Results 61 to 70 of about 17,102 (166)

Optimal dividends for a NatCat insurer in the presence of a climate tipping point

Canadian Journal of Statistics, Volume 54, Issue 1, March 2026.
Abstract We study optimal dividend strategies for an insurance company facing natural catastrophe claims, anticipating the arrival of a climate tipping point after which the claim intensity and/or the claim size distribution of the underlying risks deteriorates irreversibly.
Hansjörg Albrecher, Pablo Azcue, Nora Muler   +2 more
wiley   +1 more source

Structural Health Monitoring of a Unidirectional Isolation Bridge: Bidirectional Seismic Behavior, Stochastic Model Updating, and Prediction

Earthquake Engineering &Structural Dynamics, Volume 55, Issue 3, Page 759-780, March 2026.
ABSTRACT Accurate mechanical characterization of civil engineering structures after construction remains challenging due to the unique complexities of each structure, including geometric configurations, imperfect design modeling assumptions, soil conditions, and pervasive uncertainties in actual operational environments. Leveraging actual measurements,
Xinhao He, Shigeki Unjoh, Takuya Makino, Chiaki Nagao, Akira Shibasaki, Tadayuki Noro, Shinsuke Yamazaki, Hiroshi Ogami   +7 more
wiley   +1 more source

Adiabatic reduction of a model of stochastic gene expression with jump Markov process

, 2013
This paper considers adiabatic reduction in a model of stochastic gene expression with bursting transcription considered as a jump Markov process. In this model, the process of gene expression with auto-regulation is described by fast/slow dynamics.
Lei, Jinzhi, Mackey, Michael C., Yvinec, Romain, Zhuge, Changjing   +3 more
core   +3 more sources

Optimal Refund Mechanism With Consumer Learning

The RAND Journal of Economics, Volume 57, Issue 1, Page 205-224, Spring 2026.
ABSTRACT This article studies the optimal refund mechanism when an uninformed buyer learns about their valuation over time. We consider various refund mechanisms including simple return policies (no returns or free returns), and stochastic return policies, which allow the buyer to keep the product with some probability upon receiving a refund.
Qianjun Lyu
wiley   +1 more source

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

Predictive maintenance for the heated hold-up tank

, 2013
We present a numerical method to compute an optimal maintenance date for the test case of the heated hold-up tank. The system consists of a tank containing a fluid whose level is controlled by three components: two inlet pumps and one outlet valve.
Aldemir, Aven, Benoîte de Saporta, Cojazzi, Davis, de Saporta, de Saporta, Devooght, Dutuit, Grall, Gugerli, Huilong Zhang, Li, Marseguerra, Marseguerra, Marseguerra, Pagès, Pagès, Pagès, Schoenig, Siu, van Noortwijk, Zhang   +22 more
core   +3 more sources

Reinforcement Learning for Robust Dynamic Metabolic Control

Biotechnology and Bioengineering, Volume 123, Issue 1, Page 79-91, January 2026.
ABSTRACT Dynamic metabolic control allows key metabolic fluxes to be modulated in real time, enhancing bioprocess flexibility and expanding available optimization degrees of freedom. This is achieved, for example, via targeted modulation of metabolic enzyme expression.
Sebastián Espinel‐Ríos, River Walser, Dongda Zhang   +2 more
wiley   +1 more source

Different Approaches on Stochastic Reachability as an Optimal Stopping Problem [PDF]

, 2008
Reachability analysis is the core of model checking of time systems. For stochastic hybrid systems, this safety verification method is very little supported mainly because of complexity and difficulty of the associated mathematical problems.
Bujorianu, L.M.
core   +2 more sources

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

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