Results 11 to 20 of about 4,094,105 (298)
Quadratic BSDEs with mean reflection
Mathematical Control and Related Fields, 2018 The present paper is devoted to the study of the well-posedness of BSDEs with mean reflection whenever the generator has quadratic growth in the $z$ argument. This work is the sequel of Briand et al. [BSDEs with mean reflection, arXiv:1605.06301] in which a notion of BSDEs with mean reflection is developed to tackle the super-hedging problem under ...
Hibon, Hélène +4 more
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Elementary proof that mean–variance implies quadratic utility
Theory and Decision, 2010 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Johnstone, David, Lindley, Dennis
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Quadratic mean-field reflected BSDEs
Probability, Uncertainty and Quantitative Risk, 2022 <p style='text-indent:20px;'>In this paper, we analyze mean-field reflected backward stochastic differential equations when the driver has quadratic growth in the second unknown <inline-formula><tex-math id="M1">\begin{document}$ z $\end{document}</tex-math></inline-formula>.
Hu, Ying, Moreau, Remi, Wang, Falei
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Linear-Quadratic Mean Field Games [PDF]
Journal of Optimization Theory and Applications, 2015 In this article, we provide a comprehensive study of the linear-quadratic mean field games via the adjoint equation approach; although the problem has been considered in the literature by Huang, Caines and Malhame (HCM, 2007a), their method is based on Dynamic Programming.
Alain Bensoussan 0001 +3 more
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Quadratic interpolation of the Heinz means [PDF]
Mathematical Inequalities & Applications, 2018 The main goal of this article is to present several quadratic refinements and reverses of the well known Heinz inequality, for numbers and matrices, where the refining term is a quadratic function in the mean parameters. The proposed idea introduces a new approach to these inequalities, where polynomial interpolation of the Heinz function plays a major
Kittaneh, Fuad +2 more
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Journal of Mathematical Analysis and Applications, 2003 The paper considers expressions of the form \( {\mathfrak M} = f_1 \mp\sqrt{f_2}\) where \(f_1, f_2\), is a symmetric form of degree \(1, 2,\) in \(n\) variables. The case where \(f_1=0\) has been considered by the second author [Math. Inequal. Appl. 6, 581--593 (2003; Zbl 1047.26015)]. Using suitable bases for the two spaces of forms these expressions
Abu-Saris, Raghib, Hajja, Mowaffaq
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Comparative Study on Main Crop Yield Separation Methods
应用气象学报, 2020 Crop yield separation is one of the important steps in analyzing the impact of meteorological factors on yield. Statistical rice yield data for 1985-2018 from 24 counties in Jiangsu are used to analyze the rationality of different separation methods. Six
Li Xinyi +4 more
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Linear–Quadratic Mean-Field-Type Games: A Direct Method
Games, 2018 In this work, a multi-person mean-field-type game is formulated and solved that is described by a linear jump-diffusion system of mean-field type and a quadratic cost functional involving the second moments, the square of the expected value of the state,
Tyrone E. Duncan, Hamidou Tembine
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Conserved- and zero-mean quadratic quantities in oscillatory systems
, 2005 We study quadratic functionals of the variables of a linear oscillatory system and their derivatives. We show that such functionals are partitioned in conserved quantities and in trivially- and intrinsic zero-mean quantities.
Willems, Jan C., Rapisarda, Paolo
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