Search Results - subject:"Stochastic processes"

On the adaptation of the Lagrange formalism to continuous time stochastic optimal control : a Lagrange-Chow redux

Ewald, Christian; Nolan, Charles - In: Journal of economic dynamics & control 162 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10015050299

Complex-Valued Econometrics with Examples in R : Modelling, Regression and Applications

Svetunʹkov, Sergej Gennadʹevič; Svetunkov, Ivan - 2024

Chapter 1. Introduction to theory of complex variables -- Chapter 2. Simple Complex Linear Regression -- Chapter 3. Correlation analysis of complex random variables -- Chapter 4. Multiple Complex Linear Regression -- Chapter 5. Assumptions of Complex Linear Models -- Chapter 6. Complex Dynamic...

Persistent link: https://www.econbiz.de/10014631750

Variance swaps with mean reversion and multi-factor variance

Wu, Bin; Chen, Pengzhan; Ye, Wuyi - In: European journal of operational research : EJOR 315 (2024) 1, pp. 191-212

Persistent link: https://www.econbiz.de/10014562821

Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure

Zhang, Caibin; Liang, Zhibin; Yuan, Yu - In: European journal of operational research : EJOR 315 (2024) 1, pp. 213-227

Persistent link: https://www.econbiz.de/10014562822

A preventive maintenance policy and a method to approximate the failure process for multi-component systems

Wu, Shaomin; Asadi, Majid - In: European journal of operational research : EJOR 318 (2024) 3, pp. 825-835

Persistent link: https://www.econbiz.de/10015048171

On Gaussian Markov processes and Polya processes

Fendick, Kerry; Whitt, Ward - In: Operations research letters : a journal of INFORMS … 52 (2024), pp. 1-5

Persistent link: https://www.econbiz.de/10015049109

Variance Gamma process in the option pricing model

Drahokoupil, Jakub - 2021

Persistent link: https://www.econbiz.de/10012493120

Editorial: AStA Advances in Statistical Analysis (2023) 107

Haupt, Harry; Kneib, Thomas; Okhrin, Yarema - In: AStA Advances in Statistical Analysis 107 (2023) 3, pp. 393-396

Persistent link: https://www.econbiz.de/10015191358

Multi-agent natural actor-critic reinforcement learning algorithms

Trivedi, Prashant; Hemachandra, Nandyala - In: Dynamic games and applications : DGA 13 (2023) 1, pp. 25-55

Persistent link: https://www.econbiz.de/10014225774

A two-stage stochastic programming model for collaborative asset protection routing problem enhanced with machine learning : a learning-based matheuristic algorithm

Nikzad, Erfaneh; Bashiri, Mahdi - In: International journal of production research 61 (2023) 1, pp. 81-113

Persistent link: https://www.econbiz.de/10013530851