Results 71 to 80 of about 18,829 (175)

Portfolio Optimization for Pension Purposes: Literature Review

Journal of Economic Surveys, Volume 40, Issue 1, Page 45-72, February 2026.
ABSTRACT This systematic review identifies persistent challenges and gaps in the literature on pension portfolio optimization models. We searched, selected, and critically analyzed 82 articles from three major academic databases published over the past decade to investigate the barriers to the effective implementation of these models.
Leonardo Moreira, Igor Leão dos Santos, Pedro Henrique Gonzalez   +2 more
wiley   +1 more source

Numerical method for expectations of piecewise-determistic Markov processes

, 2012
We present a numerical method to compute expectations of functionals of a piecewise-deterministic Markov process. We discuss time dependent functionals as well as deterministic time horizon problems.
Brandejsky, Adrien, de Saporta, Benoîte, Dufour, François   +2 more
core   +1 more source

Debiasing piecewise deterministic Markov process samplers using couplings

Scandinavian Journal of Statistics
Abstract Monte Carlo methods—such as Markov chain Monte Carlo (MCMC) and piecewise deterministic Markov process (PDMP) samplers—provide asymptotically exact estimators of expectations under a target distribution. There is growing interest in alternatives to this asymptotic regime, in particular in constructing estimators that are ...
Adrien Corenflos, Matthew Sutton, Nicolas Chopin   +2 more
openaire   +2 more sources

Nonparametric estimation of the conditional distribution of the inter-jumping times for piecewise-deterministic Markov processes

, 2012
This paper presents a nonparametric method for estimating the conditional density associated to the jump rate of a piecewise-deterministic Markov process.
Azaïs, Romain, Dufour, François, Gégout-Petit, Anne   +2 more
core   +1 more source

Average Continuous Control of Piecewise Deterministic Markov Processes

, 2008
This paper deals with the long run average continuous control problem of piecewise deterministic Markov processes (PDMP's) taking values in a general Borel space and with compact action space depending on the state variable.
Costa, O. L. V., Dufour, F.
core   +5 more sources

ON TIME-HOMOGENEOUS PIECEWISE DETERMINISTIC MARKOV PROCESSES

Global and Stochastic Analysis, 2022
Abstract: In this note, we present some observations related to piecewise deterministic Markov processes. We also give some explicit representations for invariant and first-crossing time distributions.
openaire   +1 more source

Solution to Asymptotic Stability in Tracking Control of Nonlinear Systems With Control Input Differentiation, Actuator Dynamics, and Saturation Constraints

IET Control Theory &Applications, Volume 20, Issue 1, January/December 2026.
The work delivers a rigorous mathematical framework for asymptotic tracking in nonlinear systems that explicitly include control‐input derivatives, actuator dynamics, and input saturation, with Lyapunov‐based proofs establishing convergence and robustness under their coupled effects.
Mohammad Reza Homaeinezhad, Mir Mohammad Mousavi Alvar, Ali Soordi, Mojtaba Aghaei, Ali Hatefikousha, Taha Charehjoo   +5 more
wiley   +1 more source

Optimal Resource Allocation in Relay-Assisted ISAC Systems via Deep Reinforcement Learning

IEEE Open Journal of the Communications Society
This article studies joint beamforming and power allocation in a full-duplex decode-and-forward (FD-DF) relay-assisted monostatic integrated sensing and communication (ISAC) system. The base station performs monostatic sensing in the presence of clutter,
Hamidreza Hojjati, Ali Rezapour, S. Mohammad Razavizadeh   +2 more
doaj   +1 more source

Stability conditions for a Piecewise Deterministic Markov Process [PDF]

In the present paper we study the stability of a threshold continuos-time model that belongs to the class of Piecewise Deterministic Markov Processes. We derive a sufficient condition on the coefficients of the model to ensure the exponential ergodicity ...
Fonseca Giovanni
core  

Revolutionising Battery Energy Storage Systems Energy Management: Dynamic‐Aware Solutions With Integrated Quantum Particle Swarm Optimisation and Deep Reinforcement Learning

IET Energy Systems Integration, Volume 8, Issue 1, January/December 2026.
ABSTRACT The increasing integration of inverter‐based resources (IBRs) into microgrids (MGs) poses considerable challenges for dynamic stability and energy management, primarily due to their variable and uncertain inertia and damping characteristics.
Yousef Asadi, Mohsen Eskandari, Milad Mansouri   +2 more
wiley   +1 more source