Results 61 to 70 of about 4,085 (219)

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

Operational Current Amplifier-Based Quadrature Oscillators Family

IEEE Access
This paper investigates the application of the operational current amplifier (OCA) in the design of quadrature sinusoidal oscillators. There are numerous quadrature sinusoidal oscillators based on the three fundamental amplifiers namely the operational ...
Hussain A. Alzaher, Ibrahim M. Alkhalifa
doaj   +1 more source

A note on a family of quadrature formulas and some applications [PDF]

Opuscula Mathematica, 2008
In this paper a construction of a one-parameter family of quadrature formulas is presented. This family contains the classical quadrature formulas: trapezoidal rule, midpoint rule and two-point Gauss rule.
Bogusław Bożek, Wiesław Solak, Zbigniew Szydełko   +2 more
doaj  

Quadrature Formulae and Polynomial Inequalities

Journal of Approximation Theory, 1997
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Guessab, A, Rahman, Q.I
openaire   +1 more source

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, Jesper Lund Pedersen, Goran Peskir   +2 more
wiley   +1 more source

Research on Optimal Quadrature Problems in the ${\mathit{W}}_{\mathbf{2}}^{\mathbf{(}\mathbf{9}\mathbf{,}\mathbf{0}\mathbf{)}}$ Space

Axioms
In this paper, we derive an explicit expression for the coefficients of optimal quadrature formulas that are exact for exponential trigonometric functions in the W2(9,0) space.
Ying Yang, Xuehua Li
doaj   +1 more source

Solving Stochastic Climate‐Economy Models: A Deep Least‐Squares Monte Carlo Approach

Mathematical Finance, EarlyView.
ABSTRACT Stochastic versions of recursive integrated climate‐economy assessment models are essential for studying and quantifying policy decisions under uncertainty. However, as the number of state variables and stochastic shocks increases, solving these models via deterministic grid‐based dynamic programming (e.g., value‐function iteration/projection ...
Aleksandar Arandjelović, Pavel V. Shevchenko, Tomoko Matsui, Daisuke Murakami, Tor A. Myrvoll   +4 more
wiley   +1 more source

Sub-0.1/h Bias Instability Achieved in Mode-Matched MEMS Gyroscopes Through Self-Clocking

IEEE Journal of the Electron Devices Society
Bias drift remains a major challenge limiting the application of MEMS vibratory gyroscopes in high-precision fields. This paper presents a bias compensation approach through self-clocking.
Xuewen Liu, Junjie Bi, Guangyang Chen, Xukai Ding, Hongsheng Li   +4 more
doaj   +1 more source

Transmission of 344 Gb/s 16-QAM Using a Simplified Coherent Receiver Based on Single-Ended Detection

IEEE Photonics Journal, 2016
We demonstrate a single-wavelength, 344-Gb/s, 43-Gb 16-quadrature amplitude modulation (QAM) polarization division multiplexed signal transmission over 800 km operating below the hard-decision forward error correction (FEC) BER threshold of $3.8\times ...
Thang M. Hoang, Mohammed Y. S. Sowailem, Mohamed Morsy-Osman, Mathieu Chagnon, David Patel, Stephane Paquet, Carl Paquet, Ian Woods, Odile Liboiron-Ladouceur, David Plant   +9 more
doaj   +1 more source

Enhancing Reference Tracking in Induction Motor Drives: A Hybrid Model Predictive Control and Artificial Neural Network Approach

International Journal of Robust and Nonlinear Control, Volume 36, Issue 14, Page 6719-6738, 25 September 2026.
ABSTRACT Induction motors (IMs) are widely used in industry for their robustness and cost‐effectiveness, yet their nonlinear and multivariable dynamics pose significant challenges for high‐performance speed control. Model Predictive Control (MPC) is a well‐established solution but suffers from limitations related to model accuracy and parameter ...
Asier del Rio, Oscar Barambones, Eneko Artetxe, Jokin Uralde, Isidro Calvo   +4 more
wiley   +1 more source