Results 41 to 50 of about 676,988 (164)
The Fourier Regularization for Solving a Cauchy Problem for the Laplace Equation with Uncertainty
The Laplace equation is an important partial differential equation, typically used to describe the properties of steady-state distributions or passive fields in physical phenomena.
Xiaoya Liu, Yiliang He, Hong Yang
doaj +1 more source
Lidar plays an essential role in monitoring the vertical variation of atmospheric aerosols. However, due to the limited information that lidar measurements provide, ill-posedness still remains a big challenge in quantitative lidar remote sensing. In this
Yuyang Chang +4 more
doaj +1 more source
Reinforcement Learning for Jump‐Diffusions, With Financial Applications
ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley +1 more source
ABSTRACT We extend the notion of forward performance criteria to settings with random endowment in incomplete markets. Building on these results, we introduce and develop the novel concept of forward optimized certainty equivalent (forward OCE), which offers a genuinely dynamic valuation mechanism that accommodates progressively adaptive market model ...
Gechun Liang +2 more
wiley +1 more source
Well-posedness and Ill-posedness of the Nonlinear Beam Equation [PDF]
The dissertation consists of two parts, Well-posedness and ill-posedness for the nonlinear beam equation and Strichartz estimates of the beam equation on the domains.
Wang, Shuxin
core +1 more source
Coordinating Bank Dividend and Capital Regulation
ABSTRACT This paper examines how state‐dependent dividend restrictions (taxes and bans) and capital requirements influence a bank's capital buffer accumulation and risk‐taking decisions. In the model, the bank distributes dividends and issues costly equity to maximise shareholder value, while its loans generate stochastic income under time‐varying ...
Salvatore Federico +2 more
wiley +1 more source
Simplified regularization using finite-dimensional approximations in the setting of Hilbert scales has been considered for obtaining stable approximate solutions to ill-posed operator equations.
Santhosh George, M. Thamban Nair
doaj +1 more source
ABSTRACT Purpose To develop SAFE, a self‐calibrated framework to estimate B1+ and B0 field inhomogeneities directly from conventional magnetic resonance fingerprinting (MRF) acquisitions and improve its quantification accuracy. Methods SAFE utilized a two‐step approach. First, two physics‐informed image markers are extracted from the MRF data to create
Mengze Gao +13 more
wiley +1 more source
Sparsity‐Driven Source Localization in Tomographic Sensing Applications
ABSTRACT Hyperspectral standoff detection systems such as Focal Plane Array (FPA) Fourier Transform Infrared (FTIR) spectrometers provide high spatial resolution in detecting airborne chemical contaminants that are invisible to the human eye but potentially hazardous. When two such systems are operated simultaneously with a suitable opening angle, they
Marco Mattuschka +5 more
wiley +1 more source
On the ill-posedness of kinetic wave equations [PDF]
In this article we identify a sharp ill-posedness/well-posedness threshold for kinetic wave equations (KWE) derived from quasilinear Schrödinger models. We show well-posedness using a collisional averaging estimate proved in our earlier work \cite{AmLe}.
Ampatzoglou, Ioakeim, Léger, Tristan
core +1 more source

