Results 21 to 30 of about 159,913 (265)
Algorithms, 2021 OPTCON is an algorithm for the optimal control of nonlinear stochastic systems which is particularly applicable to economic models. It delivers approximate numerical solutions to optimum control (dynamic optimization) problems with a quadratic objective ...
Dmitri Blueschke +2 more
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Journal of Mathematical Analysis and Applications, 2000 The authors consider a complicated version of controlled stochastic systems. The time \(t\) is measured continuously. The state of the system is represented by a continuous variable \(x\) and a discrete variable \(n\). Also, the control has two parts, a continuous type control \(v\) that is a measurable stochastic process and a discrete-type (or ...
Bensoussan, Alain, Menaldi, José-Luis
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A Hardware Efficient Random Number Generator for Nonuniform Distributions with Arbitrary Precision
International Journal of Reconfigurable Computing, 2012 Nonuniform random numbers are key for many technical applications, and designing efficient hardware implementations of non-uniform random number generators is a very active research field.
Christian de Schryver +6 more
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Solving Schrödinger Bridges via Maximum Likelihood
Entropy, 2021 The Schrödinger bridge problem (SBP) finds the most likely stochastic evolution between two probability distributions given a prior stochastic evolution.
Francisco Vargas +3 more
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Market Making With Signals Through Deep Reinforcement Learning
IEEE Access, 2021 Deep reinforcement learning has recently been successfully applied to a plethora of diverse and difficult sequential decision-making tasks, ranging from the Atari games to robotic motion control.
Bruno Gasperov, Zvonko Kostanjcar
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Nihon Kikai Gakkai ronbunshu, 2017 An ionic polymer-metal composite (IPMC) actuator is an electric driven soft actuator. It is fabricated by chemically plating metal on both surface of an ion-exchange membrane. It is able to be activated by a simple driving circuit and low applied voltage
Keishiro KIMURA, Norihiro KAMAMICHI
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Optimal Investment and Liability Ratio Policies in a Multidimensional Regime Switching Model
Risks, 2017 We consider an insurer who faces an external jump-diffusion risk that is negatively correlated with the capital returns in a multidimensional regime switching model. The insurer selects investment and liability ratio policies continuously to maximize her/
Bin Zou, Abel Cadenillas
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Fractal and Fractional, 2022 Despite its high mortality rate of approximately 90%, the Ebola virus disease (EVD) has not received enough attention in terms of in-depth research. This illness has been responsible for over 40 years of epidemics throughout Central Africa.
Anwarud Din, Asad Khan, Yassine Sabbar
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Optimal and Suboptimal Control of a Standard Brownian Motion
Archives of Control Sciences, 2016 The problem of optimally controlling a standard Brownian motion until a fixed final time is considered in the case when the final cost function is an even function. Two particular problems are solved explicitly.
Lefebvre Mario
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RisksThis study evaluates the utility derived by policyholders in a Danish pension company, from their life insurance coverages. We quantify the relative importance policyholders assign to their existing coverages versus a hypothetical complete coverage ...
Julie Bjørner Søe
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