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Pricing of shout option in uncertain financial market
The shout option allows the investors to make "shouts" to the seller throughout the option’s duration. The investors’ payoff is higher between the...
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Diagnosability and attack detection for discrete event systems under sensor attacks
This paper extends the theory of diagnosability by investigating fault diagnosis in discrete event systems under sensor attacks using finite-state...
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Sound field reconstruction using improved ℓ1-norm and the Cauchy penalty method
Automotive noise source identification is important for improving driving comfort and protecting people’s auditory health. However, the stable,...
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Distributed Optimization and Scaling Design for Solving Sylvester Equations
This paper develops distributed algorithms for solving Sylvester equations. The authors transform solving Sylvester equations into a distributed...
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On Penalized Goal-Reaching Probability Minimization with a Common Shock for an AAI
The authors consider a robust optimal reinsurance and investment problem in a risk model with two dependent classes of insurance business for an...
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T-Type Digraphs via Kronecker Canonical Form
In this paper, the authors aim to study Kronecker canonical form theory for T-type digraphs, which can be used to construct trees by tensor product...
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Reducing Hyperexponential Functions over Monomial Extensions
The authors extend the shell and kernel reductions for hyperexponential functions over the field of rational functions to a monomial extension. Both...
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A Hybrid and Inexact Algorithm for Nonconvex and Nonsmooth Optimization
The problem of nonconvex and nonsmooth optimization (NNO) has been extensively studied in the machine learning community, leading to the development...
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Eigenvalue programming beyond matrices
In this paper we analyze and solve eigenvalue programs, which consist of the task of minimizing a function subject to constraints on the...
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Rational Reductions for Holonomic Sequences
Given a holonomic sequence F ( n ), the author characterizes rational functions r ( n ) so that r ( n ) F ( n ) can be summable. The author provides upper and...
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Incremental Distillation Physics-Informed Neural Network (IDPINN) Accurately Models the Evolution of Optical Solitons
Optical solitons play an important role in long-distance, high-capacity communications. To enhance the precision of soliton dynamics modeling, the...
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Integrating Weather Conditions to Forecast the Electricity Price in Belgium Market: A Novel Mixed-Frequency Machine Learning Algorithm
The fluctuations in weather conditions, such as temperature and wind speed, can impact the process of solar and wind power generation, thereby...
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Modified general splitting method for the split feasibility problem
Based on the equivalent optimization problems of the splitting feasibility problem, we investigate this problem by using modified general splitting...
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Effective matrix adaptation strategy for noisy derivative-free optimization
In this paper, we introduce a new effective matrix adaptation evolution strategy (
MADFO ) for noisy derivative-free optimization problems. Like everyMAES... 
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Stability approach to CDC truck scheduling problem under uncertainty
One of the most significant challenges in logistics today is managing the complexity, uncertainty, and dynamism of the market. External and internal...
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An Inertial Iterative Regularization Method for a Class of Variational Inequalities
In this paper, we study a class of variational inequality problems the constraint set of which is the set of common solutions of a finite family of...
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Boundary Stabilization for a Heat-Kelvin-Voigt Unstable Interaction Model, with Control and Partial Observation Localized at the Interface Only
A prototype model for a Fluid–Structure interaction is considered. We aim to stabilize [enhance stability of] the model by having access only to a...
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Optimality analysis for \(\epsilon \)-quasi solutions of optimization problems via \(\epsilon \)-upper convexificators: a dual approach
The theory of duality is of fundamental importance in the study of vector optimization problems and vector equilibrium problems. A Mond–Weir-type...