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An oracle-based framework for robust combinatorial optimization
We propose a general solution approach for min-max-robust counterparts of combinatorial optimization problems with uncertain linear objectives. We...
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Anticipated Backward Stochastic Volterra Integral Equations with Jumps and Applications to Dynamic Risk Measures
In this paper, we focus on anticipated backward stochastic Volterra integral equations (ABSVIEs) with jumps. We solve the problem of the...
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Single and interval valued neutrosophic group decision making problem based on dynamic programming cluster model
In this study, we address the difficult group decision-making situations in which the preference data are represented by linguistic variables using...
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Dynamic Games with Strategic Complements and Large Number of Players
We study dynamic games with strategic complements where each player is modeled by a scalar flow dynamical system with a controlled input and an...
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Asymptotic Approach in the Dynamic Problems of the Theory of Elasticity for Bodies with Thin Elastic Inclusions
We propose a unified approach to the investigation of the processes of dynamic interaction of thin elastic inhomogeneities with an elastic medium. It...
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Dynamic stability analysis of porous functionally graded beams under hygro-thermal loading using nonlocal strain gradient integral model
We present a study on the dynamic stability of porous functionally graded (PFG) beams under hygro-thermal loading. The variations of the properties...
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Dynamic stiffness characteristics of aero-engine elastic support structure and its effects on rotor systems: mechanism and numerical and experimental studies
The support structure of a rotor system is subject to vibration excitation, which results in the stiffness of the support structure varying with the...
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A Novel Extremum Seeking Control to Enhance Convergence and Robustness in the Presence of Nonlinear Dynamic Sensors
This paper focuses on optimizing an unknown cost function through extremum seeking (ES) control in the presence of a slow nonlinear dynamic sensor...
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Stochastic Durable-Strategies Dynamic Games
Yeung and Petrosyan present a general class of durable-strategies dynamic games with stochastic state dynamics and random future payoffs. Focusing on...
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Hybrid strategy in multiperiod mean-variance framework
In multiperiod mean-variance framework, the investor suffers time inconsistency. Current solution schemes either reformulate the problem into a...
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Exponential stability for a class of set dynamic equations on time scales
We first present a new definition for some form of exponential stability of solutions, including H-exponential stability, H-exponentially asymptotic...
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An Extended McKean–Vlasov Dynamic Programming Approach to Robust Equilibrium Controls Under Ambiguous Covariance Matrix
This paper studies a general class of time-inconsistent stochastic control problems under ambiguous covariance matrix. The time inconsistency is...
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Persistence Curves: A canonical framework for summarizing persistence diagrams
Persistence diagrams are one of the main tools in the field of Topological Data Analysis (TDA). They contain fruitful information about the shape of...
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A complete algebraic solution to the optimal dynamic rationing policy in the stock-rationing queue with two demand classes
In this paper, we study a stock-rationing queue with two demand classes by means of the sensitivity-based optimization, and develop a complete...
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Preface to Special Issue on Dynamic Games for Modeling and Control of Epidemics
This preface introduces the special issue on Dynamic Games for Modeling and Control of Epidemics. It showcases 12 papers with timely contributions to...
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Normal Forms, Holomorphic Linearization and Generic Bifurcations of Dynamic Equations on Discrete Time Scales
In this paper, we extend the classical theory of normal forms for continuous and difference dynamical systems to dynamic equations on discrete time...
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Globally optimal scheduling of an electrochemical process via data-driven dynamic modeling and wavelet-based adaptive grid refinement
Electrochemical recovery of succinic acid is an electricity intensive process with storable feeds and products, making its flexible operation...
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Optimal dynamic mining policy of blockchain selfish mining through sensitivity-based optimization
The security and fairness of blockchain are always threatened by selfish mining attacks. To study such selfish mining attacks, some necessary and...
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Dynamic Withdrawals and Stochastic Mortality in GLWB Variable Annuities
In this paper we propose a discrete time model, based on dynamic programming, to price GLWB variable annuities under the dynamic approach within a...