Results 91 to 100 of about 3,812 (235)
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
Traveling-Wave Solutions of Several Nonlinear Mathematical Physics Equations
MathematicsThis paper deals with several nonlinear partial differential equations (PDEs) of mathematical physics such as the concatenation model (perturbed concatenation model) from nonlinear fiber optics, the plane hydrodynamic jet theory, the Kadomtsev ...
Petar Popivanov, Angela Slavova
doaj +1 more source
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
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
Invariant Measure and Universality of the 2D Yang–Mills Langevin Dynamic
Communications on Pure and Applied Mathematics, Volume 79, Issue 8, Page 1973-2102, August 2026.ABSTRACT We prove that the Yang–Mills (YM) measure for the trivial principal bundle over the two‐dimensional torus, with any connected, compact structure group, is invariant for the associated renormalised Langevin dynamic. Our argument relies on a combination of regularity structures, lattice gauge‐fixing and Bourgain's method for invariant measures ...
Ilya Chevyrev, Hao Shen
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
Existence of Full Replica Symmetry Breaking for the Sherrington–Kirkpatrick Model at Low Temperature
Communications on Pure and Applied Mathematics, Volume 79, Issue 7, Page 1746-1770, July 2026.ABSTRACT We verify the existence of full replica symmetry breaking (FRSB) for the Sherrington–Kirkpatrick (SK) model and determine the structure of its Parisi measure slightly beyond the high temperature regime. More specifically, we prove that the support of the Parisi measure for the SK model consists of an interval starting at the origin slightly ...
Yuxin Zhou
wiley +1 more source
Shock and Vibration, 2018 This paper is concerned with temperature effects on the modeling and vibration characteristics of Euler-Bernoulli beams with symmetric and nonsymmetric boundary conditions.
Yaobing Zhao, Chaohui Huang
doaj +1 more source
Local Polynomial Regression and Filtering for a Versatile Mesh‐Free PDE Solver
International Journal for Numerical Methods in Fluids, Volume 98, Issue 7, Page 804-839, July 2026.A high‐order, mesh‐free finite difference method for solving differential equations is presented. Both derivative approximation and scheme stabilisation is carried out by parametric or non‐parametric local polynomial regression, making the resulting numerical method accurate, simple and versatile. Numerous numerical benchmark tests are investigated for
Alberto M. Gambaruto
wiley +1 more source
A Geometric Reduction Method for Some Fully Nonlinear First-Order PDEs on Semi-Riemannian Manifolds
Given a semi-Riemannian manifold $(M,\langle \cdot,\cdot\rangle_g),$ we use the transnormal functions defined on $M$ to reduce fully nonlinear first order PDEs of the form \[ F(x,u,\langle \nabla_g u, \nabla_g u \rangle_g) = 0,\qquad \text{on }M \] into ODEs and obtain local existence results of solutions which are constant along the level sets of the ...
Juan Carlos Fernández +3 more
openaire +2 more sources