Articles with "random jump" as a keyword



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Game-Theoretic Control of the Object’s Random Jump Structure in the Class of Pure Strategies

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Published in 2020 at "Journal of Computer and Systems Sciences International"

DOI: 10.1134/s1064230720040024

Abstract: The optimal control problem of the random-jump structure of an object under counteraction conditions is considered. The counteracting parties observe any changes in the object’s structure using special indicators that operate with errors. The optimality… read more here.

Keywords: random jump; control object; class; structure ... See more keywords
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Complex and Entropy of Fluctuations of Agent-Based Interacting Financial Dynamics with Random Jump

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Published in 2017 at "Entropy"

DOI: 10.3390/e19100512

Abstract: This paper investigates the complex behaviors and entropy properties for a novel random complex interacting stock price dynamics, which is established by the combination of stochastic contact process and compound Poisson process, concerning with stock… read more here.

Keywords: random jump; entropy; complex entropy; complex dynamics ... See more keywords