Results 81 to 90 of about 14,444,000 (235)

Validation of Neural Network Controllers for Uncertain Systems Using the Keep‐Close Approach: Robustness Analysis and Safety Verification

International Journal of Robust and Nonlinear Control, EarlyView.
ABSTRACT The safety verification of neural network (NN) controllers operating in uncertain environments characterized by unmodeled dynamics, nonlinearities, and time delays remains a fundamental challenge in robust control analysis. This article introduces a novel method, termed Keep‐Close, for analyzing the performance and robustness of uncertain ...
Abdelhafid Zenati, Nabil Aouf
wiley   +1 more source

Well-posedness of the water-waves equations [PDF]

Journal of the American Mathematical Society, 2005
We prove that the water-waves equations (i.e., the inviscid Euler equations with free surface) are well-posed locally in time in Sobolev spaces for a fluid layer of finite depth, either in dimension 2 2
openaire   +3 more sources

3D Character Reconstruction from Hand‐drawn Model Sheets

Computer Graphics Forum, EarlyView.
Abstract Hand‐drawn model sheets are widely used in character design to define 3D shape and appearance through sparse multi‐view drawings. Reconstructing 3D characters from such sparse inputs has traditionally been challenging due to insufficient visual information.
Hyejeong Yoon, Wonjong Jang, Yoonha Hwang, Seungyong Lee   +3 more
wiley   +1 more source

Specification Tests for Jump‐Diffusion Models Based on the Characteristic Function

International Statistical Review, EarlyView.
Summary Goodness‐of‐fit tests are suggested for several popular jump‐diffusion processes. The suggested test statistics utilise the marginal characteristic function of the model and its L2‐type discrepancy from an empirical counterpart. Model parameters are estimated either by minimising the aforementioned L2‐type discrepancy or by maximum likelihood ...
Gerrit Lodewicus Grobler, Denis Belomestny, Simos George Meintanis, Emanuele Taufer   +3 more
wiley   +1 more source

Well-posedness of KdV type equations

Electronic Journal of Differential Equations, 2012
In this work, we study the initial value problems associated to some linear perturbations of KdV equations. Our focus is in the well-posedness issues for initial data given in the L^2-based Sobolev spaces.
Xavier Carvajal, Mahendra Panthee
doaj  

On the well-posedness of differential quasi-variational-hemivariational inequalities

Open Mathematics, 2020
The goal of this paper is to discuss the well-posedness and the generalized well-posedness of a new kind of differential quasi-variational-hemivariational inequality (DQHVI) in Hilbert spaces.
Cen Jinxia, Min Chao, Nguyen Van Thien, Tang Guo-ji   +3 more
doaj   +1 more source

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Reinforcement Learning for Jump‐Diffusions, With Financial Applications

Mathematical Finance, EarlyView.
ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley   +1 more source

A well-posedness result for an extended KdV equation

Partial Differential Equations in Applied Mathematics
Among the most interesting things Russell discovered was there is a mathematical relation between the height of the wave, the depth of the wave when water at rest and the speed at which the wave travels.
M. Berjawi, T. El Arwadi, S. Israwi
doaj   +1 more source

Relative Arbitrage Opportunities With Interactions Among N Investors

Mathematical Finance, EarlyView.
ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley   +1 more source