Approximation properties by Schurer type q-Kantorovich–Stancu shifted knots operators
Journal of Inequalities and ApplicationsWe design the Schurer type Kantorovich–Stancu operators by using shifted knots in the quantum calculus. We obtain the convergence and other related approximation properties of these operators.
Abdullah Alotaibi
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On the Lipschitz Continuity of Set Aggregation Functions and Neural Networks for Sets [PDF]
Giannis Nikolentzos +1 more
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On Lipschitz Continuity of Nonlinear Differential Operators [PDF]
, 1990 Stephen L. Keeling
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Random Carbon Tax Policy and Investment Into Emission Abatement Technologies
Mathematical Finance, EarlyView.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
Stochastic Weakly Convex Optimization Beyond Lipschitz Continuity [PDF]
Wenzhi Gao, Qi Deng
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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
A Model of Strategic Sustainable Investment
Mathematical Finance, EarlyView.ABSTRACT We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero‐sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous‐time on an infinite‐time horizon.
Tiziano De Angelis +2 more
wiley +1 more source
On the Lipschitz Continuity of the Spherical Cap Discrepancy around Generic Point Sets [PDF]
Holger Heitsch, René Henrion
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A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations [PDF]
, 2019 Anselm Hudde +2 more
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Repelled Point Processes With Application to Numerical Integration
Scandinavian Journal of Statistics, EarlyView.ABSTRACT We look at Monte Carlo numerical integration from a stochastic geometry point of view. While crude Monte Carlo estimators relate to linear statistics of a homogeneous Poisson point process (PPP), linear statistics of more regularly spread point processes can yield unbiased estimators with faster‐decaying variance, and thus lower integration ...
Diala Hawat +3 more
wiley +1 more source