Results 31 to 40 of about 126,856 (194)
Networks, EarlyView.ABSTRACT The analysis of certain properties of the underlying graph of a public transport network generates insights about the network's structure. Hereby, the choice of the graph representation depends on a trade‐off between complexity reduction and information preservation to adequately model a public transport network.
Michael Palk +2 more
wiley +1 more source
Geodesic knots in cusped hyperbolic 3-manifolds
, 2009 We consider the existence of simple closed geodesics or "geodesic knots" in finite volume orientable hyperbolic 3-manifolds. Previous results show that at least one geodesic knot always exists [Bull. London Math. Soc.
Chinburg +3 more
core +1 more source
Applying Dynamics/Cost Parameter Continuation to the Optimal Guidance of Variable‐Speed Unicycle
Optimal Control Applications and Methods, EarlyView.(a) Classical parameter continuation method diverges. (b) Dynamics/cost parameter continuation method converges. ABSTRACT The problem of a variable‐speed unicycle guidance to the stationary target is considered. The vehicle should be guided to the origin while minimizing the energy loss due to the induced drag.
Gleb Merkulov +2 more
wiley +1 more source
Distributed Formation Control for Heterogeneous Robot Systems Based on Competitive Mechanism
CAAI Transactions on Intelligence Technology, EarlyView.ABSTRACT This paper presents an adaptive formation control method for a heterogeneous robot swarm, utilising a multilevel formation task tree to model various types of formation tasks and a single‐state distributed k‐winner‐take‐all (S‐DKWTA) algorithm to address the MRTA problem.
Zhenghui Cui, Xiaoyi Gu, Ning Tan
wiley +1 more source
A Universal Meta‐Heuristic Framework for Influence Maximisation in Hypergraphs
CAAI Transactions on Intelligence Technology, EarlyView.ABSTRACT Influence maximisation (IM) aims to select a small number of nodes that are able to maximise their influence in a network and covers a wide range of applications. Despite numerous attempts to provide effective solutions in simple networks, higher‐order interactions between entities in various real‐world systems are usually not taken into ...
Ming Xie +5 more
wiley +1 more source
Addressing ecological challenges from a quantum computing perspective
Methods in Ecology and Evolution, EarlyView.Abstract With increased access to data and the advent of computers, the use of statistical tools and numerical simulations is becoming commonplace for ecologists. These approaches help improve our understanding of ecological phenomena and their underlying mechanisms in increasingly complex environments.
Maxime Clenet +2 more
wiley +1 more source
Limit Orders and Knightian Uncertainty
International Economic Review, EarlyView.ABSTRACT A wide variety of financial instruments allows risk‐averse traders to reduce their exposure to risk. This raises the question of what financial instruments allow ambiguity‐averse traders to reduce their exposure to ambiguity. We show in this paper that price‐contingent orders, such as limit orders, are sufficient: In a two‐period trading model,
Michael Greinecker, Christoph Kuzmics
wiley +1 more source
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
, 2016 Let $H$ be a real algebraic group acting equivariantly with finitely many orbits on a real algebraic manifold $X$ and a real algebraic bundle $\mathcal{E}$ on $X$. Let $\mathfrak{h}$ be the Lie algebra of $H$.
Aizenbud, Avraham +3 more
core +1 more source
The fundamental theorem of asset pricing with and without transaction costs
Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley +1 more source