The Annals of Applied Probability, Vol. 28, No. 1 (February 2018), pp. 1-34 (34 pages) In this paper, we aim to develop the stochastic control theory of branching diffusion processes where both the ...
For decades now, normative theories of perceptual decisions, and their implementation as drift diffusion models, have driven and significantly improved our understanding of human and animal behaviour ...
Advances in Applied Probability, Vol. 44, No. 3 (SEPTEMBER 2012), pp. 886-906 (21 pages) In this paper we consider the optimal dividend strategy under the diffusion model with regime switching. In ...
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A thermodynamic approach to machine learning: How optimal transport theory can improve generative models
Joint research led by Sosuke Ito of the University of Tokyo has shown that nonequilibrium thermodynamics, a branch of physics that deals with constantly changing systems, explains why optimal ...
Joint research led by Sosuke Ito of the University of Tokyo has shown that nonequilibrium thermodynamics, a branch of physics that deals with constantly changing systems, explains why optimal ...
The new developments are the SJVJD model with double-uniform jump-amplitude distributions and time-varying market parameters for the optimal portfolio problem. Although unlimited borrowing and ...
GUANGZHOU, China - May 17, 2011 - Here at Chinaplas 2011, Booth 10.2E21, the Innovative Plastics strategic business unit of SABIC is shining a spotlight on its latest win: China-based Light Engine's ...
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