Results 51 to 60 of about 522,534 (332)

Stochastic recursive optimal control problem with obstacle constraint involving diffusion type control

open access: yesAdvances in Difference Equations, 2020
This paper concerns a kind of stochastic optimal control problem with recursive utility described by a reflected backward stochastic differential equation (RBSDE, for short) involving diffusion type control which covers regular control problem, singular ...
Zhenda Xu
doaj   +1 more source

Control Theory and Economic Policy Optimization: The Origin, Achievements and the Fading Optimism from a Historical Standpoint [PDF]

open access: yesInternational Journal of Business and Development Studies, 2015
Economists were interested in economic stabilization policies as early as the 1930’s but the formal applications of stability theory from the classical control theory to economic analysis appeared in the early 1950’s when a number of control engineers ...
Masoud Derakhshan
doaj   +1 more source

Domain decomposition for stochastic optimal control [PDF]

open access: yes53rd IEEE Conference on Decision and Control, 2014
This work proposes a method for solving linear stochastic optimal control (SOC) problems using sum of squares and semidefinite programming. Previous work had used polynomial optimization to approximate the value function, requiring a high polynomial degree to capture local phenomena.
Horowitz, Matanya B.   +2 more
openaire   +2 more sources

Circular‐Polarization‐Sensitive Organic Photodetectors with a Chiral Nanopatterned Electrode Inverse‐Designed by Genetic Algorithm

open access: yesAdvanced Functional Materials, EarlyView.
A chiral photodetector capable of selectively distinguishing left‐ and right‐handed circularly polarized light is experimentally demonstrated. The device, which features a nanopatterned electrode inverse‐designed by a genetic algorithm within a metal–dielectric–metal nanocavity that incorporates a vacuum‐deposited small‐molecule multilayer, exhibits ...
Kyung Ryoul Park   +3 more
wiley   +1 more source

Lithium Intercalation in the Anisotropic Van Der Waals Semiconductor CrSBr

open access: yesAdvanced Functional Materials, EarlyView.
We report the lithium intercalation in the layered van der Waals crystal CrSBr, revealing strongly anisotropic ion‐migration dynamics. Optical and electrical characterization of exfoliated CrSBr shows lithium diffusion coefficients that differ by more than an order of magnitude along a‐ and b‐directions, consistent with molecular dynamics simulations ...
Kseniia Mosina   +13 more
wiley   +1 more source

Stochastic Control of Optimized Certainty Equivalents

open access: yesSIAM Journal on Financial Mathematics, 2022
Optimized certainty equivalents (OCEs) is a family of risk measures widely used by both practitioners and academics. This is mostly due to its tractability and the fact that it encompasses important examples, including entropic risk measures and average value at risk.
Julio Backhoff Veraguas   +2 more
openaire   +3 more sources

Zwitterionic Self‐Assembled Monolayer for Simultaneous Noise Suppression and Hole Extraction in High‐Performance Near‐Infrared Organic Photodetectors

open access: yesAdvanced Functional Materials, EarlyView.
This study presents a new hole transporting material (HTM) mechanism for self‐assembled monolayers in near‐infrared organic photodetectors. The formation of zwitterions induces a strong electric field that significantly increases the work function of HTM‐coated indium tin oxide substrates. The devices exhibit low dark current and noise, along with high
Jiyoung Shin   +9 more
wiley   +1 more source

STOCHASTIC MODELING OF OPTIMIZED CREDIT STRATEGY OF A DISTRIBUTING COMPANY ON THE PHARMACEUTICAL MARKET

open access: yesВісник Київського національного університету імені Тараса Шевченка. Серія Економіка, 2015
The activity of distribution companies is multifaceted. Ihey establish contacts with producers and consumers, determine the range of prices of medicines, do promotions, hold stocks of pharmaceuticals and take risks in their further selling.Their internal
M. Boychuk, O. Yaroshenko
doaj   +1 more source

Inverse stochastic optimal controls

open access: yesAutomatica, 2023
We study an inverse problem of the stochastic optimal control of general diffusions with performance index having the quadratic penalty term of the control process. Under mild conditions on the system dynamics, the cost functions, and the optimal control process, we show that our inverse problem is well-posed using a stochastic maximum principle. Then,
openaire   +3 more sources

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