Results 211 to 220 of about 74,338 (357)
Mean square error for the Leland-Lott hedging strategy: convex pay-offs. [PDF]
Leland’s approach to the hedging of derivatives under proportional transaction costs is based on an approximate replication of the European-type contingent claim V T using the classical Black–Scholes formula with a suitably enlarged volatility.
Lépinette-Denis, Emmanuel +1 more
core
Asian Journal of Control, EarlyView.Abstract Large swarms often adopt a hierarchical network structure that incorporates information aggregation. Although this approach offers significant advantages in terms of communication efficiency and computational complexity, it can also lead to degradation due to information constraints.
Kento Fujita, Daisuke Tsubakino
wiley +1 more source
, 2003 The Central Limit Theorem applet demonstrates the central limit theorem using simulated dice-rolling experiments. An "experiment" consists of rolling a certain number of dice (1-5 dice are available in this applet) and adding the number of spots showing.
R. Todd Ogden
core
Design of discrete PI‐PR2 controllers for time‐delayed systems using dominant pole placement method
Asian Journal of Control, EarlyView.Abstract This paper presents a new controller structure known as the proportional‐integral proportional‐double‐retarded (PI‐PR2) designed for discrete‐time systems with time delay. The dominant pole placement technique, which is frequently encountered in control systems, is used as the primary design method. The design method starts that dominant poles
Ayşe Duman Mammadov +2 more
wiley +1 more source
Topics in random graph theory: limit theorems and mixing times of random walks [PDF]
Giacomo Passuello
openalex
The Folk theorem and bertrand competition [PDF]
We examine if the folk theorem of perfect competition holds under Bertrand competition (when firms supply all demand), both when entry is exogenous, as well as when it is free.
Prabal Roy Chowdhury
core
Risk‐aware safe reinforcement learning for control of stochastic linear systems
Asian Journal of Control, EarlyView.Abstract This paper presents a risk‐aware safe reinforcement learning (RL) control design for stochastic discrete‐time linear systems. Rather than using a safety certifier to myopically intervene with the RL controller, a risk‐informed safe controller is also learned besides the RL controller, and the RL and safe controllers are combined together ...
Babak Esmaeili +2 more
wiley +1 more source
central limit theorem simulation compared to bootstrap simulation N = 50 (Slide 71)
, 2014 Broadhurst David
openalex +1 more source
Modeling and parameter estimation for fractional large‐scale interconnected Hammerstein systems
Asian Journal of Control, EarlyView.Abstract This paper addresses the challenge of modeling and identifying large‐scale interconnected systems exhibiting memory effects, hereditary properties, and non‐local interactions. We propose a fractional‐order extension of the Hammerstein architecture that incorporates Grünwald–Letnikov operators to capture complex dynamics through multiple ...
Mourad Elloumi +2 more
wiley +1 more source
Characterizing Belief-Free Review-Strategy Equilibrium Payoffs under ConditionalIndependence [PDF]
This paper proposes and studies a tractable subset of Nash equilibria, belief-free review-strategy equilibria, in repeated games with private monitoring.
Yuichi Yamamoto
core