Results 141 to 150 of about 6,536,345 (211)

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

Robust Mean–Variance Portfolio Optimization: Mean–Variance–Variance Criterion Versus Mean–Variance–Standard Deviation Criterion

Mathematical Finance, EarlyView.
ABSTRACT We study a dynamic portfolio optimization problem under the mean–variance–variance (M‐V‐V) criterion proposed by Maccheroni et al. It is an analogue of the Arrow–Pratt approximation to the well‐known smooth ambiguity model. Under the standard Black–Scholes framework, we derive fully explicit equilibrium investment strategies in which a DM's ...
David Landriault, Bin Li, Yuanyuan Zhang
wiley   +1 more source

Differential inclusion for the evolution p(x)-Laplacian with memory

Electronic Journal of Differential Equations, 2019
We consider the evolution differential inclusion for a nonlocal operator that involves p(x)-Laplacian, $$ u_t-\Delta_{p(x)} u-\int_0^{t}g(t-s)\Delta_{p(x)} u(x,s)\,ds\in \mathbf{F}(u) \quad \text{in } Q_T=\Omega\times (0,T), $$ where $\Omega\subset
Stanislav Antontsev, Sergey Shmarev, Jacson Simsen, Mariza Stefanello Simsen   +3 more
doaj  

A Short Note on Fractal Interpolation in the Space of Convex Lipschitz Functions

Fractal and Fractional
In this short note, we consider fractal interpolation in the Banach space Vθ(I) of convex Lipschitz functions defined on a compact interval I⊂R. To this end, we define an appropriate iterated function system and exhibit the associated Read–Bajraktarević ...
Fatin Gota, Peter Massopust
doaj   +1 more source

Application of Cooperative Control of Discrete‐Time Nonlinear Multi‐Agent Systems Based on Extended Kalman Unknown Input Observer

Vector: The Journal of Engineering, Volume 2027, Issue 1, January/December 2027.
This study is concerned with the application of consensus control to a class of discrete‐time nonlinear multi‐agent systems with unknown inputs and additive noise. The aim is to design an extended Kalman unknown input observer (EKUIO) such that the state vector of a discrete‐time nonlinear system can be estimated, additive noise can be mitigated, and ...
Yan Ren, Kai Weng, Liyun Zhao, Junru Shan   +3 more
wiley   +1 more source

Discrete‐Time Caputo Fractional‐Order Terminal Sliding Mode Control for Uncertain MIMO Systems Using Multi‐Agent Reinforcement Learning With Disturbance Compensation

Vector: The Journal of Engineering, Volume 2027, Issue 1, January/December 2027.
This paper presents a novel data‐driven discrete‐time fractional‐order control framework for uncertain nonlinear MIMO systems by integrating Caputo fractional‐order terminal sliding mode control, multi‐agent reinforcement learning and reinforcement learning‐based disturbance estimation.
Amir Veisi, Hadi Delavari
wiley   +1 more source

On the policy function in continuos time economic models [PDF]

, 1991
In this paper, I consider a general class of continuous-time economic models with unbounded horizon. I study the sets of conditions under which the policy function is continuous, Lipschitz continuous, and Cl differentiable.
Santos, Manuel S.
core   +1 more source

An Analytical Study of Variable-Coefficient Boundary Value Problems With Generalized Tempered Fractional Operators

Journal of Mathematics
In this paper, we investigate a class of nonlinear tempered fractional boundary value problems (BVPs) with a generalized Caputo-type derivative with respect to a kernel function.
Jabr Aljedani
doaj   +1 more source

Fault Diagnosis Method for DC Current Transformers Based on Deep Learning Hybrid Model

Vector: The Journal of Engineering, Volume 2027, Issue 1, January/December 2027.
Aiming at the problems of scarce fault samples, strong noise interference and complex feature coupling in the current DCCT fault diagnosis process, a DCCT fault diagnosis method based on a hybrid deep learning model is proposed. The performance of the proposed method is verified through experiments.
Cai Xu, Geng Chen, Site Li, Xinwei Zhang, Rigong Te   +4 more
wiley   +1 more source

Generative Adversarial Networks for Omics Data: An Overview and Future Directions for Livestock Applications

Animal Genetics, Volume 57, Issue 6, December 2026.
ABSTRACT Generative adversarial networks (GANs) are artificial intelligence models designed to generate novel data that is indistinguishable from real data. Originally developed to generate images to complement existing datasets and create more diverse samples, GAN‐based data can enhance downstream analysis for machine learning and deep learning ...
Edgar Caballero Vargas, Tiago Bresolin
wiley   +1 more source