Results 241 to 250 of about 120,378 (265)

Another Look at Differentiability in Quadratic Mean

1997
This note revisits the delightfully subtle interconnections between three ideas: differentiability, in an S 2 sense, of the square-root of a probability density; local asymptotic normality; and contiguity.
openaire   +1 more source

The quadratic mean

2004
Israel M. Gelfand, Alexander Shen
openaire   +1 more source

Sharp bounds for the Toader mean of order 3 in terms of arithmetic, quadratic and contraharmonic means

Mathematica Slovaca, 2020
Honghu Chu, Tie-Hong Zhao, Yu-Ming Chu   +2 more
exaly  

A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application

International Journal of Control, 2021
Xun Li, Allen H Tai
exaly  

Indefinite mean-field type linear–quadratic stochastic optimal control problems

Automatica, 2020
Xun Li, Zhiyong Yu
exaly  

Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations

SIAM Journal on Control and Optimization, 2013
Jiongmin Yong
exaly  

Quadratic Hedging and Mean-Variance Portfolio Selection with Random Parameters in an Incomplete Market

Mathematics of Operations Research, 2004
Andrew E B Lim
exaly  

Discrete time mean-field stochastic linear-quadratic optimal control problems

Automatica, 2013
Robert J Elliott, Xun Li, Wei Ni
exaly  

Linear quadratic mean field games with a major player: The multi-scale approach

Automatica, 2020
Minyi Huang
exaly  

Admissible Minimax Estimation of a Multivariate Normal Mean with Arbitrary Quadratic Loss

Annals of Statistics, 1976
James O Berger
exaly