Results 111 to 120 of about 2,126 (235)

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

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

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

Likelihood Estimation for Stochastic Differential Equations with Mixed Effects

Scandinavian Journal of Statistics, EarlyView.
ABSTRACT Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. When time series are observed for several experimental units, it is often the case that some of the parameters vary between the individual experimental units.
Fernando Baltazar‐Larios, Mogens Bladt, Michael Sørensen   +2 more
wiley   +1 more source

Repelled Point Processes With Application to Numerical Integration

Scandinavian Journal of Statistics, EarlyView.
ABSTRACT We look at Monte Carlo numerical integration from a stochastic geometry point of view. While crude Monte Carlo estimators relate to linear statistics of a homogeneous Poisson point process (PPP), linear statistics of more regularly spread point processes can yield unbiased estimators with faster‐decaying variance, and thus lower integration ...
Diala Hawat, Gabriel Mastrilli, Rémi Bardenet, Raphaël Lachièze‐Rey   +3 more
wiley   +1 more source

Improved subjective sleep quality in older adults by enhancing the GABAergic system in the sensorimotor cortex

The Journal of Physiology, EarlyView.
Abstract figure legend Sleep disturbances are common in older adults, highlighting the need for accessible interventions to improve sleep quality. Eighteen older adults per group (balance training and control) were assessed before and after 12 weeks. The balance group increased GABA levels (magnetic resonance spectroscopy) and functional connectivity ...
Selin Scherrer, Sven Egger, Xinyu Liu, Anna Zoé Wick, Björn Rasch, Lijing Xin, Benedikt Lauber, Wolfgang Taube   +7 more
wiley   +1 more source

Entanglement produced by pairs of superposed two-mode coherent and subharmonic cavity light beams. [PDF]

Sci Rep
Melaku M, Hirpo D.
europepmc   +1 more source

Design of a Three‐Phase PWM Rectifier Based on Improved Whale Optimization Algorithm Optimized Fuzzy Control

Advanced Control for Applications, Volume 8, Issue 3, September 2026.
Schematic diagram of the whale optimization algorithm (WOA)–optimized fuzzy proportional–integral–derivative (PID) controller. The WOA is employed to dynamically tune the scaling factor expressions and fuzzy control parameters (a(e)a(e), a(ec)a(ec), βpβp, βiβi), as well as the initial PID gains (kp0kp0, ki0ki0), based on the error (ee) and its ...
Xiaosong Tian, Meiguang Jiang, Congguo Jiang, Guangya Liu, Jun Zhang, Xiangwen Lv, Weijiang Yang, Ruoyu Yang   +7 more
wiley   +1 more source

Minimalist terahertz wireless transceiver in integrated photonics. [PDF]

Nat Commun
Guo Y, Zhang X, Zhang Y, Shen B, Wang L, Zhou P, Long T, Wang H, Yang L, Li M, Tao Z, Xiao X, He Z, Wang L, Chen B, Wang X, Shu H.   +16 more
europepmc   +1 more source

Self‐Similar Blowup for the Cubic Schrödinger Equation

Communications on Pure and Applied Mathematics, Volume 79, Issue 8, Page 1831-1918, August 2026.
ABSTRACT We give a rigorous proof for the existence of a finite‐energy, self‐similar solution to the focusing cubic Schrödinger equation in three spatial dimensions. The proof is computer‐assisted and relies on a fixed point argument that shows the existence of a solution in the vicinity of a numerically constructed approximation.
Roland Donninger, Birgit Schörkhuber
wiley   +1 more source