Search Results - subject:"Differential equation"

The design and evaluation of a picture fuzzy mining safety system with picture fuzzy differential equations

Mondal, Debapriya; Garai, Totan; Roy, Gopal Chandra; … - 2023

The mining industry continues to play a significant role in developing the economy in developing countries. The need for minerals influences the magnitude of the mining industry, and safety concerns have taken on considerable importance in this sector. Equipment failure and breakdown will...

Persistent link: https://www.econbiz.de/10014532356

Robust optimal investment and consumption strategies with portfolio constraints and stochastic environment

Garces, Len Patrick Dominic M.; Shen, Yang - In: European journal of operational research : EJOR 322 (2025) 2, pp. 693-712

Persistent link: https://www.econbiz.de/10015412196

Application of Fractal Processes and Fractional Derivatives in Finance

Chan, Leung Lung (contributor) - 2024

their variants, including the fuzzy fractional Black–Scholes model, uncertain fractional differential equation, and model …

Persistent link: https://www.econbiz.de/10015324975

Reducing Obizhaeva–Wang-type trade execution problems to LQ stochastic control problems

Ackermann, Julia; Kruse, Thomas; Urusov, Mikhail - In: Finance and Stochastics 28 (2024) 3, pp. 813-863

We start with a stochastic control problem where the control process is of finite variation (possibly with jumps) and acts as integrator both in the state dynamics and in the target functional. Problems of such type arise in the stream of literature on optimal trade execution pioneered by...

Persistent link: https://www.econbiz.de/10015359198

Optimal consumption for recursive preferences with local substitution under risk

Li, Hanwu; Riedel, Frank - 2024

We explore intertemporal preferences that are recursive and account for local intertemporal substitution. First, we establish a rigorous foundation for these preferences and analyze their properties. Next, we examine the associated optimal consumption problem, proving the existence and...

Persistent link: https://www.econbiz.de/10015077806

Reducing Obizhaeva-Wang-type trade execution problems to LQ stochastic control problems

Ackermann, Julia; Kruse, Thomas; Urusov, Mikhail - In: Finance and stochastics 28 (2024) 3, pp. 813-863

Persistent link: https://www.econbiz.de/10015130389

Empirical welfare analysis with hedonic budget constraints

Bhattacharya, Debopam; Oparina, Ekaterina; Xu, Qianya - 2024

Persistent link: https://www.econbiz.de/10015127513

On technical bases and surplus in life insurance

Haçarız, Oytun; Kleinow, Torsten; Macdonald, Angus - In: Scandinavian actuarial journal 2024 (2024) 9, pp. 881-909

Persistent link: https://www.econbiz.de/10015188210

A comparative analysis of metaheuristic algorithms in interval-valued sustainable economic production quantity inventory models using center-radius optimization

Keswani, Mamta - 2024

The real-world production inventory systems involve uncertainties surrounding demand, production, defectiveness, and costs, which pose significant challenges. Various methodologies, including interval, fuzzy, stochastic, and fuzzy-stochastic approaches, have been developed to address these...

Persistent link: https://www.econbiz.de/10015414472

The existence and uniqueness conditions for solving neutrosophic differential equations and its consequence on optimal order quantity strategy

Momena, Alaa Fouad; Haque, Rakibul; Rahaman, Mostafijur; … - In: Logistics 8 (2024) 1, pp. 1-30

differential equation are proposed in this study. This study also demonstrates both the existence and uniqueness of a solution to … the neutrosophic differential equation, followed by a concise expression of the solution using generalized neutrosophic … derivative. As an application of the first-order neutrosophic differential equation, we discussed an economic lot sizing model in …

Persistent link: https://www.econbiz.de/10014507525