منابع مشابه
Design of Sliding mode control for stochastic systems subject to packet losses
In this paper, we examine the design of a sliding mode control for stochastic systems with data packet losses. It is assumed that there is a network connection in the system's feedback loop and that part of the information may be lost during transmission. The innovation of this paper is to peresent a new method with better performance In this paper, we first consider an estimated method to com...
متن کاملStochastic bargaining over gains and losses: Evidence from the lab
We design experiments to investigate predictions of the Merlo and Wilson (1995) stochastic bargaining theory. We construct four Merlo-Wilson games where the timing and efficiency of the equilibrium predictions differ, and study them in both gain and loss domains. We find little equilibrium play, but rather that it is most common to agree to equal splits in efficient stages, i.e. stages with max...
متن کاملCatastrophe options with stochastic interest rates and compound Poisson losses
We analyze the pricing and hedging of catastrophe put options under stochastic interest rates with losses generated by a compound Poisson process. Asset prices are modeled through a jump-diffusion process which is correlated to the loss process. We obtain explicit closed form formulae for the price of the option, and the hedging parameters Delta, Gamma and Rho. The effects of stochastic interes...
متن کاملOnline combinatorial optimization with stochastic decision sets and adversarial losses
Most work on sequential learning assumes a fixed set of actions that are available all the time. However, in practice, actions can consist of picking subsets of readings from sensors that may break from time to time, road segments that can be blocked or goods that are out of stock. In this paper we study learning algorithms that are able to deal with stochastic availability of such unreliable c...
متن کاملStochastic Coordinate Descent Methods for Regularized Smooth and Nonsmooth Losses
Stochastic Coordinate Descent (SCD) methods are among the first optimization schemes suggested for efficiently solving large scale problems. However, until now, there exists a gap between the convergence rate analysis and practical SCD algorithms for general smooth losses and there is no primal SCD algorithm for nonsmooth losses. In this paper, we discuss these issues using the recently develop...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The American Economist
سال: 1967
ISSN: 0569-4345,2328-1235
DOI: 10.1177/056943456701100103