Results 51 to 60 of about 16,838,741 (322)
Company Value with Ruin Constraint in Lundberg Models
Risks, 2018 In this note we study the problem of company values with a ruin constraint in classical continuous time Lundberg models. For this, we adapt the methods and results for discrete de Finetti models to time and state continuous Lundberg models.
Christian Hipp
doaj +1 more source
Stochastic Distributed Control for Arbitrarily Connected Microgrid Clusters
Energies, 2022 Due to the success of single microgrids, the coming years are likely to see a transformation of the current electric power system to a multiple microgrid network.
Maryam Khanbaghi, Aleksandar Zecevic
doaj +1 more source
Bellman equation and viscosity solutions for mean-field stochastic control problem [PDF]
, 2015 We consider the stochastic optimal control problem of McKean-Vlasov stochastic differential equation where the coefficients may depend upon the joint law of the state and control.
H. Pham, Xiaoli Wei
semanticscholar +1 more source
Optimal Dividend Payment in De Finetti Models: Survey and New Results and Strategies
Risks, 2020 We consider optimal dividend payment under the constraint that the with-dividend ruin probability does not exceed a given value α. This is done in most simple discrete De Finetti models.
Christian Hipp
doaj +1 more source
Mathematics, 2023 In this paper, we are interested in the numerical aspects of the class of generalized Riccati difference equations which are involved in linear quadratic (LQ) stochastic difference games.
Samir Aberkane, Vasile Dragan
doaj +1 more source
Stochastic Robustness: Towards a Comprehensive Robustness Tool [PDF]
, 1990 Stochastic robustness is a simple technique to determine the robustness of linear, time-invariant systems by Monte Carlo methods. Stochastic stability robustness has been described previously.
Ray, Laurie Ryan
core +1 more source
, 2008 We study quadratic optimal stochastic control problems with control dependent noise state equation perturbed by an affine term and with stochastic coefficients. Both infinite horizon case and ergodic case are treated.
Guatteri, Giuseppina, Masiero, Federica
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New insights on stochastic reachability [PDF]
, 2008 In this paper, we give new characterizations of the stochastic reachability problem for stochastic hybrid systems in the language of different theories that can be employed in studying stochastic processes (Markov processes, potential theory, optimal ...
Bujorianu, L.M., Lygeros, J.
core +2 more sources
Time after time – circadian clocks through the lens of oscillator theory
FEBS Letters, EarlyView.Oscillator theory bridges physics and circadian biology. Damped oscillators require external drivers, while limit cycles emerge from delayed feedback and nonlinearities. Coupling enables tissue‐level coherence, and entrainment aligns internal clocks with environmental cues.
Marta del Olmo +2 more
wiley +1 more source
Aggressive prostate cancer is associated with pericyte dysfunction
Molecular Oncology, EarlyView.Tumor‐produced TGF‐β drives pericyte dysfunction in prostate cancer. This dysfunction is characterized by downregulation of some canonical pericyte markers (i.e., DES, CSPG4, and ACTA2) while maintaining the expression of others (i.e., PDGFRB, NOTCH3, and RGS5).
Anabel Martinez‐Romero +11 more
wiley +1 more source