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Optimal Strategies in a Production Inventory Control Model
We consider a production-inventory control model with finite capacity and two different production rates, assuming that the cumulative process of...
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Item exposure and utilization control methods for optimal test assembly
Exposure control is an important component of computerized adaptive testing. Exposure control is often used to secure test content by preventing item...
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Parameter estimation in nonlinear mixed effect models based on ordinary differential equations: an optimal control approach
We present a method for parameter estimation for nonlinear mixed-effects models based on ordinary differential equations (NLME-ODEs). It aims to...
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Optimal Investment and Risk Control Strategies for an Insurer Subject to a Stochastic Economic Factor in a Lévy Market
Optimal investment and risk control problem for an insurer subject to a stochastic economic factor in a Lévy market is considered in this paper. In...
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Optimal control for parameter estimation in partially observed hypoelliptic stochastic differential equations
We deal with the problem of parameter estimation in stochastic differential equations (SDEs) in a partially observed framework. We aim to design a...
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Optimal Liquidation Through a Limit Order Book: A Neural Network and Simulation Approach
We present a learning algorithm based on simulation and neural networks to solve a stochastic optimal control problem with a large state space using...
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Robust Optimal Investment Strategies for Mean-Variance Asset-Liability Management Under 4/2 Stochastic Volatility Models
This paper considers a robust optimal investment problem for an ambiguity-averse asset-liability manager under the mean-variance criterion in the...
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Robust optimal designs using a model misspecification term
Much of classical optimal design theory relies on specifying a model with only a small number of parameters. In many applications, such models will...
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Improved control chart for statistical process control using combined X and delayed EWMA statistics
In this paper, we propose a new combination of X and EWMA charts in which we intentionally delay the EWMA statistic one lag to make it independent of...
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Modeling and Control of Data Transmission
This paper concerns a class of stochastic recursive systems which we treat as stochastic decision models. Problems for optimal control are considered...
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Markovchart : anR package for cost-optimal patient monitoring and treatment using control chartsControl charts originate from industrial statistics, but are constantly seeing new areas of application, for example in health care (Thor et al. in...
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Information-based optimal subdata selection for non-linear models
Subdata selection methods provide flexible tradeoffs between computational complexity and statistical efficiency in analyzing big data. In this work,...
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Stochastic Differential Games on Optimal Investment and Reinsurance Strategy with Delay Under the CEV Model
In this paper, supposing that the price process of the risky asset is described by a CEV stochastic volatility model, we investigate a stochastic...
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Optimal Investment-Consumption and Life Insurance Strategy with Mispricing and Model Ambiguity
In this paper, we consider the optimal investment-consumption and life insurance strategy for a wage earner who has uncertain labor income described...
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Proximal methods for sparse optimal scoring and discriminant analysis
Linear discriminant analysis (LDA) is a classical method for dimensionality reduction, where discriminant vectors are sought to project data to a...
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A-optimal designs for state estimation in networks
We consider two models for estimating the expected states of nodes in networks where the observations at nodes are given by random states and...
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Constructing K-optimal designs for regression models
We study approximate K-optimal designs for various regression models by minimizing the condition number of the information matrix. This minimizes the...
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Strategic Behavior and Optimization of an M/M/1 Queue with N-Policy and Hysteretic Control
This work aims to study customer strategic behavior and operational optimization of an M/M/1 queue with N -policy and dynamic service-rate control in...
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Robust Optimal Excess-of-Loss Reinsurance and Investment Problem with more General Dependent Claim Risks and Defaultable Risk
This paper is devoted to investigating a robust optimal excess-of-loss reinsurance and investment problem with defaultable risk, in which the...
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Determination of optimal prevention strategy for COVID-19 based on multi-agent simulation
This study proposes a direction for the utilization of multi-agent simulation (MAS) to consider an optimal prevention strategy for the spread of the...
