Results 61 to 70 of about 18,914 (194)
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
Deep Neural Network Algorithms for Parabolic PIDEs and Applications in Insurance and Finance
In this paper we study deep neural network algorithms for solving linear and semilinear parabolic partial integro-differential equations with boundary conditions in high dimension. Our method can be considered as an extension of the deep splitting method
Rüdiger Frey, Verena Köck
doaj +1 more source
Random Carbon Tax Policy and Investment Into Emission Abatement Technologies
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
The spread of non‐native species
ABSTRACT The global redistribution of species through human agency is one of the defining ecological signatures of the Anthropocene, with biological invasions reshaping biodiversity patterns, ecosystem processes and services, and species interactions globally.
Phillip J. Haubrock +16 more
wiley +1 more source
Free Surface Waves in Electrohydrodynamics With a Prescribed Vorticity Distribution
ABSTRACT Traditionally, the study of free surface flows assumed irrotationality to simplify matters, and the results seemed to have great success, notably with the Korteweg‐de Vries(KdV) equation. In the past decade, there have been attempts to remove this seemingly strong condition and replace it with a global constant vorticity equivalent to a linear
M. J. Hunt, Denys Dutykh
wiley +1 more source
Application of the ARA Method in Solving Integro-Differential Equations in Two Dimensions
The main purpose of this study is to investigate solutions of some integral equations of different classes using a new scheme. This research introduces and implements the new double ARA transform to solve integral and partial integro-differential ...
Rania Saadeh
doaj +1 more source
ABSTRACT Managed aquifer recharge (MAR) is presented as a water management approach that fits well within the broad sustainability agenda. Three European MAR projects' outcomes were analyzed to assess how these projects interpret sustainability. This article argues that MAR projects are pushed to a narrow interpretation of sustainability by funder ...
Helen Sundberg, Klaas Schwartz
wiley +1 more source
In this paper, we study a system of second order integro-partial differential equations with interconnected obstacles with non-local terms, related to an optimal switching problem with the jump-diffusion model.
Hamadène, Said +2 more
core +1 more source
Abstract The rapid expansion of biodiversity data presents new opportunities to understand and forecast biosphere dynamics. However, disparate and dispersed data, taxonomic and geographic inconsistencies, pervasive quality issues, and a lack of reproducable workflows hinder synthesis, introduce biases and limit accurate assessment of biodiversity ...
Brian J. Enquist +38 more
wiley +1 more source
Symmetry Extensions and Their Physical Reasons in the Kinetic and Hydrodynamic Plasma Models
Characteristic examples of continuous symmetries in hydrodynamic plasma theory (partial differential equations) and in kinetic Vlasov-Maxwell models (integro-differential equations) are considered.
Volodymyr B. Taranov
doaj +1 more source

