Results 61 to 70 of about 9,123 (200)
Random Carbon Tax Policy and Investment Into Emission Abatement Technologies
Mathematical 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
Dynamic Programming and Hamilton–Jacobi–Bellman Equations on Time Scales
Complexity, 2020 Bellman optimality principle for the stochastic dynamic system on time scales is derived, which includes the continuous time and discrete time as special cases.
Yingjun Zhu, Guangyan Jia
doaj +1 more source
Mathematics, 2021 This paper is concerned with the optimal investment strategy for a defined contribution (DC) pension plan. We assumed that the financial market consists of a risk-free asset and a risky asset, where the risky asset is subject to the Ornstein–Uhlenbeck (O-
Yang Wang, Xiao Xu, Jizhou Zhang
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On nouniqueness of solutions of Hamilton-Jacobi-Bellman equations
, 2015 An example of a nonunique solution of the Cauchy problem of Hamilton-Jacobi-Bellman (HJB) equation with surprisingly regular Hamiltonian is introduced. The proposed Hamiltonian H(t,x,p) fulfills the local Lipschitz continuity with respect to the triple ...
Misztela, Arkadiusz
core +1 more source
A Model of Strategic Sustainable Investment
Mathematical 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
Generating Pattern‐Based Datasets for Cyber Attack Detection Using Machine‐Learning Techniques
WIREs Data Mining and Knowledge Discovery, Volume 16, Issue 2, June 2026.The aim of this work is to review the state of the art in the design, generation, and labeling of attack pattern datasets for training of detection systems based on machine learning. ABSTRACT This work aims to review the state of the art in the design, generation, and labeling of attack pattern datasets for the training of detection systems based on ...
Pedro Díaz García +4 more
wiley +1 more source
Regular and exploratory resource extraction models considering sustainability
Results in Applied MathematicsWe formulate an optimal control problem of resource extraction, where a decision maker with sustainability concern dynamically controls the extraction rate. We assume harvesting to increase profit and incur a risk of resource depletion and aim to resolve
Hidekazu Yoshioka
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A New Scheme for Discrete HJB Equations
Applied Mathematics, 2014 In this paper we propose a relaxation scheme for solving discrete HJB equations based on scheme II [1] of Lions and Mercier. The convergence of the new scheme has been established. Numerical example shows that the scheme is efficient.
openaire +2 more sources
Gerodontology, Volume 43, Issue 2, Page 159-171, June 2026.ABSTRACT Background Aging is associated with a decline in physiological functions. Dysphagia, a disorder among older adults, impairs feeding and is related to morphological and functional changes in the stomatognathic system, which worsen with age‐related physiological decline, particularly among institutionalised older adults.
Raquel Soncini de Morais +3 more
wiley +1 more source
Journal of Advanced Mechanical Design, Systems, and Manufacturing, 2019 An inventory management problem is theoretically discussed for a factory having effects of lead times in replenishing the inventory, where it stocks materials used for its products.
Hiroaki T.-KANEKIYO, Shinjiro AGATA
doaj +1 more source