Results 81 to 90 of about 474 (215)

Stochastic control with state constraints via the Fokker–Planck equation. Application to renewable energy plants with batteries

open access: yesComptes Rendus. Mécanique
Although renewable energies are beneficial to reduce carbon emissions, its intermittent characteristics may result in power-supply issues in distribution grid. Battery energy storage system is generally regarded as an effective tool to deal with them. On
Bermúdez, Alfredo, Padín, Iago
doaj   +1 more source

Viscosity Solutions and American Option Pricing in a Stochastic Volatility Model of the Ornstein-Uhlenbeck Type

open access: yesJournal of Probability and Statistics, 2010
We study the valuation of American-type derivatives in the stochastic volatility model of Barndorff-Nielsen and Shephard (2001). We characterize the value of such derivatives as the unique viscosity solution of an integral-partial differential equation ...
Alexandre F. Roch
doaj   +1 more source

“Smelltronics”—From Gas to Smell Sensing

open access: yesAdvanced Materials, EarlyView.
The emerging field of smelltronics, encompassing sensing technologies for complex volatile organic compounds, holds significant potential for extracting valuable chemical information. It facilitates the noninvasive, real‐time monitoring of humans, food, and the environment.
Takeshi Ono   +7 more
wiley   +1 more source

Viscosity Solution of Mean-Variance Portfolio Selection of a Jump Markov Process with No-Shorting Constraints

open access: yesJournal of Applied Mathematics, 2016
We consider the so-called mean-variance portfolio selection problem in continuous time under the constraint that the short-selling of stocks is prohibited where all the market coefficients are random processes.
Moussa Kounta
doaj   +1 more source

Pathwise Stochastic Control and a Class of Stochastic Partial Differential Equations

open access: yesJournal of Optimization Theory and Applications
AbstractIn this article, we study a stochastic optimal control problem in the pathwise sense, as initially proposed by Lions and Souganidis in [C. R. Acad. Sci. Paris Ser. I Math., 327 (1998), pp. 735-741]. The corresponding Hamilton-Jacobi-Bellman (HJB) equation, which turns out to be a non-adapted stochastic partial differential equation, is analyzed.
Neeraj Bhauryal   +2 more
openaire   +2 more sources

Resonant Domain Wall Dynamics in a Three‐Dimensional Magnetic Nano Double Helix

open access: yesAdvanced Materials, EarlyView.
3D magnetic nanostructures promise exciting possibilities for magnetization dynamics. However, experimental realizations remain scarce. In nanoprinted cobalt double helices, time‐resolved X‐ray microscopy reveals harmonic domain wall dynamics. Simulations identify the mode and additional higher‐frequency resonances, revealing a rich dynamic landscape ...
Pamela Morales‐Fernández   +15 more
wiley   +1 more source

Stubbornness as Control in Professional Soccer Games: A BPPSDE Approach

open access: yesMathematics
This paper defines stubbornness as an optimal feedback Nash equilibrium within a dynamic setting. Stubbornness is treated as a player-specific parameter, with the team’s coach initially selecting players based on their stubbornness and making ...
Paramahansa Pramanik
doaj   +1 more source

From Payload‐First Toward Dual‐Mechanism Antibody–Drug Conjugates

open access: yesAdvanced Materials, EarlyView.
Conjugation converts potent antibodies into underexposed carriers. This perspective defines the antibody exposure deficit and maps a mechanism‐first design space from payload‐first to antibody‐first ADC architectures, integrating DAR, linker chemistry, and Fc engineering to guide rational design of constructs that balance targeted cytotoxicity with ...
Xavier Pivot   +3 more
wiley   +1 more source

Breaking the Surface: Buoyant Metal–Polymer Open–Cell Hybrid Lattice Metamaterials

open access: yesAdvanced Materials, EarlyView.
Open‐cell metal–polymer lattice metamaterials that defy sinking. (a) Injection process of the polyurethane (PU) foam into the titanium (Ti‐6Al‐4V) hollow‐strut lattice creating the open‐cell Ti‐6Al‐4V+PU hybrid lattice, (b) flotation test of a hybrid lattice specimen, and (c) a digital representation and experimental validation of a marine buoy ...
Jordan Noronha   +7 more
wiley   +1 more source

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