Results 121 to 130 of about 13,676,050 (240)

Iterative Learning Formation Control via Input Sharing for Fractional-Order Singular Multi-Agent Systems with Local Lipschitz Nonlinearity

Fractal and Fractional
For a class of fractional-order singular multi-agent systems (FOSMASs) with local Lipschitz nonlinearity, this paper proposes a closed-loop Dα-type iterative learning formation control law via input sharing to achieve the stable formation of FOSMASs in a
Guangxu Wang, Rui Wang, Danhu Yi, Xingyu Zhou, Shuyu Zhang   +4 more
doaj   +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

Shadowing properties of evolution equations with exponential trichotomy on Banach spaces

Electronic Journal of Differential Equations
In this article we investigate the shadowing properties of the semilinear non-autonomous evolution equation $$ u'(t) = A(t)u(t) + f(t, u(t)), \quad t\geq 0 $$ on a Banach space $X$.
Kun Tu, Hui-Sheng Ding
doaj  

Never, Ever Getting Started: On Prospect Theory Without Commitment

Mathematical Finance, EarlyView.
ABSTRACT Prospect theory is arguably the most prominent alternative to expected utility theory. We study the investment or gambling behavior of a prospect theory decision maker who is aware of his time‐inconsistency but lacks commitment. For the empirically relevant prospect theory specifications, we obtain the extreme prediction that such a decision ...
Sebastian Ebert, Philipp Strack
wiley   +1 more source

Lipschitz conditions on operators and matrices

Lipschitz functions on the real line find various applications across mathematics, including in differential equations, optimization, and machine learning.
Farrell, Ryan
core   +1 more source

On Wolfe duality for mathematical programs with equilibrium constraints using directional convexificators

Boundary Value Problems
In this paper, we consider a mathematical programming problem with equilibrium constraints (MPEC), where its functions are not necessarily smooth, continuous, or locally Lipschitz.
Prachi Sachan, Vivek Laha, Mohammad Esmael Samei   +2 more
doaj   +1 more source

Relative Arbitrage Opportunities With Interactions Among N Investors

Mathematical Finance, EarlyView.
ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley   +1 more source

Disuguaglianze di Harnack alla frontiera per equazioni di Kolmogorov

Bruno Pini Mathematical Analysis Seminar, 2011
We describe some recent results on the boundary regularity for hypoelliptic Kolmogorov equations. We prove boundary Harnack inequalities of the positive solutions to Kolmogorov equations vanishing on some relatively open subset of the boundary ...
Sergio Polidoro
doaj  

Representation of Forward Performance Criteria with Random Endowment via FBSDE and Its Application to Forward Optimized Certainty Equivalent

Mathematical Finance, EarlyView.
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, Yifan Sun, Thaleia Zariphopoulou   +2 more
wiley   +1 more source

Drift‐Diffusion Models with Schottky Contacts at Metal–Semiconductor Interfaces

Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.
ABSTRACT The paper deals with a drift‐diffusion model for semiconductor devices with Schottky contacts at all metal–semiconductor interfaces. The presented analytical investigations permit Boltzmann as well as Fermi–Dirac statistics for the charge‐carrier densities.
Annegret Glitzky, Matthias Liero
wiley   +1 more source