Results 241 to 250 of about 9,695 (338)

An Empirical Analysis of Institutional Coevolution in the European Union

Kyklos, EarlyView.
ABSTRACT Institutional effectiveness is widely considered an important factor for the success of the European integration process. The article investigates how the coevolution of formal and informal institutions influenced economic performance within the European Union from 1980 to 2019.
Sara Casagrande, Bruno Dallago
wiley   +1 more source

Optimal Power Procurement for Green Cellular Wireless Networks Under Uncertainty and Chance Constraints. [PDF]

Entropy (Basel)
Ben Rached N, Subbiah Pillai SM, Tempone R.   +2 more
europepmc   +1 more source

A Lagrange Multiplier Method for Fluid-Structure Interaction: Well-Posedness and Domain Decomposition

Amy de Castro, Hyesuk Lee, Margaret M. Wiecek   +2 more
openalex   +1 more source

First Order Linear Homogeneous Fuzzy Ordinary Differential Equation Based on Lagrange Multiplier Method

, 2013
Sankar Prasad Mondal, Tapan Kumar Roy
openalex   +1 more source

Reinforcement Learning for Jump‐Diffusions, With Financial Applications

Mathematical Finance, EarlyView.
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

A method for characterizing and analyzing the structural behavior of concrete dams in cold regions. [PDF]

Sci Rep
Fu X, Wang M, Zhao G, Xu Y, Qi Y, Gu C.
europepmc   +1 more source

APPLICATION OF THE LAGRANGE MULTIPLIER METHOD IN ORDER TO OPTIMIZE THE CENTRIFUGATION PROCESS

M. Shayakhmetova, Amirzhan Kassenov, Б. А. Лобасенко, G. Abdilova, Nadir Ibragimov   +4 more
openalex   +2 more sources

The Optimal Mean–Variance Selling Problem With Finite Horizon

Mathematical Finance, EarlyView.
ABSTRACT The optimal mean–variance selling problem seeks to determine a dynamically optimal stopping time in the nonlinear problem sup0≤τ≤TE(Xτ)−cVar(Xτ)$\sup _{0 \le \tau \le T} \left[ \mathsf {E}\,\!(X_\tau) - c\, \mathsf {V}ar\,\!(X_\tau) \right]$, where X$X$ is a geometric Brownian motion with strictly positive drift, the supremum is taken over ...
Peter Johnson, Jesper Lund Pedersen, Goran Peskir   +2 more
wiley   +1 more source

Recent Improvements to the NWChem COSMO Module. [PDF]

J Chem Theory Comput
Soares RP, Mejía-Rodriguez D, Aprà E.
europepmc   +1 more source

QoE-Energy Consumption Optimization for End-User Devices in Adaptive Bitrate Video Streaming Using the Lagrange Multiplier Method

Tien Vu Huu, Thao Nguyen Thi Huong
openalex   +2 more sources