Results 51 to 60 of about 5,776,228 (320)

Linear–Quadratic Mean-Field-Type Games: Jump–Diffusion Process With Regime Switching

IEEE Transactions on Automatic Control, 2019
In this paper, we study a linear–quadratic mean-field-type game problem under jump–diffusion–regime switching state dynamics that include mean-field terms in the states and in the cost function. In the cost functional, we consider conditional variance of
J. Barreiro‐Gomez, T. Duncan, H. Tembine   +2 more
semanticscholar   +1 more source

Estimators Proposed by Geometric Mean, Harmonic Mean and Quadratic Mean [PDF]

Science Journal of Applied Mathematics and Statistics, 2016
In the studies in literature up to date arithmetic population mean of auxiliary variable is used to obtain the proportional estimators. In this paper geometric mean, harmonic mean and quadratic mean is used as well as arithmetic population mean. Using geometric mean, harmonic mean and quadratic mean do not affect the variance of ratio estimator ...
openaire   +1 more source

Mean-Field Stochastic Linear Quadratic Optimal Control Problems: Closed-Loop Solvability

, 2016
An optimal control problem is studied for a linear mean-field stochastic differential equation with a quadratic cost functional. The coefficients and the weighting matrices in the cost functional are all assumed to be deterministic.
Li, Xun, Sun, Jingrui, Yong, Jiongmin
core   +1 more source

Existence of $S^2$-almost periodic solutions to a class of nonautonomous stochastic evolution equations

Electronic Journal of Qualitative Theory of Differential Equations, 2008
The paper studies the notion of Stepanov almost periodicity (or $S^2$-almost periodicity) for stochastic processes, which is weaker than the notion of quadratic-mean almost periodicity.
P. Bezandry, Toka Diagana
doaj   +1 more source

Swimming of a sphere in a viscous incompressible fluid with inertia

, 2016
The swimming of a sphere immersed in a viscous incompressible fluid with inertia is studied for surface modulations of small amplitude on the basis of the Navier-Stokes equations.
Felderhof, B. U., Jones, R. B.
core   +1 more source

On existence of solution in $\mathbb R^n$ of stochastic differential inclusions with current velocities in the presence of approximations with uniformly bounded first partial derivatives

Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki, 2017
Notion of mean derivatives was introduced by Edward Nelson for the needs of stochastic mechanics (a version of quantum mechanics). Nelson introduced forward and backward mean derivatives while only their half-sum, symmetric mean derivative called current
Alla V Makarova, Anzhelika A Demchuk, Svetlana S Novikova   +2 more
doaj   +1 more source

Testing Taylor’s Law in Urban Population Dynamics Worldwide with Simultaneous Equation Models

Economies, 2023
Knowledge of long-term population trends is still incomplete at the global scale. In this perspective, human and animal ecology has intensively studied the relationship between the Mean (M) size and the Variance (V) of specific attributes of ...
Federico Benassi, Alessia Naccarato, Luca Salvati   +2 more
doaj   +1 more source

Linear-Quadratic-Gaussian mean-field controls of social optima

Mathematical Control and Related Fields, 2023
This paper investigates a class of unified stochastic linear quadratic Gaussian (LQG) social optima problems involving a large number of weakly-coupled interactive agents under a {generalized} setting. For each individual agent, the control and state process enters both diffusion and drift terms in its linear dynamics, and the control weight might be ...
Qiu, Zhenghong, Huang, Jianhui, Xie, Tinghan   +2 more
openaire   +4 more sources

Sequence determinants of RNA G‐quadruplex unfolding by Arg‐rich regions

FEBS Letters, EarlyView.
We show that Arg‐rich peptides selectively unfold RNA G‐quadruplexes, but not RNA stem‐loops or DNA/RNA duplexes. This length‐dependent activity is inhibited by acidic residues and is conserved among SR and SR‐related proteins (SRSF1, SRSF3, SRSF9, U1‐70K, and U2AF1).
Naiduwadura Ivon Upekala De Silva, Puspa Kunwar, Md Ibnul Rifat Rahman, Joanna Koryo Kwao, Nathan Lehman, Zihan Zhang, Trenton Paul, Claire Cheng, Nicholas Truex, Hui‐Ting Lee, Jun Zhang   +10 more
wiley   +1 more source

On the Equivalence of Quadratic Optimization Problems Commonly Used in Portfolio Theory

, 2013
In the paper, we consider three quadratic optimization problems which are frequently applied in portfolio theory, i.e, the Markowitz mean-variance problem as well as the problems based on the mean-variance utility function and the quadratic utility ...
Basak, Bodnar, Bodnar, Bodnar, Brandt, Britten-Jones, Fama, Frahm, Fu, Gibbons, Harville, Ingersoll, Jobson, Korkie, Kroll, Leippold, Li, Litterman, Markowitz, Merton, Merton, Nestor Parolya, Okhrin, Okhrin, Okhrin, Pennacchi, Pratt, Taras Bodnar, Tobin, Tu, Wang, White, Wolfgang Schmid, Yu, Çelikyurt, Çelikyurt   +35 more
core   +1 more source