Results 51 to 60 of about 1,907 (143)
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
Bayesian Inference for Multivariate Monotone Densities
Scandinavian Journal of Statistics, EarlyView.ABSTRACT We consider a nonparametric Bayesian approach to estimation and testing for a multivariate monotone density. Instead of following the conventional Bayesian approach of imposing a prior that satisfies the monotonicity restriction, we place a prior on the step heights via binning and a Dirichlet distribution. The resulting posterior distribution
Kang Wang, Subhashis Ghosal
wiley +1 more source
Safe Stabilization Using Non‐Smooth Control Lyapunov Barrier Function
International Journal of Robust and Nonlinear Control, Volume 36, Issue 11, Page 5823-5835, 25 July 2026.ABSTRACT This paper addresses the challenge of safe stabilization, ensuring the system state reaches the origin while avoiding unsafe state regions. Existing approaches that rely on smooth Lyapunov barrier functions often fail to guarantee a feasible controller. To overcome this limitation, we introduce the non‐smooth control Lyapunov barrier function (
Jianglin Lan +3 more
wiley +1 more source
Measured‐State Conditioned Recursive Feasibility for Stochastic Model Predictive Control
International Journal of Robust and Nonlinear Control, Volume 36, Issue 11, Page 5964-5981, 25 July 2026.ABSTRACT In this paper, we address the problem of designing stochastic model predictive control (SMPC) schemes for linear systems affected by unbounded disturbances. The contribution of the paper is rooted in a measured‐state initialization strategy. First, due to the nonzero probability of violating chance‐constraints in the case of unbounded noise ...
Mirko Fiacchini +2 more
wiley +1 more source
AI in chemical engineering: From promise to practice
AIChE Journal, Volume 72, Issue 7, July 2026.Abstract Artificial intelligence (AI) in chemical engineering has moved from promise to practice: physics‐aware (gray‐box) models are gaining traction, reinforcement learning complements model predictive control (MPC), and generative AI powers documentation, digitization, and safety workflows.
Jia Wei Chew +4 more
wiley +1 more source
AIChE Journal, Volume 72, Issue 7, July 2026.Abstract This study investigates a fault‐tolerant control (FTC) approach for continuous stirred‐tank reactors (CSTR), emphasizing the importance of timely interventions to ensure operational safety under fault conditions. A systematic methodology combining residual‐based fault estimation and Dynamic Safety Margin (DSM) monitoring is developed to guide ...
Pu Du +3 more
wiley +1 more source
Hydrogen to Power: Exploring Current Developments and Future Challenges
Natural Sciences, Volume 6, Issue 3, July 2026.As the interest in low‐carbon energy systems grows, hydrogen continues to attract attention as a flexible energy carrier for power applications. Developments in hydrogen production, storage, transport, and utilization are explored. In addition, the deployment challenges of hydrogen energy vector related to economics, infrastructure, safety, and ...
Md. Shafiullah +6 more
wiley +1 more source
Expert Systems, Volume 43, Issue 7, July 2026.ABSTRACT Traditional loan approval processes are manual, time‐consuming and susceptible to human bias. This research develops a machine learning‐based system to automate loan eligibility assessment while enhancing efficiency, accuracy and fairness in credit decision‐making. We developed and compared multiple supervised ML models—including Random Forest,
Mani Ghahremani +3 more
wiley +1 more source
Deep Dark Futures: Foresighting Human Impacts on Mesopelagic Ecosystem Services
Fish and Fisheries, Volume 27, Issue 4, Page 876-894, July 2026.This study uses foresighting to explore four plausible future scenarios of human activity affecting mesopelagic ecosystem services; provisioning, regulating, supporting and cultural. Using participatory scenario development, qualitative network modelling and indicator design, we assess systemic risks and early warning signals linked to harvest, climate
Ben Scoulding +18 more
wiley +1 more source
A Robust Adaptive One‐Sample‐Ahead Preview Super‐Twisting Sliding Mode Controller
International Journal of Adaptive Control and Signal Processing, Volume 40, Issue 6, Page 1196-1220, June 2026.Block Diagram of the Robust Adaptive One‐Sample‐Ahead Preview Super‐Twisting Sliding Mode Controller. ABSTRACT This article introduces a discrete‐time robust adaptive one‐sample‐ahead preview super‐twisting sliding mode controller. A stability analysis of the controller by Lyapunov criteria is developed to demonstrate its robustness in handling both ...
Guilherme Vieira Hollweg +5 more
wiley +1 more source