Results 71 to 80 of about 1,220,533 (174)

Optimal Control of Stochastic Differential Delay Equations (SDDE) with Jumps and Markov Switching, and with an Application in Economics

Mathematics
This paper considers stochastic optimal control of stochastic differential delay equations (SDDEs) with jumps and Markov switching, and its economical applications.
Mariya Svishchuk, Anatoliy V. Swishchuk
doaj   +1 more source

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

The Laryngoscope, Volume 136, Issue 10, Page 4474-4481, October 2026.
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

The Fréchet–Newton Scheme for SV-HJB: Stability Analysis via Fixed-Point Theory

Axioms
This paper investigates the optimal portfolio control problem under a stochastic volatility model, whose dynamics are governed by a highly nonlinear Hamilton–Jacobi–Bellman equation.
Mehran Paziresh, Karim Ivaz, Mariyan Milev   +2 more
doaj   +1 more source

Random Carbon Tax Policy and Investment Into Emission Abatement Technologies

Mathematical Finance, Volume 36, Issue 4, Page 804-825, October 2026.
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, Rüdiger Frey, Verena Köck   +2 more
wiley   +1 more source

Equilibrium Points for Optimal Investment with Vintage Capital [PDF]

The paper concerns the study of equilibrium points, namely the stationary solutions to the closed loop equation, of an infinite dimensional and infinite horizon boundary control problem for linear partial differential equations. Sufficient conditions for
Silvia Faggian
core  

A Model of Strategic Sustainable Investment

Mathematical Finance, Volume 36, Issue 4, Page 771-803, October 2026.
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, Caio César Graciani Rodrigues, Peter Tankov   +2 more
wiley   +1 more source

Nonconvex duality and semicontinuous proximal solutions of HJB equation in optimal control [PDF]

, 2009
In this work, we study an optimal control problem dealing with differential inclusion. Without requiring Lipschitz condition of the set valued map, it is very hard to look for a solution of the control problem.
Mustapha Serhani, Nadia Raïssi, Raïssi, Nadia, Serhani, Mustapha   +3 more
core   +1 more source

Dam Management in the Era of Climate Change

Mathematical Finance, Volume 36, Issue 4, Page 870-895, October 2026.
ABSTRACT Climate change has a dramatic impact, particularly by concentrating rainfall into a few short periods, interspersed with long dry spells. In this context, the role of dams is crucial. We consider the optimal control of a dam, where the water level must neither exceed a designated safety threshold nor fall below a minimum level to ensure ...
Cristina Di Girolami, M'hamed Gaïgi, Vathana Ly Vath, Simone Scotti   +3 more
wiley   +1 more source

Optimal investment models with vintage capital: Dynamic Programming approach [PDF]

The Dynamic Programming approach for a family of optimal investment models with vintage capital is here developed. The problem falls into the class of infinite horizon optimal control problems of PDE's with age structure that have been studied in various
Silvia Faggian, Fausto Gozzi
core  

Optimal Consumption and Investment with Income Adjustment and Borrowing Constraints

Mathematics
In this paper, we address the utility maximization problem of an infinitely lived agent who has the option to increase their income. The agent can increase their income at any time, but doing so incurs a wealth cost proportional to the amount of the ...
Geonwoo Kim, Junkee Jeon
doaj   +1 more source