Results 91 to 100 of about 14,317,493 (293)
American Option Pricing Under a Varying Economic Situation Using Semi-Markov Decision Process
, 2022 In this chapter, we consider the problem of American option pricing when the asset price dynamics follow a binomial model dominated by a varying economic situation. We assume that the economic situation transits based on a semi-Markov chain.
Dimitrov, Marko, +3 more
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Land Degradation &Development, EarlyView.ABSTRACT In southern Xinjiang, China, scarce land and water resources and fragile ecosystems have intensified land use conflicts, making land resource allocation optimization essential for sustainable development in arid oasis areas. Focusing on Korla and Tiemenguan, this study aims to coordinate economic benefits, ecological benefits, and food ...
Kaifa Zhang +5 more
wiley +1 more source
Robust Markov Decision Processes [PDF]
Markov decision processes (MDPs) are powerful tools for decision making in uncertain dynamic environments. However, the solutions of MDPs are of limited practical use due to their sensitivity to distributional model parameters, which are typically ...
Berç Rustem +2 more
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Land Degradation &Development, EarlyView.ABSTRACT Soil erosion remains a major environmental challenge in Nigeria, driven by the combined effects of climate variability and land use/land cover (LULC) changes. Understanding future dynamics is essential for effective soil conservation planning.
Titus Adeyemi Alonge +3 more
wiley +1 more source
Quantization of Polaritons Confined in Dielectric Structures
Laser &Photonics Reviews, EarlyView.This study addresses the limitations of the Hopfield model of strong light‐matter coupling in the case of structured dieletrics. A method to derive quantum models in the polariton basis using Bogoliubov transformation and third quantization is introduced, demonstrating how to boost interaction strength and engineer nonlocal interactions for strongly ...
Amir Rahmani +4 more
wiley +1 more source
A semi-Markov model for stroke with piecewise-constant hazards in the presence of left, right and interval censoring. [PDF]
, 2013 This paper presents a parametric method of fitting semi-Markov models with piecewise-constant hazards in the presence of left, right and interval censoring. We investigate transition intensities in a three-state illness-death model with no recovery.
Kapetanakis, V +5 more
core +1 more source
Mathematical Methods in the Applied Sciences, EarlyView.We develop a full randomization of the classical hyper‐logistic growth model by obtaining closed‐form expressions for relevant quantities of interest, such as the first probability density function of its solution, the time until a given fixed population is reached, and the population at the inflection point.
Juan Carlos Cortés +2 more
wiley +1 more source
Diffusion approximation for processes with Semi-Markov switches and applications in queueing models
, 1999 Chapter 5Stochastic processes with semi-Markov switches (or in semi-Markov environment) and general Switching processes are considered. In case of asymptotically ergodic environment functional Averaging Principle and Diffusion Approximation types ...
Anisimov, Vladimir V. +1 more
core +1 more source
A Novel Two‐Stage Flexible Flow Shop Batch Scheduling Model for Grinding Workshops
Naval Research Logistics (NRL), EarlyView.ABSTRACT The growing need for data storage in data centers has increased the demand for mechanical hard disks due to their low cost and high reliability. Aluminum substrates are the most popular base plates for mechanical hard disks because of their high hardness and low cost.
Jun Xu +4 more
wiley +1 more source
Sensors, 2016 Large volume content dissemination is pursued by the growing number of high quality applications for Vehicular Ad hoc NETworks(VANETs), e.g., the live road surveillance service and the video-based overtaking assistant service.
Miao Hu +3 more
doaj +1 more source