Results 41 to 50 of about 667 (163)
Medical Knowledge Integration Into Reinforcement Learning Algorithms for Dynamic Treatment Regimes
International Statistical Review, EarlyView.Summary The goal of precision medicine is to provide individualised treatment at each stage of chronic diseases, a concept formalised by dynamic treatment regimes (DTR). These regimes adapt treatment strategies based on decision rules learned from clinical data to enhance therapeutic effectiveness.
Sophia Yazzourh +3 more
wiley +1 more source
Journal of Animal Breeding and Genetics, EarlyView.ABSTRACT Recent theoretical work shows that the potential of genetic selection to reduce the prevalence of infectious diseases is much larger than expected from classical quantitative genetic theory, due to indirect genetic effects that arise in the transmission process. However, to fully benefit from these indirect effects, we need to estimate genetic
A. D. Hulst +4 more
wiley +1 more source
On the Queue Length Distribution in BMAP Systems
Journal of Communications Software and Systems, 2006 Batch Markovian Arrival Process – BMAP – is a teletraffic model which combines high ability to imitate complexstatistical behaviour of network traces with relative simplicity in analysis and simulation.
Andrzej Chydzinski
doaj
Profiling the sleep architecture of ageing adults using a seven‐state continuous‐time Markov model
Journal of Sleep Research, Volume 34, Issue 2, April 2025.Summary Sleep is a complex biological process regulated by networks of neurons and environmental factors. As one falls asleep, neurotransmitters from sleep–wake regulating neurones work in synergy to control the switching of different sleep states throughout the night. As sleep disorders or underlying neuropathology can manifest as irregular switching,
Jonathon Jacobs +3 more
wiley +1 more source
ANALYSIS OF MULTI-SERVER QUEUEING SYSTEM WITH PREEMPTIVE PRIORITY AND REPEATED CALLS
Informatika, 2016 Multi-server retrial queueing system with no buffer and two types of customers is analyzed as the model of cognitive radio system. Customers of type 1 have a preemptive priority.
S. A. Dudin, O. S. Dudina
doaj
Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
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
Mathematical Finance, EarlyView.ABSTRACT This study develops a novel multivariate stochastic framework for assessing systemic risks, such as climate and nature‐related shocks, within production or financial networks. By embedding a linear stochastic fluid network, interpretable as a generalized vector Ornstein–Uhlenbeck process, into the production network of interdependent ...
Giovanni Amici +3 more
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
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