Results 121 to 130 of about 2,291,454 (248)

Detecting Multiple Change Points in Linear Models With Heteroscedasticity

Journal of Time Series Analysis, EarlyView.
ABSTRACT The problem of detecting change points in the parameters of a linear regression model with errors and covariates exhibiting heteroscedasticity is considered. Asymptotic results for weighted functionals of the cumulative sum (CUSUM) processes of model residuals are established when the model errors are weakly dependent and non‐stationary ...
Lajos Horváth, Gregory Rice, Yuqian Zhao   +2 more
wiley   +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

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

Stochastic Galerkin and Monte Carlo Methods for Parabolic Problems: Numerical Performance of Variational Matrix‐Free Approximations

Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.
ABSTRACT Stochastic Galerkin methods offer unexplored potential for the numerical simulation of parabolic problems with random variables, in particular if they are combined with variational discretizations of the space and time variables. Due to the high dimensionality, the solution of the arising algebraic systems do not become feasible without ...
Moataz Dawor, Nils Margenberg, Markus Bause   +2 more
wiley   +1 more source

Semilocal Lipschitz Stability in Linear Optimization

Boletín de Estadística e Investigación Operativa
Esta tesis tiene su núcleo en el análisis variacional, un vasto y moderno campo matemático estrechamente relacionado con la optimización. Desde su origen en la segunda mitad del siglo XX ha surgido una literatura en rápido crecimiento. A lo largo de los años, de la mano del desarrollo de los ordenadores, la teoría del análisis variacional y de la ...
openaire   +3 more sources

Model Adjustments and Solver Construction for Galvanic Cells Based on NPP‐Systems

Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.
ABSTRACT Electroplated coatings on metallic substrates have a wide range of practical applications ranging from corrosion or wear protection on parts, good conductivity on electrical contacts to coating systems for bipolar plates in fuel cells. The large field of applications in electrochemical engineering motivates several questions for scientific ...
Stephan Daniel Schwöbel, Thomas Mehner, Thomas Lampke   +2 more
wiley   +1 more source

On the Design of Terminal Ingredients in Periodic Model Predictive Path‐Following

Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.
ABSTRACT Establishing recursive feasibility and convergence for nonlinear model predictive path‐following control (MPPFC) is a non‐trivial task, particularly when following periodic reference paths. We propose a procedure for the design of terminal ingredients in MPPFC for constrained nonlinear systems.
Mohamed Abou‐Taleb, Julian Berberich, Melanie Zeilinger, Andrea Carron   +3 more
wiley   +1 more source

Lipschitz Classification of definable Surface Singularities 

, 2019
We consider the problem of Lipschitz classification of singularities of Real Surfaces definable in a polynomially bounded o-minimal structure (e.g., semialgebraic or subanalytic) with respect to the outer metric.
Gabrielov, Andrei
core   +1 more source

Anti-periodic solutions for recurrent neural networks without assuming global Lipschitz conditions

Electronic Journal of Differential Equations, 2010
In this paper we study recurrent neural networks with time-varying delays and continuously distributed delays. Without assuming global Lipschitz conditions on the activation functions, we establish the existence and local exponential stability of ...
Hong Zhang, Yuanheng Wu
doaj  

Inverse problems for semilinear elliptic PDE with a general nonlinearity a(x,u)$a(x,u)$

Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.
Abstract This article studies the inverse problem of recovering a nonlinearity in an elliptic equation Δu+a(x,u)=0$\Delta u + a(x,u) = 0$ from boundary measurements of solutions. Previous results based on first‐order linearization achieve this under a sign condition on ∂ua(x,u)$\partial _u a(x,u)$, and results based on higher order linearization ...
David Johansson, Janne Nurminen, Mikko Salo   +2 more
wiley   +1 more source