Non-Zero Sum Differential Games of Backward Stochastic Differential Delay Equations Under Partial Information
Sign Up to like & getrecommendations! Published in 2017 at "Asian Journal of Control"
DOI: 10.1002/asjc.1382
Abstract: In this paper, we study a new type of differential game problems of backward stochastic differential delay equations under partial information. A class of time-advanced stochastic differential equations ASDEs is introduced as the adjoint process… read more here.
Keywords: partial information; stochastic differential; backward stochastic; equations partial ... See more keywords
Equilibrium reinsurance-investment strategies with partial information and common shock dependence
Sign Up to like & getrecommendations! Published in 2021 at "Annals of Operations Research"
DOI: 10.1007/s10479-021-04317-4
Abstract: In this paper, we study an optimal reinsurance-investment problem with partial information and common shock dependence under the mean-variance criterion for an insurer. The insurer has two dependent classes of insurance business, which are subject… read more here.
Keywords: information; partial information; equilibrium; reinsurance investment ... See more keywords
Partial information and complex development decisions: Illustrations from infrastructure projects
Sign Up to like & getrecommendations! Published in 2019 at "Environmental Impact Assessment Review"
DOI: 10.1016/j.eiar.2019.106281
Abstract: Abstract This study assesses the theoretical and practical limitations of evaluations of infrastructure projects. Existing tools used in such evaluations typically exhibit two main limitations. Firstly, they tend to accommodate only two dimensions at once… read more here.
Keywords: development decisions; development; infrastructure; infrastructure projects ... See more keywords
An optimal consumption and investment problem with partial information
Sign Up to like & getrecommendations! Published in 2017 at "Advances in Applied Probability"
DOI: 10.1017/apr.2018.7
Abstract: Abstract We consider a finite-time optimal consumption problem where an investor wants to maximize the expected hyperbolic absolute risk aversion utility of consumption and terminal wealth. We treat a stochastic factor model in which the… read more here.
Keywords: information; partial information; problem partial; problem ... See more keywords
Indifference pricing of pure endowments via BSDEs under partial information
Sign Up to like & getrecommendations! Published in 2020 at "Scandinavian Actuarial Journal"
DOI: 10.1080/03461238.2020.1790030
Abstract: In this paper, we investigate the pricing problem of a pure endowment contract when the insurance company has a limited information on the mortality intensity of the policyholder. The payoff of this kind of policies… read more here.
Keywords: information; pure; partial information; pricing ... See more keywords
Multiscale partial information decomposition of dynamic processes with short and long-range correlations: theory and application to cardiovascular control
Sign Up to like & getrecommendations! Published in 2022 at "Physiological Measurement"
DOI: 10.1088/1361-6579/ac826c
Abstract: Objective. In this work, an analytical framework for the multiscale analysis of multivariate Gaussian processes is presented, whereby the computation of Partial Information Decomposition measures is achieved accounting for the simultaneous presence of short-term dynamics… read more here.
Keywords: information; long range; range correlations; decomposition ... See more keywords
Perfect discrimination of nonorthogonal quantum states with posterior classical partial information
Sign Up to like & getrecommendations! Published in 2019 at "Physical Review A"
DOI: 10.1103/physreva.99.020102
Abstract: The indistinguishability of non-orthogonal pure states lies at the heart of quantum information processing. Although the indistinguishability reflects the impossibility of measuring complementary physical quantities by a single measurement, we demonstrate that the distinguishability can… read more here.
Keywords: posterior classical; classical partial; perfect discrimination; partial information ... See more keywords
Extreme Events Prediction from Nonlocal Partial Information in a Spatiotemporally Chaotic Microcavity Laser
Sign Up to like & getrecommendations! Published in 2023 at "Physical Review Letters"
DOI: 10.1103/physrevlett.130.223801
Abstract: The forecasting of high-dimensional, spatiotemporal nonlinear systems has made tremendous progress with the advent of model-free machine learning techniques. However, in real systems it is not always possible to have all the information needed; only… read more here.
Keywords: information; chaotic microcavity; extreme events; microcavity laser ... See more keywords
Control of Nondeterministic Systems for Bisimulation Equivalence Under Partial Information
Sign Up to like & getrecommendations! Published in 2020 at "IEEE Transactions on Automatic Control"
DOI: 10.1109/tac.2020.2970148
Abstract: In this article, we investigate the synthesis of a (possibly nondeterministic) supervisor, with partial information, such that the controlled nondeterministic plant is bisimulation equivalent to a nondeterministic specification. We derive a new necessary and sufficient… read more here.
Keywords: nondeterministic systems; control; control nondeterministic; partial information ... See more keywords
Early classification of spatio-temporal events using partial information
Sign Up to like & getrecommendations! Published in 2020 at "PLoS ONE"
DOI: 10.1371/journal.pone.0236331
Abstract: This paper investigates event extraction and early event classification in contiguous spatio-temporal data streams, where events need to be classified using partial information, i.e. while the event is ongoing. The framework incorporates an event extraction… read more here.
Keywords: using partial; classification; spatio temporal; partial information ... See more keywords
The predicate completion of a partial information system
Sign Up to like & getrecommendations! Published in 2018 at "Mathematica Slovaca"
DOI: 10.1515/ms-2017-0098
Abstract: Abstract Originally, partial information systems were introduced as a means of providing a representation of the Smyth powerdomain in terms of order convex substructures of an information-based structure. For every partial information system ????, there… read more here.
Keywords: information; system; completion; partial information ... See more keywords