Results 91 to 100 of about 601,821 (236)
Reinforcement Learning for Jump‐Diffusions, With Financial Applications
Mathematical Finance, EarlyView.ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley +1 more source
Positive trigonometric quadrature formulas and quadrature on the unit circle [PDF]
Mathematics of Computation, 2011 We give several descriptions of positive quadrature formulas which are exact for trigonometric-, respectively, Laurent polynomials of degree less or equal to n
openaire +3 more sources
On the Lagrange and Hermite Quadrature Formula [PDF]
This paper builds on the error analysis method for Newton-Cotes quadrature formulas developed by D. R. Hayes and L. Rubin in 1970, which utilizes Lagrange interpolation polynomials.
Li, Shuxia, Chen, Yonghong
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The Optimal Mean–Variance Selling Problem With Finite Horizon
Mathematical Finance, EarlyView.ABSTRACT The optimal mean–variance selling problem seeks to determine a dynamically optimal stopping time in the nonlinear problem sup0≤τ≤TE(Xτ)−cVar(Xτ)$\sup _{0 \le \tau \le T} \left[ \mathsf {E}\,\!(X_\tau) - c\, \mathsf {V}ar\,\!(X_\tau) \right]$, where X$X$ is a geometric Brownian motion with strictly positive drift, the supremum is taken over ...
Peter Johnson +2 more
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MathematicsIn this paper, we address the fast computation of highly oscillatory Bessel transforms involving algebraic-type singularities and Cauchy principal value integrals.
Bin Li, Yibo Liu, Jinjun Yong
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Demultiplexing in mode-division multiplexing system using multichannel blind deconvolution
IEEE Photonics Journal, 2016 We propose a mode demultiplexing method based on multichannel blind deconvolution (MBD) for a mode-division multiplexing (MDM) system. A 6 $\times$ 6 MDM transmission system is simulated to verify the performance of MBD.
Li Yan, Guijun Hu
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High‐frequency income dynamics
The Scandinavian Journal of Economics, EarlyView.Abstract We generalize the canonical permanent–transitory income process to allow for infrequent shocks. The distribution of income growth rates can then have a discrete mass point at zero and fat tails as observed in income data. We provide analytical formulas for the unconditional and conditional distributions of income growth rates and higher‐order ...
Jeppe Druedahl +2 more
wiley +1 more source
Lobatto-type quadrature formula in rational spaces
, 1998 This paper constructs the Lobatto-type quadrature formula for the rational space R2n−1(a1,…,an):=P(x)Πnk=1z.sfnc;x−ak|2,Pϵp2n−1 with the nonreal elements in {ak}k = 1n ⊂ Cβ[−1,1] paired by complex conjugation.
Min, G.
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Revisiting reliability and measurement precision: Towards a unified perspective. [PDF]
Br J Math Stat PsycholAbstract This article revisits the concepts of reliability and measurement precision across classical test theory (CTT), item response theory (IRT) and cognitive diagnosis models (CDMs), emphasizing their conceptual differences and proposing a unified framework.
de la Torre J +2 more
europepmc +2 more sources
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT Stochastic Galerkin methods offer unexplored potential for the numerical simulation of parabolic problems with random variables, in particular if they are combined with variational discretizations of the space and time variables. Due to the high dimensionality, the solution of the arising algebraic systems do not become feasible without ...
Moataz Dawor +2 more
wiley +1 more source