accurate assessment of the cochlear microenvironment when compared to single‐frequency ECochG.
Mana Espahbodi, Ali Syed, Alex Tu, Michael D. Seidman, Christopher J. Danner, Kyle P. Allen, Loren J. Bartels, Syed F. Ahsan, Courtney C.J. Voelker, Nicholas L. Deep, Jacob B. Hunter, Rebecca C. Chiffer, Elias M. Michaelides, Mohamed Elrakhawy, Matthew W. Miller, Harrison W. Lin, Hamid R. Djalilian, Esther X. Vivas, Simon I. Angeli, Michael Hoa, H. Jeffrey Kim, Mark H. Widick, Katrina R. Stidham, Neil S. Patel, Richard K. Gurgel, Karl W. Doerfer, Kanthaiah Koka, Michael S. Harris   +27 more
wiley   +1 more source

Semismooth Newton and Newton iterative methods for HJB equation

Journal of Computational and Applied Mathematics, 2011
Some semismooth methods are considered to solve a nonsmooth equation which can arise from a discrete version of the well-known Hamilton-Jacobi-Bellman (HJB) equation, which is often encountered in optimal control and other applied areas. The authors first propose a semismooth Newton method and prove its monotone convergence by suitably choosing the ...
Jinping Zeng, Zhe Sun, Hongru Xu
openaire   +1 more source

On Viscosity Solution of HJB Equations with State Constraints and Reflection Control [PDF]

SIAM Journal on Control and Optimization, 2017
Motivated by a control problem of a certain queueing network we consider a control problem where the dynamics is constrained in the nonnegative orthant $\mathbb{R}_+$ of the $d$-dimensional Euclidean space and controlled by the reflections at the faces/boundaries.
Anup Biswas, Hitoshi Ishii, Subhamay Saha, Lin Wang   +3 more
openaire   +3 more sources

Optimal Investment and Consumption for Multidimensional Spread Financial Markets with Logarithmic Utility

Stats, 2021
We consider a spread financial market defined by the multidimensional Ornstein–Uhlenbeck (OU) process. We study the optimal consumption/investment problem for logarithmic utility functions using a stochastic dynamical programming method.
Sahar Albosaily, Serguei Pergamenchtchikov   +1 more
doaj   +1 more source

Disease–Drug–Drug Interaction of Imatinib in COVID‐19 ARDS: A Pooled Population Pharmacokinetic Analysis

CPT: Pharmacometrics &Systems Pharmacology, Volume 14, Issue 3, Page 583-595, March 2025.
ABSTRACT Prior pharmacokinetic (PK) analysis revealed that increased alpha‐1‐acid glycoprotein (AAG) levels are associated with decreased imatinib unbound fraction in coronavirus disease 2019 (COVID‐19) patients. This study aimed to investigate the PK of total and unbound concentrations of imatinib and the metabolite N‐desmethyl imatinib in ...
Medhat M. Said, Job R. Schippers, Leila Atmowihardjo, Yingxue Li, Mick S. van der Plas, Harm J. Bogaard, Lieuwe D. J. Bos, Ron A. A. Mathôt, Jurjan Aman, Eleonora L. Swart, Imke H. Bartelink   +10 more
wiley   +1 more source

Dynamic Pricing and Optimal Control for a Stochastic Inventory System with Non-Instantaneous Deteriorating Items and Partial Backlogging

Mathematics, 2020
In this paper, we consider a problem of the dynamic pricing and inventory control for non-instantaneous deteriorating items with uncertain demand, in which the demand is price-sensitive and governed by a diffusion process.
Xuxiang Luo, Zaiming Liu, Jinbiao Wu
doaj   +1 more source

Application of Asymptotic Analysis of a High-Dimensional HJB Equation to Portfolio Optimization

Journal of Mathematics, 2023
In this paper, we consider a portfolio optimization problem where the wealth consists of investing into a risky asset with a slow mean-reverting volatility and receiving an uncontrollable stochastic cash flow under the exponential utility.
Lei Hu
doaj   +1 more source

Feedback Linearisation with State Constraints

International Journal of Robust and Nonlinear Control, EarlyView.
ABSTRACT Feedback Linearisation (FBL) is a widely used technique that applies feedback laws to transform input‐affine nonlinear control systems into linear control systems, allowing for the use of linear controller design methods such as pole placement.
Songlin Jin, Yuanbo Nie, Morgan Jones
wiley   +1 more source