A Comparative Analysis of the Value of Information in a Continuous Time Market Model with Partial Information: The Cases of Log-Utility and CRRA [PDF]
Journal of Probability and Statistics, 2011 We study the question what value an agent in a generalized Black-Scholes model with partial information attributes to the complementary information. To do this, we study the utility maximization problems from terminal wealth for the two cases partial ...
Zhaojun Yang +2 more
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Optimization of supply air flow and temperature for VAV terminal unit by artificial neural network
Case Studies in Thermal Engineering, 2022 The purpose of this paper is to optimize the supply air flow rate and temperature of the variable air volume (VAV) terminal unit by artificial neural network (ANN). In general, the setpoint of the VAV terminal unit are supply air flow rate and supply air
Hyo-Jun Kim, Young-Hum Cho
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The Relationship Between Heat Stress and Physical Workload with Worker's Hydration Status in Tirtonadi Bus Station Surakarta [PDF]
E3S Web of Conferences, 2020 Terminal workers work with physical load activities every day and are in a hot work climate, which has the potential to experience status disturbances, potentially resulting in hydration problems.
Suryadi Iwan +4 more
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Advances in Difference Equations, 2020 The work reported in this paper deals with the study of a coupled system for fractional terminal value problems involving ψ-Hilfer fractional derivative. The existence and uniqueness theorems to the problem at hand are investigated.
Mohammed S. Abdo +3 more
doaj +1 more source
Social support for integration practices of Ukrainian veterans in higher education
Український соціум, 2021 The article studies the features of social adaptation of veteran students in Ukrainian universities. The motivation of Ukrainian veterans to enter universities has been analysed.
Sokurianska L. H. +2 more
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Switching Mechanism of Heterogeneous Wireless Network of Power Communication for Smart Parks
Zhejiang dianli, 2022 The power terminals in the smart parks have different communication requirements under different operating conditions. The traditional one-to-one correspondence communication method can no longer meet the dynamic changes of terminal communication ...
ZHOU Xia +5 more
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YADPF: A reusable deterministic dynamic programming implementation in MATLAB
SoftwareX, 2022 This paper introduces the YADPF package, a collection of reusable MATLAB functions to solve deterministic discrete-time optimal control problems using a dynamic programming algorithm.
Auralius Manurung +2 more
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Peculiarities of hierarchy of leaders’ personal values [PDF]
E3S Web of Conferences, 2021 The aim of the research is to confirm whether gender, age, residence in rural or urban areas and work experience influence the peculiarities of hierarchy of leaders’ personal values, and also to investigate the differences in the hierarchy of leaders ...
Partyko Neonila +3 more
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A dynamic programming approach to constrained portfolios [PDF]
, 2011 This paper studies constrained portfolio problems that may involve constraints on the probability or the expected size of a shortfall of wealth or consumption.
Kraft, Holger, Steffensen, Mogens
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Optimal Control Method of Variable Air Volume Terminal Unit System
Energies, 2021 This study reviewed the existing studies on the types of variable air volume (VAV) terminal units, control and operation methods, prediction models, and sensor calibration methods. As a result of analyzing the existing research trends on the system type,
Hyo-Jun Kim, Young-Hum Cho
doaj +1 more source